Extracted algorithm research record
UltimateAlphaV16
A Freqtrade strategy using LightGBM with 77 engineered features for crypto trading.
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
Signal warnings
- TIME-ONLY ENTRY: the entry conditions reference only clock time or session, with no market condition. This opens positions on a schedule.
Opacity warnings
- UNDEFINED ENTRY TERM: the entry conditions are prose naming a concept with no numeric definition, so two readers would implement them differently. Advisory only -- this does not affect the score.
Recorded market & execution profile
- Recorded markets
- BTC/USDT, ETH/USDT
- Recorded timeframes
- 4h
- Recorded sessions
- Not specified
- Recorded regime
- null
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| RSI | {} | close |
| MACD | {} | close |
| ATR | {} | close |
| Bollinger Bands | {} | close |
Extracted strategy rules
Recorded long-entry rules
- model prob > 0.58
- risk-on regime: model prob > 0.53
- risk-off regime: model prob > 0.66
Recorded short-entry rules
- model prob < 0.42
- risk-on regime: model prob < 0.47
- risk-off regime: model prob < 0.34
Recorded exit rules
- 0: 6% ROI
- 240: 4% ROI
- 1440: 3% ROI
- 4320: 1.5% ROI
- 10080: 0% ROI
Recorded filters
- Not specified in the extracted record.
- Stop loss
- ATR-scaled, never tightens with profit
- Take profit
- tiered by candle age
- Position sizing
- Kelly fraction = 0.35
Questions about this record
What entry rules are recorded for UltimateAlphaV16?
Long: model prob > 0.58 risk-on regime: model prob > 0.53 risk-off regime: model prob > 0.66 Short: model prob < 0.42 risk-on regime: model prob < 0.47 risk-off regime: model prob < 0.34 These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: BTC/USDT, ETH/USDT. Timeframes: 4h. These are source-recorded labels, not verified execution behavior.