Extracted algorithm research record
Multi-Strategy Trading System
A multi-strategy system that ranks and executes trades based on quality score and divergence/reversal criteria.
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
- M1
- Recorded sessions
- London 08:00-16:30 GMT
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| ExponentialAverage | {"period": 20} | close |
| ExponentialAverage | {"period": 50} | close |
| ExponentialAverage | {"period": 12} | close |
| ExponentialAverage | {"period": 26} | close |
| ExponentialAverage | {"period": 9} | macdLine |
| RSI | {"period": 14} | close |
| AverageTrueRange | {"period": 14} | close |
| Average | {"period": 5} | atr |
Extracted strategy rules
Recorded long-entry rules
- TrendConf_Long
- DivRev_Long
- Breakout_Long
- Pullback_Long
- ORB_Long
- MR_Long
- Squeeze_Long
- NewsPB_Long
Recorded short-entry rules
- TrendConf_Short
- DivRev_Short
- Breakout_Short
- Pullback_Short
- ORB_Short
- MR_Short
- Squeeze_Short
- NewsPB_Short
Recorded exit rules
- macdBearX AND (rsi < 50 AND Close < vwap)
- macdBullX AND (rsi > 50 AND Close > vwap)
- Close >= vwap AND macdHist < macdHist[1]
- Close <= vwap AND macdHist > macdHist[1]
- Time > OREnd AND (Close < ORH AND Close < ema20)
- Time > OREnd AND (Close > ORL AND Close > ema20)
- macdHist <= 0 OR Close < vwap
- macdHist >= 0 OR Close > vwap
- Close >= vwap
- Close <= vwap
Recorded filters
- news filter
- max spread 2.0 pips
- Stop loss
- atr * riskATRmult
- Take profit
- (targetRmultiple * riskPoints)
- Position sizing
- fixedSize
Questions about this record
What entry rules are recorded for Multi-Strategy Trading System?
Long: TrendConf_Long DivRev_Long Breakout_Long Pullback_Long ORB_Long MR_Long Squeeze_Long NewsPB_Long Short: TrendConf_Short DivRev_Short Breakout_Short Pullback_Short ORB_Short MR_Short Squeeze_Short NewsPB_Short These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: any. Timeframes: M1. These are source-recorded labels, not verified execution behavior.