Extracted algorithm research record
Mean Reversion Scalper
A precision-engineered cBot for EUR/USD that uses Bollinger Bands and RSI to identify high-probability price reversals.
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 markets
- EURUSD
- Recorded timeframes
- M5
- Recorded sessions
- 09:00 – 17:00 UTC (London/NY Overlap)
- Recorded regime
- trending|ranging|volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Bollinger Bands | {"deviations": 2.0, "period": 20} | close |
| RSI | {"period": 14} | close |
| ATR | {"period": null} | Not specified |
Extracted strategy rules
Recorded long-entry rules
- Price close outside Bollinger Bands (20, 2.0)
- RSI (14) confirms overbought or oversold state
- Price returns and closes back inside the band within a 4-bar window
Recorded short-entry rules
- Price close outside Bollinger Bands (20, 2.0)
- RSI (14) confirms overbought or oversold state
- Price returns and closes back inside the band within a 4-bar window
Recorded exit rules
- BB Middle Band
- 12-pip Fallback
- 15-Bar Timeout
Recorded filters
- maximum spread 1.5 pips
- daily loss protection cap
- global drawdown 'kill switch'
- Stop loss
- 2.5x ATR
- Take profit
- Not specified
- Position sizing
- 5% Equity (Default)
Questions about this record
What entry rules are recorded for Mean Reversion Scalper?
Long: Price close outside Bollinger Bands (20, 2.0) RSI (14) confirms overbought or oversold state Price returns and closes back inside the band within a 4-bar window Short: Price close outside Bollinger Bands (20, 2.0) RSI (14) confirms overbought or oversold state Price returns and closes back inside the band within a 4-bar window These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: EURUSD. Timeframes: M5. These are source-recorded labels, not verified execution behavior.