Extracted algorithm research record
Bollinger Trailing Stop CAC 40 Spread Strategy 3 min
Trend tracking based on Bollinger-type bands with a dynamic trailing stop.
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 (Spread)
- Recorded timeframes
- 3 MINUTE
- Recorded sessions
- Monday 15:00-15:30 GMT, Tuesday 09:35-09:50 GMT, Thursday 10:50-12:00 GMT
- Recorded regime
- trending|volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Bollinger Bands | {"ArrowPeriod": 2, "SignalPeriod": 28} | close |
Extracted strategy rules
Recorded long-entry rules
- close crosses over bbup
Recorded short-entry rules
- close crosses under bbdn
Recorded exit rules
- trend=1 and close crosses under ts
- trend=-1 and close crosses over ts
Recorded filters
- journee
- stopv
- Stop loss
- 70 points/units
- Take profit
- 9 points/units
- Position sizing
- 1 contract
Questions about this record
What entry rules are recorded for Bollinger Trailing Stop CAC 40 Spread Strategy 3 min?
Long: close crosses over bbup Short: close crosses under bbdn These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: CAC 40 (Spread). Timeframes: 3 MINUTE. These are source-recorded labels, not verified execution behavior.