Extracted algorithm research record
ScalperPro LX
Dual-engine scalping Expert Advisor for MetaTrader 5, combining mean-reversion and trend-following strategies.
Source & extraction context
Evidence label: forward_results (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
No automated warnings are recorded in this snapshot. This does not establish that the extraction or system is sound.
Recorded market & execution profile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Z-score | {"period": 50} | close |
| ATR | {"long_period": 50, "period": 14} | close |
| VWAP | {"dev_mult": 1.0} | close |
| Bollinger Bands | {"deviation": 2.0, "period": 20} | close |
| RSI | {"overbought": 70, "oversold": 30} | close |
| ADX | {"period": 25} | close |
| EMA | {"period": 200} | close |
| Swing high/low lookback | {"length": 5} | close |
Extracted strategy rules
Recorded long-entry rules
- Z-score of price ≥ 2.0
- Volatility Ratio > 1.0
- VWAP position
- Bollinger Bands position
- RSI overbought/oversold
- ADX < 25
- HTF Trend
- Swing high/low
Recorded short-entry rules
- Z-score of price ≤ -2.0
- Volatility Ratio > 1.0
- VWAP position
- Bollinger Bands position
- RSI overbought/oversold
- ADX < 25
- HTF Trend
- Swing high/low
Recorded exit rules
- TP/SL ratio of 1:1.5 by default
- Exit on price reaching virtual SL/TP
Recorded filters
- News Filter via native MQL5 Calendar API
- Max spread 2.0 pips
- Correlation filter
- Per-symbol consecutive loss cap
- Defensive lot safety check
- FIFO Compliance mode
- Virtual SL/TP (stealth mode)
- Stop loss
- 1.5x the virtual SL distance
- Take profit
- 1:1.5 by default
- Position sizing
- DD-based risk sizing (Single Source of Truth)
Questions about this record
What entry rules are recorded for ScalperPro LX?
Long: Z-score of price ≥ 2.0 Volatility Ratio > 1.0 VWAP position Bollinger Bands position RSI overbought/oversold ADX < 25 HTF Trend Swing high/low Short: Z-score of price ≤ -2.0 Volatility Ratio > 1.0 VWAP position Bollinger Bands position RSI overbought/oversold ADX < 25 HTF Trend Swing high/low These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: AUDCAD, EURNZD, EURAUD, AUDNZD, NZDCAD, EURGBP, GBPAUD, GBPCAD, EURCHF, CHFJPY, GER40, DE40. Timeframes: M5, H1, M15. These are source-recorded labels, not verified execution behavior.