Extracted algorithm research record
NY-Tokyo Range Mean Reversion Trader
Automated EA for MetaTrader 5 that exploits mean reversion between New York and Tokyo sessions.
Source & extraction context
Evidence label: source_code (source claim, not independent verification). Recorded completeness: 50.0/100. 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
- GBP/JPY, NAS100
- Recorded timeframes
- M5
- Recorded sessions
- New York session close 23:55 broker time, Tokyo session 02:00-08:00 broker time
- Recorded regime
- ranging
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| No indicator stack was recorded. This does not establish a price-action-only strategy. | ||
Extracted strategy rules
Recorded long-entry rules
- Price touches or penetrates the Entry Zone (Low_{NY} - (High_{NY} - Low_{NY}))
- Bullish Engulfing Candle on M5 timeframe
Recorded short-entry rules
- Not specified in the source
Recorded exit rules
- Not specified in the source
Recorded filters
- Max SL Protection with a safety cap of 3000 points
- Stop loss
- Placed safely below the double-range level: Low_{NY} - (2 * (High_{NY} - Low_{NY}))
- Take profit
- Mathematically calculated as a direct multiple of the SL based on the Risk-to-Reward Ratio (R:R)
- Position sizing
- Automatically calculated based on a fixed risk percentage (default: 1%) of the total account balance relative to the dynamic SL distance
Questions about this record
What entry rules are recorded for NY-Tokyo Range Mean Reversion Trader?
Long: Price touches or penetrates the Entry Zone (Low_{NY} - (High_{NY} - Low_{NY})) Bullish Engulfing Candle on M5 timeframe Short: Not specified in the source These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: GBP/JPY, NAS100. Timeframes: M5. These are source-recorded labels, not verified execution behavior.