Extracted algorithm research record
SimpleEA 2.0
A multi-timeframe Expert Advisor using Precision Trend, ATR, and statistical regime analysis for trading on M5, M15, and M30 timeframes.
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
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
- any liquid symbol
- Recorded timeframes
- M5, M15, M30
- Recorded sessions
- any time, but limited to M5, M15, M30 timeframes
- Recorded regime
- volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Precision Trend | {"period": 14} | close |
| ATR | {"period": 14} | close |
Extracted strategy rules
Recorded long-entry rules
- Direction (`Vote 1`): Precision Trend bandpass filter with self-adaptive zero-crossing cycle wavelength detection
- Timing (`Vote 2`): Rate of change of the Precision Trend line with a 0.02 × ATR noise dead-band
- Structure (`Vote 3`): 20-bar net displacement > 0.25 × ATR
Recorded short-entry rules
- Direction (`Vote 1`): Precision Trend bandpass filter with self-adaptive zero-crossing cycle wavelength detection
- Timing (`Vote 2`): Rate of change of the Precision Trend line with a 0.02 × ATR noise dead-band
- Structure (`Vote 3`): 20-bar net displacement > 0.25 × ATR
Recorded exit rules
- Automatic Profit-Protection SL Floor: 50% of TP1 → +25% of TP1 ahead of Entry, 100% of TP1 → +50% of TP1 ahead of Entry, TP2 → TP1 price, TP3 → full close
- Optional Stepped & Swing Trailing: Pre-TP1 stepped trailstop (40% Tight in Mixed/Choppy, 55% Steady in Steady trends), Post-TP1 2-bar swing-high/low runner trailing (+0.10 × ATR)
Recorded filters
- Kaufman Efficiency Ratio dead-market filter
- 20-bar tick-volume confirmation
- Stop loss
- Automatic Profit-Protection SL Floor: 50% of TP1 → +25% of TP1 ahead of Entry, 100% of TP1 → +50% of TP1 ahead of Entry, TP2 → TP1 price, TP3 → full close
- Take profit
- Targets are frozen at fill from the timeframe's advised TP3: TP2 = 75% of TP3, TP1 = 75% of TP2 (56.25% of TP3)
- Position sizing
- 0.5% at 2/3, 1.0% at 3/3; or fixed balance ladder; or minimum lot
Questions about this record
What entry rules are recorded for SimpleEA 2.0?
Long: Direction (`Vote 1`): Precision Trend bandpass filter with self-adaptive zero-crossing cycle wavelength detection Timing (`Vote 2`): Rate of change of the Precision Trend line with a 0.02 × ATR noise dead-band Structure (`Vote 3`): 20-bar net displacement > 0.25 × ATR Short: Direction (`Vote 1`): Precision Trend bandpass filter with self-adaptive zero-crossing cycle wavelength detection Timing (`Vote 2`): Rate of change of the Precision Trend line with a 0.02 × ATR noise dead-band Structure (`Vote 3`): 20-bar net displacement > 0.25 × ATR These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: any liquid symbol. Timeframes: M5, M15, M30. These are source-recorded labels, not verified execution behavior.