Extracted algorithm research record
MonEA5
Breakout strategy on Asian session with multi-filters and risk management
Source & extraction context
Evidence label: source_code (source claim, not independent verification). Recorded completeness: 80.0/100. 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
- EURUSD
- Recorded timeframes
- D1, H1, M15
- Recorded sessions
- Asian session 00:00-06:00 GMT
- Recorded regime
- breakout
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| EMA | {"period": 200} | close |
| ATR | {"period": 14} | close |
| Bollinger Bands | {} | close |
| ADX | {} | close |
Extracted strategy rules
Recorded long-entry rules
- High of the Asian session + MarginPips
Recorded short-entry rules
- Low of the Asian session - MarginPips
Recorded exit rules
- Stop Loss at the opposite side of the range
- Take Profit based on ATR
Recorded filters
- Volume confirmation
- News filter
- ATR filter
- Bollinger Bands filter
- EMA filter
- ADX filter
- Volume filter
- Stop loss
- At the opposite side of the range
- Take profit
- Dynamic based on ATR
- Position sizing
- RiskPercent of the capital
Questions about this record
What entry rules are recorded for MonEA5?
Long: High of the Asian session + MarginPips Short: Low of the Asian session - MarginPips These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: EURUSD. Timeframes: D1, H1, M15. These are source-recorded labels, not verified execution behavior.