Extracted algorithm research record
2RSI weekly strategy
A strategy based on 2RSI for weekly trading on major indexes.
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 timeframes
- Weekly
- Recorded sessions
- Not specified
- Recorded regime
- null
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| EMA | {"period": 50} | close |
| RSI | {"period": 2} | close |
Extracted strategy rules
Recorded long-entry rules
- close > EMA(50)
- RSI(2) <= 10
Recorded short-entry rules
- close < EMA(50)
- RSI(2) >= 90
Recorded exit rules
- posA > 0 and RSI(2) > 70
- posV < 0 and RSI(2) < 30
Recorded filters
- Not specified in the extracted record.
- Stop loss
- null
- Take profit
- null
- Position sizing
- L1=1, L2=1 for long; S1=1, S2=1 for short
Questions about this record
What entry rules are recorded for 2RSI weekly strategy?
Long: close > EMA(50) RSI(2) <= 10 Short: close < EMA(50) RSI(2) >= 90 These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: China A50, EU Stoxx, Fra40, FTSE100, Ger40, Ita40, Japan, US500, US Tech, WS. Timeframes: Weekly. These are source-recorded labels, not verified execution behavior.