Extracted algorithm research record
Limit-Reversion Scalper v1.7b
Automated mean-reversion scalper using limit orders and volatility-adaptive risk management.
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
- HIGH PROFIT FACTOR: claimed 3.43. Treat as an in-sample or curve-fitted figure until reproduced out of sample.
Recorded market & execution profile
- Recorded timeframes
- H1
- Recorded sessions
- Not specified
- Recorded regime
- trending|ranging|volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Bollinger Bands | {"period": 25, "std_dev": 1.5} | close |
| RSI | {"overbought": 69.5, "oversold": 29.8, "period": 10} | close |
| EMA | {"fast": 55, "slow": 197} | close |
Extracted strategy rules
Recorded long-entry rules
- price is above Bollinger Bands upper band
- RSI is overbought
- place limit buy order at half-candle retracement
Recorded short-entry rules
- price is below Bollinger Bands lower band
- RSI is oversold
- place limit sell order at half-candle retracement
Recorded exit rules
- stop loss at 2×ATR
- take profit at 3×ATR
- move to risk-free at +2R profit
Recorded filters
- spread filter 20 pips
- use trend filter
- Stop loss
- 2×ATR
- Take profit
- 3×ATR
- Position sizing
- RiskBased 1%
Questions about this record
What entry rules are recorded for Limit-Reversion Scalper v1.7b?
Long: price is above Bollinger Bands upper band RSI is overbought place limit buy order at half-candle retracement Short: price is below Bollinger Bands lower band RSI is oversold place limit sell order at half-candle retracement These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: XAUUSD, EURUSD, USDCHF, AUDUSD. Timeframes: H1. These are source-recorded labels, not verified execution behavior.