Extracted algorithm research record
Smart NR2-NR20
Detects narrow range breakouts and inside bars, projects breakout levels, and trades with trend filter.
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
- any
- Recorded timeframes
- any
- Recorded sessions
- any
- Recorded regime
- trending|ranging|volatile|breakout
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| NR2 | {} | close |
| NR20 | {} | close |
| ADX | {"high_threshold": 35, "length": 14, "low_threshold": 10} | close |
| EMA | {"period": 200} | close |
Extracted strategy rules
Recorded long-entry rules
- high >= pendHi AND allowLong = 1
Recorded short-entry rules
- low <= pendLo AND allowShort = 1
Recorded exit rules
- TP: high >= pTgt[i]
- SL: close <= pStop[i]
- T: barindex >= pTrig[i] + exitBars
Recorded filters
- Trend filter with a static or adaptive EMA/RMA
- Stop loss
- close <= pStop[i]
- Take profit
- high >= pTgt[i]
- Position sizing
- Not specified
Questions about this record
What entry rules are recorded for Smart NR2-NR20?
Long: high >= pendHi AND allowLong = 1 Short: low <= pendLo AND allowShort = 1 These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: any. Timeframes: any. These are source-recorded labels, not verified execution behavior.