Extracted algorithm research record
ToD Cap Rotation
Dynamic multi-pair EA that rotates capital across sessions based on volatility and breakout logic.
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
No automated warnings are recorded in this snapshot. This does not establish that the extraction or system is sound.
Recorded market & execution profile
- Recorded timeframes
- M15
- Recorded sessions
- Asian: 00:00-08:00 GMT, London: 08:00-16:00 GMT, New York: 13:00-22:00 GMT
- Recorded regime
- volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| ATR | {"period": 14} | close |
Extracted strategy rules
Recorded long-entry rules
- Price clears the upper volatility stop (session high + ATRMultiplier * ATR)
Recorded short-entry rules
- Price clears the lower volatility stop (session low - ATRMultiplier * ATR)
Recorded exit rules
- Close on session end or when stop loss is hit
Recorded filters
- RequireSessionFormation: true
- SessionFormationMinutes: 60
- UseVolatilityStop: true
- Stop loss
- ATR * StopLossATRMultiplier
- Take profit
- Risk:Reward ratio of 2.0
- Position sizing
- DailyCapitalPercent of 30% split equally or manually across sessions
Questions about this record
What entry rules are recorded for ToD Cap Rotation?
Long: Price clears the upper volatility stop (session high + ATRMultiplier * ATR) Short: Price clears the lower volatility stop (session low - ATRMultiplier * ATR) These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: XAUUSD, GBPUSD, USDJPY, USDZAR. Timeframes: M15. These are source-recorded labels, not verified execution behavior.