Extracted algorithm research record
US500_Smoo_Bo_Stgy_Daily
Uses Smoothed Bollinger %b indicator with Heiken Ashi closing price for entry and exit based on moving average and trailing stop.
Source & extraction context
Evidence label: source_code (source claim, not independent verification). Recorded completeness: 85.0/100. 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
- Daily
- Recorded sessions
- Not specified
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Smoothed Bollinger %b | {"SveEnterLongThreshold": 30, "SveEnterShortThreshold": 90, "TeAv": 8, "period": 17} | close |
Extracted strategy rules
Recorded long-entry rules
- close > longAvg OR NOT avgEnterEnabled
- percb < SveEnterLongThreshold
Recorded short-entry rules
- close < longAvg OR NOT avgEnterEnabled
- percb > SveEnterShortThreshold
Recorded exit rules
- longOnMarket AND BARINDEX-TRADEINDEX(1)>= barLong THEN SELL AT MARKET
- shortOnMarket AND BARINDEX-TRADEINDEX(1)>= barshort THEN EXITSHORT AT MARKET
Recorded filters
- avgEnterEnabled
- trailingStopType
- avgFilterEnterLong
- avgFilterEnterShort
- SveFilterEnterLong
- SveFilterEnterShort
- Stop loss
- stoploss %
- Take profit
- Takeprofit %
- Position sizing
- 1 CONTRACT
Questions about this record
What entry rules are recorded for US500_Smoo_Bo_Stgy_Daily?
Long: close > longAvg OR NOT avgEnterEnabled percb < SveEnterLongThreshold Short: close < longAvg OR NOT avgEnterEnabled percb > SveEnterShortThreshold These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: US500, US100, PXI, HS, EURUSD, DOW, DAX, BUND. Timeframes: Daily. These are source-recorded labels, not verified execution behavior.