Extracted algorithm research record
SuperBandPass Filter
Enters long when the filter crosses above its -RMS line and short when it crosses below its RMS line.
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
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
- DAX
- Recorded timeframes
- H4
- Recorded sessions
- 22:00-00:00 GMT
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| PB | {} | close |
| RMSplus | {"period": 50} | PB |
| RMSminus | {"period": 50} | PB |
Extracted strategy rules
Recorded long-entry rules
- PB CROSSES OVER RMSminus
- PB >= -55
- sqrt(summation[50](PB*PB)/50) < 23
Recorded short-entry rules
- PB CROSSES UNDER RMSplus
- PB <= 56
- sqrt(summation[50](PB*PB)/50) > 23
Recorded exit rules
- Long: PB CROSSES OVER RMSplus OR PB CROSSES OVER RMSminus
- Short: PB CROSSES UNDER RMSminus OR PB CROSSES OVER RMSplus
Recorded filters
- volatility between 25 and 110
- Stop loss
- 1.25%
- Take profit
- 2.8 Target
- Position sizing
- 1 CONTRACT
Questions about this record
What entry rules are recorded for SuperBandPass Filter?
Long: PB CROSSES OVER RMSminus PB >= -55 sqrt(summation[50](PB*PB)/50) < 23 Short: PB CROSSES UNDER RMSplus PB <= 56 sqrt(summation[50](PB*PB)/50) > 23 These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: DAX. Timeframes: H4. These are source-recorded labels, not verified execution behavior.