Extracted algorithm research record
RSI2 Snapback
buys short-term RSI(2) pullbacks above the 200 SMA and sells RSI(2) spikes below it, exiting on the bounce.
Source & extraction context
Evidence label: backtest_shown (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
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
- H1
- Recorded sessions
- false
- Recorded regime
- trending|ranging|volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| RSI | {"period": 2} | close |
| SMA | {"period": 200} | close |
| SMA | {"period": 5} | close |
| ATR | {"period": 14} | close |
Extracted strategy rules
Recorded long-entry rules
- last close above 200 SMA
- RSI(2) closes at or below 10.0
Recorded short-entry rules
- RSI(2) closes at or above 90.0
Recorded exit rules
- price closes back above 5 SMA
- after N bars (0 = off)
- hard ATR stop-loss (2.5 x ATR)
Recorded filters
- max spread 50.0 pips
- max slippage 30.0 pips
- daily loss limit 3.0%
- max lot per trade 10.0
- no orders while market is closed or trading on the symbol is disabled
- Stop loss
- 2.5 x ATR
- Take profit
- 0.0 (R multiple, 0 = exit by rule)
- Position sizing
- risk % of equity (1.0%) or fixed lot (0.0)
Questions about this record
What entry rules are recorded for RSI2 Snapback?
Long: last close above 200 SMA RSI(2) closes at or below 10.0 Short: RSI(2) closes at or above 90.0 These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: XAUUSD, EURUSD, GBPUSD. Timeframes: H1. These are source-recorded labels, not verified execution behavior.