Extracted algorithm research record
ScalpingVortex
High-frequency scalping system for XAUUSD with advanced risk management and modular strategies.
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
Signal warnings
- VAGUE ENTRY: every entry rule is a placeholder phrase rather than a testable condition (no comparison, threshold or number anywhere). The rules were not actually recovered from the source.
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
- XAUUSD
- Recorded timeframes
- M1, M5
- Recorded sessions
- Asia 08:00-11:00 GMT, London 12:00-16:00 GMT, New York 13:00-17:00 GMT
- Recorded regime
- trending|ranging|volatile|breakout|any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| ATR | {"period": 14} | close |
| EMA | {"period": 5} | close |
| EMA | {"period": 10} | close |
| EMA | {"period": 20} | close |
| RSI | {"period": 7} | close |
| RSI | {"period": 14} | close |
| Stochastic Oscillator | {"d_period": 3, "k_period": 5, "rsi_period": 3} | close |
| Bollinger Bands | {"deviation": 2.0, "period": 20} | close |
Extracted strategy rules
Recorded long-entry rules
- CSVStrategyBase::EntryLongCondition
- CSVStrategyBase::EntryLongCondition
Recorded short-entry rules
- CSVStrategyBase::EntryShortCondition
- CSVStrategyBase::EntryShortCondition
Recorded exit rules
- CSVStrategyBase::ExitCondition
Recorded filters
- NewsFilter_TimesUTC
- MaxSpread_Pips 3.0 pips
- MaxSlippage_Pips 2.0 pips
- Stop loss
- ATR-based, typically 1-2 ATRs
- Take profit
- ATR-based, typically 2-3 ATRs
- Position sizing
- Volatility-Normalized Risk, targeting 0.5% equity risk per trade
Questions about this record
What entry rules are recorded for ScalpingVortex?
Long: CSVStrategyBase::EntryLongCondition CSVStrategyBase::EntryLongCondition Short: CSVStrategyBase::EntryShortCondition CSVStrategyBase::EntryShortCondition These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: XAUUSD. Timeframes: M1, M5. These are source-recorded labels, not verified execution behavior.