Extracted algorithm research record
VWAP_Revolutionary_GOLD
A trading strategy for XAUUSD using VWAP and MA72 with auto-adapted parameters and ATR filter.
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
Build warnings
- MT4_ONLY: the captured source is MQL4 / written for MetaTrader 4. It needs porting (order functions, indicator handles) before it runs on MT5.
Recorded market & execution profile
- Recorded markets
- XAUUSD
- Recorded timeframes
- M5, M15, M30, H1
- Recorded sessions
- Londres/New York high liquidity periods
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| VWAP | {"std_dev": 2.0} | close |
| MA72 | {"method": "EMA", "period": 72} | close |
| ATR | {"multiplier": 1.5, "period": 14} | close |
Extracted strategy rules
Recorded long-entry rules
- Wick of the candle tests the MA72
- Candle closes above the MA72
- Wick size is significant (min 150 points)
- Candle is bullish (close > open)
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- Stop Loss: Below the lowest low of the signal candle or MA72
- Take Profit: Upper VWAP band or 2:1 ratio
Recorded filters
- ATR filter with multiplier 1.5
- Trend filter with minimum risk/reward ratio 1.5
- Stop loss
- Below the lowest low of the signal candle or MA72
- Take profit
- Upper VWAP band or 2:1 ratio
- Position sizing
- Not specified
Questions about this record
What entry rules are recorded for VWAP_Revolutionary_GOLD?
Long: Wick of the candle tests the MA72 Candle closes above the MA72 Wick size is significant (min 150 points) Candle is bullish (close > open) Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: XAUUSD. Timeframes: M5, M15, M30, H1. These are source-recorded labels, not verified execution behavior.