Extracted algorithm research record
RSI HFT
Combines three trading strategies with advanced risk management and HFT optimization.
Source & extraction context
Evidence label: backtest_shown (source claim, not independent verification). Recorded completeness: 85.0/100. 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
Build warnings
- MT4_ONLY: the captured source is MQL4 / written for MetaTrader 4. It needs porting (order functions, indicator handles) before it runs on MT5.
Recorded market & execution profile
- Recorded timeframes
- H1
- Recorded sessions
- any
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Moving Average | {"period_first_ma": 2, "period_second_ma": 20} | close |
| Distance Breakout | {"distance_in_points": 1000} | close |
| EMA Momentum | {"bars_for_momentum_calculation": 3, "fast_ema_period": 5, "slow_ema_period": 15} | close |
Extracted strategy rules
Recorded long-entry rules
- Fast MA crosses above Slow MA
- Price breaks above the trigger distance
- Consecutive tick confirmation before entry
Recorded short-entry rules
- Fast MA crosses below Slow MA
- Price breaks below the trigger distance
Recorded exit rules
- Breakeven function moves SL to entry + offset when profit target reached
- Progressive trailing stop follows price movement
Recorded filters
- RSI filter prevents entries in overbought/oversold conditions
- Spread filter - blocks trades when spread exceeds maximum
- Minimum time between trades - prevents overtrading
- Tick momentum confirmation for precise entries
- Stop loss
- 3000 points
- Take profit
- 3000 points
- Position sizing
- Risk-based lot sizing option (percentage of balance)
Questions about this record
What entry rules are recorded for RSI HFT?
Long: Fast MA crosses above Slow MA Price breaks above the trigger distance Consecutive tick confirmation before entry Short: Fast MA crosses below Slow MA Price breaks below the trigger distance These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: EURUSD, GBPUSD, USDJPY, NZDUSD, AUDUSD. Timeframes: H1. These are source-recorded labels, not verified execution behavior.