Extracted algorithm research record
AdaptiveRegimeLong
Adaptive bot with long-only strategy using Donchian breakout in trending markets and no strategy in ranging markets
Source & extraction context
Evidence label: backtest_shown (source claim, not independent verification). Recorded completeness: 50.0/100. 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
- multiple
- Recorded timeframes
- 1d
- Recorded sessions
- any
- Recorded regime
- trending|ranging|volatile|breakout|any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Donchian | {"lookback": 1} | close |
| EMA | {"period": 200} | close |
Extracted strategy rules
Recorded long-entry rules
- close > highest high of last 20 days and close > 200-day EMA
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- close < lowest low of last 20 days or ATR-based trailing stop
Recorded filters
- Kaufman's Efficiency Ratio (ER) filter
- Stop loss
- trailing stop
- Take profit
- null
- Position sizing
- $240 per trade, 4 concurrent max
Questions about this record
What entry rules are recorded for AdaptiveRegimeLong?
Long: close > highest high of last 20 days and close > 200-day EMA Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: multiple. Timeframes: 1d. These are source-recorded labels, not verified execution behavior.