Extracted algorithm research record
Fill Channel
Places order SL and TP based on channel lines and step levels
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
- any
- Recorded timeframes
- any
- Recorded sessions
- any
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| DPO | {"period": 10} | close |
| Linear Regression | {"period": 10} | close |
Extracted strategy rules
Recorded long-entry rules
- refClose crosses under reg
- refClose[1+ritardo] - refOpen[1+ritardo] < 0 and refClose[0+ritardo] - refOpen[0+ritardo] > 0
Recorded short-entry rules
- refClose crosses over reg
- refClose[1+ritardo] - refOpen[1+ritardo] > 0 and refClose[0+ritardo] - refOpen[0+ritardo] < 0
Recorded exit rules
- StopLoss = ArancioL * 100000 * size
- Target11 = reg * 100000 * size
- Target21 = BluH * 100000 * size
- StopLoss = ArancioH * 100000 * size
- Target1 = reg * 100000 * size
- Target2 = BluL * 100000 * size
Recorded filters
- Not specified in the extracted record.
- Stop loss
- ArancioL * 100000 * size
- Take profit
- Target11 = reg * 100000 * size, Target21 = BluH * 100000 * size, Target1 = reg * 100000 * size, Target2 = BluL * 100000 * size
- Position sizing
- Size = 0.1
Questions about this record
What entry rules are recorded for Fill Channel?
Long: refClose crosses under reg refClose[1+ritardo] - refOpen[1+ritardo] < 0 and refClose[0+ritardo] - refOpen[0+ritardo] > 0 Short: refClose crosses over reg refClose[1+ritardo] - refOpen[1+ritardo] > 0 and refClose[0+ritardo] - refOpen[0+ritardo] < 0 These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: any. Timeframes: any. These are source-recorded labels, not verified execution behavior.