Extracted algorithm research record
Erdos–Renyi Theory
Adaptive trading strategy using random graph theory to forecast market direction and manage trades.
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
- any
- Recorded regime
- volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| EMA | {"period": 21} | close |
| EMA | {"period": 89} | close |
| ATR | {"period": 14} | Not specified |
| RSI | {"period": 14} | Not specified |
Extracted strategy rules
Recorded long-entry rules
- k-step random walk expectation >= 0.15
- 1 - normalized entropy of the k-step row >= 0.03
- current node bias must align with forecast
Recorded short-entry rules
- k-step random walk expectation <= -0.15
- 1 - normalized entropy of the k-step row >= 0.03
- current node bias must oppose the forecast
Recorded exit rules
- probability of advancing to next milestone < 0.35
Recorded filters
- max spread 60 points
- trading hours 07:00-20:00 GMT
- randomness test z-score >= 0.00
- Stop loss
- ATR * 2.0
- Take profit
- 3.0 R multiples
- Position sizing
- risk per trade (% of balance) = 1.0
Questions about this record
What entry rules are recorded for Erdos–Renyi Theory?
Long: k-step random walk expectation >= 0.15 1 - normalized entropy of the k-step row >= 0.03 current node bias must align with forecast Short: k-step random walk expectation <= -0.15 1 - normalized entropy of the k-step row >= 0.03 current node bias must oppose the forecast These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: any. Timeframes: M1. These are source-recorded labels, not verified execution behavior.