Extracted algorithm research record
AstraMultiAsset_Industrial
Multi-asset trading system with 10 instruments across 5 asset classes, no leverage, and risk parity allocation.
Source & extraction context
Evidence label: backtest_shown (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
Claim warnings
- UNSIZED CLAIM: performance figures are published with no trade count, so the sample behind them cannot be judged.
- RECOVERY SIZING: position size increases after losses (martingale/grid/averaging). Equity curves look smooth until the run that does not recover - judge it on worst-case exposure, not win rate.
Recorded market & execution profile
- Recorded timeframes
- H1, H4
- Recorded sessions
- Not specified
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| EMA | {"period": 200} | close |
| EMA | {"period": 21} | close |
| RSI | {"period": 14} | close |
| ATR | {"period": 14} | close |
Extracted strategy rules
Recorded long-entry rules
- EMA(200) > EMA(21) and RSI < 50
Recorded short-entry rules
- EMA(200) < EMA(21) and RSI > 50
Recorded exit rules
- ATR(14) * 1.5
Recorded filters
- No leverage (1:1 cash model)
- No Martingale, Grid, or HFT strategies
- Stop loss
- ATR(14) * 1.5
- Take profit
- ATR(14) * 3
- Position sizing
- Risk Parity allocation based on volatility
Questions about this record
What entry rules are recorded for AstraMultiAsset_Industrial?
Long: EMA(200) > EMA(21) and RSI < 50 Short: EMA(200) < EMA(21) and RSI > 50 These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: EURUSD, USDJPY, XAUUSD, XAGUSD, US30, JP225, BTCUSD, ETHUSD, USOIL, UKOIL. Timeframes: H1, H4. These are source-recorded labels, not verified execution behavior.