{
  "id": 853,
  "rank": 903,
  "name": "NWERSIASF",
  "aka": [],
  "family": "B",
  "subtype": "B7",
  "one_liner": "A strategy using Nadaraya-Watson Envelope, RSI, and ATR Stop Loss Finder indicators",
  "market_regime": "any",
  "timeframes": [
    "2H"
  ],
  "symbols": [
    "USDCAD, AUDUSD, EURCHF"
  ],
  "sessions": [],
  "indicators": [
    {
      "name": "NWE",
      "params": {
        "NweBandWidth": 8.0,
        "NweMultiplier": 3.0,
        "NweWindowSize": 500
      },
      "applied_to": "close"
    },
    {
      "name": "RSI",
      "params": {
        "RsiLength": 5
      },
      "applied_to": "close"
    },
    {
      "name": "ASF",
      "params": {
        "AsfLength": 14,
        "AsfMultiplier": 0.75
      },
      "applied_to": "close"
    }
  ],
  "entry_long": [
    "l2 < dn2 && c1 > o1 && Ask(s) < dn1 + 0.5 * (up1 - dn1) && rsi < 30"
  ],
  "entry_short": [
    "h2 > up2 && c1 < o1 && Bid(s) > up1 - 0.5 * (up1 - dn1) && rsi > 70"
  ],
  "exit_rules": [
    "Trailing Stop"
  ],
  "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_size": "Risk * 0.01",
  "evidence_type": "source_code",
  "completeness": 80.0,
  "signal_warnings": null,
  "claim_warnings": null,
  "opacity_warnings": null,
  "build_warnings": null,
  "canonical": "https://prismaticalgos.com/compendium/algo/853-nwersiasf",
  "snapshot": "2026-10-31 15:46 UTC",
  "source_url": "https://raw.githubusercontent.com/geraked/metatrader5/HEAD/Experts/NWERSIASF.mq5",
  "limitations": "These are machine-extracted research records, not verified trading systems. Catalog rank measures specification detail and claimed evidence, not profitability. The catalog extraction pipeline did not independently backtest these records. Its separate selected testing ledger does not validate the wider corpus. Rules, labels and parameters can be incomplete or wrong; consult the original source and its reuse terms."
}
