Extracted algorithm research record
Correlation Matrix Hunter
Automated pairs trading based on real-time correlation analysis and Z-score divergence.
Source & extraction context
Evidence label: source_code (source claim, not independent verification). Recorded completeness: 85.0/100. 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
Opacity warnings
- UNDEFINED ENTRY TERM: the entry conditions are prose naming a concept with no numeric definition, so two readers would implement them differently. Advisory only -- this does not affect the score.
Recorded market & execution profile
- Recorded markets
- EURUSD,GBPUSD,AUDUSD,NZDUSD, XAUUSD,XAGUSD,USOIL,EURUSD,GBPUSD
- Recorded timeframes
- M15, H1
- Recorded sessions
- Not specified
- Recorded regime
- any
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
- Z-score divergence exceeds InpMinZScoreEntry
Recorded short-entry rules
- Z-score divergence exceeds InpMinZScoreEntry
Recorded exit rules
- Z-score recovers to InpCorrelationRecovery
- Stop Loss hit
- Take Profit hit
- Timeout
Recorded filters
- InpMaxDrawdown
- InpMaxOpenPairs
- InpPauseOnRegimeChange
- Stop loss
- InpStopLossPercent of combined position value
- Take profit
- InpTakeProfitPercent of combined position value
- Position sizing
- InpMaxRiskPercent of account balance per trade, InpMaxPositionSize in lots
Questions about this record
What entry rules are recorded for Correlation Matrix Hunter?
Long: Z-score divergence exceeds InpMinZScoreEntry Short: Z-score divergence exceeds InpMinZScoreEntry These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: EURUSD,GBPUSD,AUDUSD,NZDUSD, XAUUSD,XAGUSD,USOIL,EURUSD,GBPUSD. Timeframes: M15, H1. These are source-recorded labels, not verified execution behavior.