Extracted algorithm research record
Generic RSI2 with modified filter
Buy when 2-period RSI is below 15 and 22-period RSI is above 50 with positive 22-day MA slope.
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
Build warnings
- DAILY_LOW_COUNT: daily-or-slower timeframe on a single instrument. Expect well under 100 trades in five years, so a backtest will rarely reach statistical significance on its own.
Recorded market & execution profile
- Recorded markets
- Not specified
- Recorded timeframes
- D1
- Recorded sessions
- Not specified
- Recorded regime
- ranging|trending
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| RSI | {"period": 2} | close |
| RSI | {"period": 22} | close |
| Average | {"offset": 0, "period": 22} | close |
Extracted strategy rules
Recorded long-entry rules
- ShortRSI < 15
- LongRSI > 50
- Slope > 0
- CountOfLongShares < MaxPos
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- LongOnMarket AND ShortRSI > 60
Recorded filters
- Not specified in the extracted record.
- Stop loss
- null
- Take profit
- null
- Position sizing
- MaxPos = 1
Questions about this record
What entry rules are recorded for Generic RSI2 with modified filter?
Long: ShortRSI < 15 LongRSI > 50 Slope > 0 CountOfLongShares < MaxPos Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: Not specified. Timeframes: D1. These are source-recorded labels, not verified execution behavior.