Extracted algorithm research record
Bollinger–Keltner Squeeze Breakout with Parabolic SAR
A rule-based breakout strategy using Bollinger Bands, Keltner Channel, and Parabolic SAR.
Source & extraction context
Evidence label: backtest_shown (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
Claim warnings
- HIGH PROFIT FACTOR: claimed 5.38. Treat as an in-sample or curve-fitted figure until reproduced out of sample.
- VERY THIN SAMPLE: 14 trades. Performance figures over so few trades are indistinguishable from luck.
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
- 3105
- Recorded timeframes
- D1
- Recorded sessions
- any
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Keltner Channel | {"multiplier": 2.15, "period": 25} | close |
| Bollinger Bands | {"multiplier": 2.44, "period": 19} | close |
| Parabolic SAR | {"acceleration": 0.02, "maximum": 0.2} | close |
Extracted strategy rules
Recorded long-entry rules
- squeeze ended within the last 1–4 bars
- close > SAR
- bullish candle
- close ≥ upper Bollinger Band
Recorded short-entry rules
- squeeze ended within the last 1–4 bars
- close < SAR
- bearish candle
- close ≤ lower Bollinger Band
Recorded exit rules
- next squeeze begins
- close crosses above SAR
Recorded filters
- Not specified in the extracted record.
- Stop loss
- close ≤ lowest low of the 5 bars ending at the signal bar
- Take profit
- close ≥ highest high of the 5 bars ending at the signal bar
- Position sizing
- all-in
Questions about this record
What entry rules are recorded for Bollinger–Keltner Squeeze Breakout with Parabolic SAR?
Long: squeeze ended within the last 1–4 bars close > SAR bullish candle close ≥ upper Bollinger Band Short: squeeze ended within the last 1–4 bars close < SAR bearish candle close ≤ lower Bollinger Band These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: 3105. Timeframes: D1. These are source-recorded labels, not verified execution behavior.