Extracted algorithm research record
A based on 2RSI weekly strategy working on indexes
Buys when RSI is below 10 and price is below EMA(50) and sells when RSI is above 90 and price is above EMA(50)
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
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
- index
- Recorded timeframes
- W1
- Recorded sessions
- Not specified
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| EMA | {"period": 50} | close |
| RSI | {"period": 2} | close |
Extracted strategy rules
Recorded long-entry rules
- close > EMA(50)
- RSI(2) <= 10
- close < EMA(50)
Recorded short-entry rules
- close < EMA(50)
- RSI(2) >= 90
- close > EMA(50)
Recorded exit rules
- posA > 0 and RSI(2) > 70
- posV < 0 and RSI(2) < 30
Recorded filters
- Not specified in the extracted record.
- Stop loss
- null
- Take profit
- null
- Position sizing
- null
Questions about this record
What entry rules are recorded for A based on 2RSI weekly strategy working on indexes?
Long: close > EMA(50) RSI(2) <= 10 close < EMA(50) Short: close < EMA(50) RSI(2) >= 90 close > EMA(50) These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: index. Timeframes: W1. These are source-recorded labels, not verified execution behavior.