Extracted algorithm research record
Flying Fish Retracement Strategy
Takes positions on trend rebounds at 32.2% and 61.8% Fibonacci levels with Williams% R and Vwap Weekly confirmation.
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
- CAC 40
- Recorded timeframes
- 30Min
- Recorded sessions
- Plages horraires de trading: 08:00-22:30 GMT
- Recorded regime
- trending|ranging|volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Williams% R | {} | close |
| VWAP | {"period": "weekly"} | close |
| EMA | {"period": 3} | volat |
| Std | {"period": 2} | volat |
| Highest | {"period": 54} | high |
| Lowest | {"period": 54} | low |
Extracted strategy rules
Recorded long-entry rules
- hh > VWApWeekly
- VWAPWEEKLY > VWAPWEEKLY[21]
- MMExp < 0.2
- amplitudefibo > 0.8
- amplitudefibo < 1.4
- LOWEST[1](low) < RT382 AND CLOSE[1] > RT382
- hh > VWApWeekly
- VWAPWEEKLY > VWAPWEEKLY[54]
- MMExp < 0.18
- amplitudefibo > 0.8
- LOWEST[1](low) < RT618 AND CLOSE[1] > RT618
- open > close
Recorded short-entry rules
- hh < VWApWeekly[75]
- VWAPWEEKLY < VWAPWEEKLY[22]
- MMExp > 0.27
- williams[9]<williams(close)
- amplitudefibo > 0.8
- amplitudefibo < 1.95
- HIGHEST[1](HIGH) > RT618 AND CLOSE[1] < RT618
- hh < VWApWeekly[64]
- VWAPWEEKLY < VWAPWEEKLY[21]
- MMExp < 0.49
- williams[43]<williams(close) and williams > -23
- amplitudefibo > 0.8
- amplitudefibo < 1.3
- HIGHEST[1](HIGH) > RT382 AND CLOSE[1] < RT382
Recorded exit rules
- CtimeAchat1 AND CaMom1 AND CaMom2 AND CaMom3 AND CaLoc4 AND CaLoc5 AND CaFig6 AND Catest
- CtimeAchat1 AND CaMom1bis AND CaMom2bis AND CaMom3bis AND CaLoc4bis AND CaLoc5bis AND CaFig6bis AND Catest
- CtimeAchat1 AND CvMom1 AND CvMom2 AND CvMom3 AND CvWill AND CvLoc4 AND CvLoc5 AND CvFig6
- CtimeAchat1 AND CvMom1Vbis AND CvMom2Vbis AND CvMom3Vbis AND CvWillVbis AND CvLoc4Vbis AND CvLoc5Vbis AND CvFig6Vbis
Recorded filters
- Plages horraires de trading: 08:00-22:30 GMT
- Stop loss
- Stoploss = (tradeprice*takeprofit/100)*0.5; StoplossV = (tradeprice*takeprofit/100)*0.44; StoplossVbis = (tradeprice*takeprofit/100)*0.44
- Take profit
- takeprofit = 2.02; takeprofitbis = 2.51; takeprofitVbis = 2.57
- Position sizing
- RisqueParContrat = DSL*pipsize; N = RisquePartrade / RisqueParContrat; If N < 1 then N = 1 endif
Questions about this record
What entry rules are recorded for Flying Fish Retracement Strategy?
Long: hh > VWApWeekly VWAPWEEKLY > VWAPWEEKLY[21] MMExp < 0.2 amplitudefibo > 0.8 amplitudefibo < 1.4 LOWEST[1](low) < RT382 AND CLOSE[1] > RT382 hh > VWApWeekly VWAPWEEKLY > VWAPWEEKLY[54] MMExp < 0.18 amplitudefibo > 0.8 LOWEST[1](low) < RT618 AND CLOSE[1] > RT618 open > close Short: hh < VWApWeekly[75] VWAPWEEKLY < VWAPWEEKLY[22] MMExp > 0.27 williams[9]<williams(close) amplitudefibo > 0.8 amplitudefibo < 1.95 HIGHEST[1](HIGH) > RT618 AND CLOSE[1] < RT618 hh < VWApWeekly[64] VWAPWEEKLY < VWAPWEEKLY[21] MMExp < 0.49 williams[43]<williams(close) and williams > -23 amplitudefibo > 0.8 amplitudefibo < 1.3 HIGHEST[1](HIGH) > RT382 AND CLOSE[1] < RT382 These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: CAC 40. Timeframes: 30Min. These are source-recorded labels, not verified execution behavior.