Extracted algorithm research record
Asian Range Sweep Indicator
Detects Asian session range sweeps and provides a win rate scorecard.
Source & extraction context
Evidence label: backtest_shown (source claim, not independent verification). Recorded completeness: 50.0/100. Neither is a performance result.
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Extraction warnings
Claim warnings
- THIN SAMPLE: 53 trades - below the ~100 needed before a win rate or profit factor carries much information.
Recorded market & execution profile
- Recorded timeframes
- M15
- Recorded sessions
- Asian session 01:00-09:00 GMT (server time)
- Recorded regime
- trending|ranging|volatile|breakout|any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Asian Range | {} | high and low |
| ATR | {"period": 14} | close |
Extracted strategy rules
Recorded long-entry rules
- Asian session range is defined between InpAsiaStartHour and InpAsiaEndHour
- A closed bar has a wick past one side of the range by at least 0.1 ATR and closes back inside
- Within the next 4 bars, a bar must close beyond the opposite end of the sweep bar
Recorded short-entry rules
- Same conditions as for entry_long, but for the opposite direction
Recorded exit rules
- Stop loss is 0.2 ATR beyond the sweep wick
- Take profit is 2R
- Positions are closed at 22:00 server time or at the open of the next bar if still open
Recorded filters
- Only signals with a stop loss between 0.50 and 4.00 ATR are considered
- Only signals that agree with the trend EMA on the H1 timeframe are considered
- Stop loss
- 0.2 ATR beyond the sweep wick
- Take profit
- 2R
- Position sizing
- Not specified
Questions about this record
What entry rules are recorded for Asian Range Sweep Indicator?
Long: Asian session range is defined between InpAsiaStartHour and InpAsiaEndHour A closed bar has a wick past one side of the range by at least 0.1 ATR and closes back inside Within the next 4 bars, a bar must close beyond the opposite end of the sweep bar Short: Same conditions as for entry_long, but for the opposite direction These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: EURUSD, GBPUSD, USDJPY, XAUUSD. Timeframes: M15. These are source-recorded labels, not verified execution behavior.