Extracted algorithm research record
FYP_Bot_1
Combines Inverse Fair Value Gaps and Change in State of Delivery for directional signals.
Source & extraction context
Evidence label: backtest_shown (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
Claim warnings
- VANISHING DRAWDOWN: claimed max drawdown 0.95%. Real equity curves do not stay this flat; this usually means the drawdown was measured on closed trades only, ignoring open losses.
- THIN SAMPLE: 72 trades - below the ~100 needed before a win rate or profit factor carries much information.
Recorded market & execution profile
- Recorded markets
- NQ1!
- Recorded timeframes
- M1
- Recorded sessions
- 09:32 to 10:00 NY
- Recorded regime
- trending|volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| EMA | {"period": 20} | close |
Extracted strategy rules
Recorded long-entry rules
- Bullish IFVG and CISD signals align
- Close above 20-period EMA
Recorded short-entry rules
- Bearish IFVG and CISD signals align
- Close below 20-period EMA
Recorded exit rules
- Stop loss: Swing low for longs or swing high for shorts using an 8-bar lookback
Recorded filters
- Liquidity: a sweep detected on the one-minute chart and not yet expired
- Stop loss
- Swing low for longs or swing high for shorts using an 8-bar lookback
- Take profit
- 1.5R target
- Position sizing
- Not specified
Questions about this record
What entry rules are recorded for FYP_Bot_1?
Long: Bullish IFVG and CISD signals align Close above 20-period EMA Short: Bearish IFVG and CISD signals align Close below 20-period EMA These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: NQ1!. Timeframes: M1. These are source-recorded labels, not verified execution behavior.