Extracted algorithm research record
NWERSIASF
A strategy using Nadaraya-Watson Envelope, RSI, and ATR Stop Loss Finder indicators
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
No automated warnings are recorded in this snapshot. This does not establish that the extraction or system is sound.
Recorded market & execution profile
- Recorded markets
- USDCAD, AUDUSD, EURCHF
- Recorded timeframes
- 2H
- Recorded sessions
- Not specified
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| NWE | {"NweBandWidth": 8.0, "NweMultiplier": 3.0, "NweWindowSize": 500} | close |
| RSI | {"RsiLength": 5} | close |
| ASF | {"AsfLength": 14, "AsfMultiplier": 0.75} | close |
Extracted strategy rules
Recorded long-entry rules
- l2 < dn2 && c1 > o1 && Ask(s) < dn1 + 0.5 * (up1 - dn1) && rsi < 30
Recorded short-entry rules
- h2 > up2 && c1 < o1 && Bid(s) > up1 - 0.5 * (up1 - dn1) && rsi > 70
Recorded exit rules
- Trailing Stop
Recorded filters
- News filter
- Spread Limit 4000
- Margin Limit 4000
- Minimum New Position Interval 4
- Max Spread 2.0 pips
- Stop loss
- asfDn
- Take profit
- in + TPCoef * MathAbs(in - sl)
- Position sizing
- Risk * 0.01
Questions about this record
What entry rules are recorded for NWERSIASF?
Long: l2 < dn2 && c1 > o1 && Ask(s) < dn1 + 0.5 * (up1 - dn1) && rsi < 30 Short: h2 > up2 && c1 < o1 && Bid(s) > up1 - 0.5 * (up1 - dn1) && rsi > 70 These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: USDCAD, AUDUSD, EURCHF. Timeframes: 2H. These are source-recorded labels, not verified execution behavior.