Extracted algorithm research record
CCI Divergence Volume Breakout
Identifies divergences in CCI and searches for a high volume candle to trigger trades.
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
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| CCI | {"period": 20} | typical price |
| atrRaw | {"period": 14} | close |
| volAvg | {"period": 20} | volume |
Extracted strategy rules
Recorded long-entry rules
- CCI divergence confirmed
- First pivot beyond ±150
- Second pivot less extreme than first
- CCI travels into opposite extreme between pivots
- Price high or low within 7 bars of CCI pivot
- Price high or low moves in right direction
- Distance between price and CCI pivots within 35%
- No deeper extreme between points
- Highest volume candle between CCI pivots or within 9 bars of second pivot
- Volume of qualifying candle at least 1.5 times 20-bar average
Recorded short-entry rules
- CCI divergence confirmed
- First pivot beyond ±150
- Second pivot less extreme than first
- CCI travels into opposite extreme between pivots
- Price low or high within 7 bars of CCI pivot
- Price low or high moves in right direction
- Distance between price and CCI pivots within 35%
- No deeper extreme between points
- Highest volume candle between CCI pivots or within 9 bars of second pivot
- Volume of qualifying candle at least 1.5 times 20-bar average
Recorded exit rules
- Close beyond level
- Level expires after 40 bars
Recorded filters
- no filters mentioned
- Stop loss
- behind opposite edge of exact volume candle, plus 0.5 ATR
- Take profit
- not specified
- Position sizing
- not specified
Questions about this record
What entry rules are recorded for CCI Divergence Volume Breakout?
Long: CCI divergence confirmed First pivot beyond ±150 Second pivot less extreme than first CCI travels into opposite extreme between pivots Price high or low within 7 bars of CCI pivot Price high or low moves in right direction Distance between price and CCI pivots within 35% No deeper extreme between points Highest volume candle between CCI pivots or within 9 bars of second pivot Volume of qualifying candle at least 1.5 times 20-bar average Short: CCI divergence confirmed First pivot beyond ±150 Second pivot less extreme than first CCI travels into opposite extreme between pivots Price low or high within 7 bars of CCI pivot Price low or high moves in right direction Distance between price and CCI pivots within 35% No deeper extreme between points Highest volume candle between CCI pivots or within 9 bars of second pivot Volume of qualifying candle at least 1.5 times 20-bar average These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: any. Timeframes: any. These are source-recorded labels, not verified execution behavior.