Extracted algorithm research record
Survival Analysis for Trade Exits
Uses survival analysis to dynamically decide when to exit trades based on real-time market conditions.
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
No automated warnings are recorded in this snapshot. This does not establish that the extraction or system is sound.
Recorded market & execution profile
- Recorded timeframes
- M30
- Recorded sessions
- Not specified
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| ATR | {"period": 14} | close |
| EMA | {"period": 50} | close |
Extracted strategy rules
Recorded long-entry rules
- Not specified in the extracted record.
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- Roll forward hazards from the current bar to the time stop, accumulating cumulative incidence for each cause and the residual probability of still being open at the end.
- Close early when the expected value of holding is less than the expected value of closing minus a margin.
- Close when the stop-loss hazard runs well above the take-profit hazard on a position in profit.
Recorded filters
- SYMBOL_TRADE_TICK_VALUE can be wrong for JPY-quoted pairs
- Stop loss
- Fixed at 1 R
- Take profit
- Fixed at R_TP
- Position sizing
- Sized based on risk percentage and hypothetical trade profit
Questions about this record
What entry rules are recorded for Survival Analysis for Trade Exits?
Long: Not specified. Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: EURUSD, GBPUSD, USDJPY, XAUUSD. Timeframes: M30. These are source-recorded labels, not verified execution behavior.