Extracted algorithm research record
Angora Trading System
A mean-reversion cBot that trades band reversals and pullbacks with an optional grid, using Bollinger Bands, RSI, and ADX.
Source & extraction context
Evidence label: backtest_shown (source claim, not independent verification). Recorded completeness: 50.0/100. 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 timeframes
- M15
- Recorded sessions
- Not specified
- Recorded regime
- ranging|trending
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Bollinger Bands | {"ma_type": "Simple", "period": 20, "std_dev": 2.0} | close |
| RSI | {"period": 14} | close |
| ADX | {"period": 14} | close |
| ATR | {"period": 14} | close |
Extracted strategy rules
Recorded long-entry rules
- previous bar touched or closed outside the lower band, and the last bar closed back inside the lower band
- RSI oversold (buy) on one of the last two bars
Recorded short-entry rules
- previous bar touched or closed outside the upper band, and the last bar closed back inside the upper band
- RSI overbought (sell) on one of the last two bars
Recorded exit rules
- target: price reaches the middle band (or the opposite band) and the basket profit is at least Min Basket Profit at Target
- profit protection: break-even lock and a trailing profit floor
- basket max loss (in R)
- soft time exit: close at break-even or better after N bars
- hard time exit: close after N bars
- trend-break exit: closes a losing basket when ADX rises above the threshold and DI turns against the basket
Recorded filters
- minimum Bollinger Band width (avoids squeezes and pre-breakout conditions)
- minimum distance to the target (the move must be large enough to cover costs)
- spread
- session and the account guards
- Stop loss
- sent to the broker with each order, beyond the last possible grid level
- Take profit
- fixed TP (R) or partial TP (R)
- Position sizing
- sizing rule if stated
Questions about this record
What entry rules are recorded for Angora Trading System?
Long: previous bar touched or closed outside the lower band, and the last bar closed back inside the lower band RSI oversold (buy) on one of the last two bars Short: previous bar touched or closed outside the upper band, and the last bar closed back inside the upper band RSI overbought (sell) on one of the last two bars These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: BTCUSD, US30, XAUUSD, EURUSD, GBPUSD, USDJPY. Timeframes: M15. These are source-recorded labels, not verified execution behavior.