Extracted algorithm research record
VWAP-MR-NQ5
Algorithmic Mean Reversion Expert Advisor for NASDAQ 100 CFDs using VWAP and standard deviation bands.
Source & extraction context
Evidence label: source_code (source claim, not independent verification). Recorded completeness: 80.0/100. Neither is a performance result.
Names identify source records. Inclusion is not an endorsement or a claim of authorship, ownership or reuse permission. Check the source license before reusing any implementation.
Extraction warnings
No automated warnings are recorded in this snapshot. This does not establish that the extraction or system is sound.
Recorded market & execution profile
- Recorded markets
- US100
- Recorded timeframes
- M5
- Recorded sessions
- 15:30 - 22:00 Italian Time
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| VWAP | {"anchor": "Session", "band_multiplier": 1.5, "source": "Open"} | close |
Extracted strategy rules
Recorded long-entry rules
- Close[2] < LowerBand[2] AND Close[1] > LowerBand[1]
Recorded short-entry rules
- Close[2] > UpperBand[2] AND Close[1] < UpperBand[1]
Recorded exit rules
- Break-Even (BE) at 1:1 R:R
- Max Frequency: 1 trade per day
- EOD Hard Close at 22:00 IT
Recorded filters
- News filter
- Max spread 2.0 pips
- Stop loss
- min(Low[1], Low[2]) - Buffer
- Take profit
- Entry + 2.0 * (Entry - SL) for Long; Entry - 2.0 * (SL - Entry) for Short
- Position sizing
- Dynamic lot sizing based on account equity/balance percentage (1.0%)
Questions about this record
What entry rules are recorded for VWAP-MR-NQ5?
Long: Close[2] < LowerBand[2] AND Close[1] > LowerBand[1] Short: Close[2] > UpperBand[2] AND Close[1] < UpperBand[1] These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: US100. Timeframes: M5. These are source-recorded labels, not verified execution behavior.