Extracted algorithm research record
AdaptiveLiquidityLifecycleTrader
Adaptive risk management for liquidity trading with dynamic stop placement and position sizing.
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
Opacity warnings
- UNDEFINED ENTRY TERM: the entry conditions are prose naming a concept with no numeric definition, so two readers would implement them differently. Advisory only -- this does not affect the score.
Recorded market & execution profile
- Recorded markets
- any
- Recorded timeframes
- H1
- Recorded sessions
- any
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| ATR | {"period": 14} | close |
Extracted strategy rules
Recorded long-entry rules
- not explicitly stated
Recorded short-entry rules
- not explicitly stated
Recorded exit rules
- not explicitly stated
Recorded filters
- use of ATR normalization to filter weak zones
- max spread filter
- Stop loss
- stop loss is placed beyond expected liquidity interaction zones with a buffer
- Take profit
- take profit is set as stop loss * 2.0
- Position sizing
- position size is calculated from account risk and actual stop distance
Questions about this record
What entry rules are recorded for AdaptiveLiquidityLifecycleTrader?
Long: not explicitly stated Short: not explicitly stated These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: any. Timeframes: H1. These are source-recorded labels, not verified execution behavior.