Extracted algorithm research record
Dyna Mean&Mom
Combines mean reversion and momentum strategies for multi-pair trading.
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
- XAUUSD,GBPUSD,USDCAD,USDJPY
- Recorded timeframes
- H1
- Recorded sessions
- Not specified
- Recorded regime
- ranging|mean-reverting|trending
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| EMA | {"period": 20} | close |
| Z-score | {} | close |
| ATR | {"period": 14} | close |
Extracted strategy rules
Recorded long-entry rules
- momentum > momThreshold && meanReversionLong
- momentumLong && meanReversionLong
Recorded short-entry rules
- momentum < -momThreshold && meanReversionShort
- momentumShort && meanReversionShort
Recorded exit rules
- existing position in the same direction
Recorded filters
- Not specified in the extracted record.
- Stop loss
- atrValue * 1.5
- Take profit
- 150 points
- Position sizing
- riskAmount / lossPerLot
Questions about this record
What entry rules are recorded for Dyna Mean&Mom?
Long: momentum > momThreshold && meanReversionLong momentumLong && meanReversionLong Short: momentum < -momThreshold && meanReversionShort momentumShort && meanReversionShort These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: XAUUSD,GBPUSD,USDCAD,USDJPY. Timeframes: H1. These are source-recorded labels, not verified execution behavior.