{
  "id": 150,
  "rank": 676,
  "name": "AdaptiveLiquidityLifecycleTrader",
  "aka": [
    "Adaptive Risk Management for Liquidity Strategies"
  ],
  "family": "E",
  "subtype": "E4",
  "one_liner": "Adaptive risk management for liquidity trading with dynamic stop placement and position sizing.",
  "market_regime": "any",
  "timeframes": [
    "H1"
  ],
  "symbols": [
    "any"
  ],
  "sessions": [
    "any"
  ],
  "indicators": [
    {
      "name": "ATR",
      "params": {
        "period": 14
      },
      "applied_to": "close"
    }
  ],
  "entry_long": [
    "not explicitly stated"
  ],
  "entry_short": [
    "not explicitly stated"
  ],
  "exit_rules": [
    "not explicitly stated"
  ],
  "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_size": "position size is calculated from account risk and actual stop distance",
  "evidence_type": "source_code",
  "completeness": 50.0,
  "signal_warnings": null,
  "claim_warnings": null,
  "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."
  ],
  "build_warnings": null,
  "canonical": "https://prismaticalgos.com/compendium/algo/150-adaptiveliquiditylifecycletrader",
  "snapshot": "2026-10-31 15:46 UTC",
  "source_url": "https://www.mql5.com/en/articles/21759",
  "limitations": "These are machine-extracted research records, not verified trading systems. Catalog rank measures specification detail and claimed evidence, not profitability. The catalog extraction pipeline did not independently backtest these records. Its separate selected testing ledger does not validate the wider corpus. Rules, labels and parameters can be incomplete or wrong; consult the original source and its reuse terms."
}