Extracted algorithm research record
Heikin Ashi with VWAP
Enters short when the Heikin Ashi close is below VWAP and meets other criteria.
Source & extraction context
Evidence label: source_code (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
No automated warnings are recorded in this snapshot. This does not establish that the extraction or system is sound.
Recorded market & execution profile
- Recorded markets
- any
- Recorded timeframes
- M15
- Recorded sessions
- any
- Recorded regime
- trending
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| VWAP - SMF | {} | close |
Extracted strategy rules
Recorded long-entry rules
- Not specified in the extracted record.
Recorded short-entry rules
- xClose < myVwap
- xClose < xClose[1]
- xClose[1] > xClose[2]
- xClose[2] > xClose[3]
- xOpen = xHigh
Recorded exit rules
- SL = xHigh[1]
- TP = SL * 2
Recorded filters
- Not OnMarket
- Stop loss
- xHigh[1]
- Take profit
- 2 x Stop
- Position sizing
- 1 CONTRACT
Questions about this record
What entry rules are recorded for Heikin Ashi with VWAP?
Long: Not specified. Short: xClose < myVwap xClose < xClose[1] xClose[1] > xClose[2] xClose[2] > xClose[3] xOpen = xHigh These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: any. Timeframes: M15. These are source-recorded labels, not verified execution behavior.