Extracted algorithm research record
BOLLINGER-CONTRACTION-FOREX5M
Enters long when price is above SMA200 and Bollinger Bands are contracting upwards, and exits based on SAR and time.
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
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
- Germany session 03:00-21:00 GMT
- Recorded regime
- trending|ranging|volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| SMA | {"period": 200} | close |
| STD | {"period": 200} | close |
| SMA | {"period": 2400} | close |
| STD | {"period": 2400} | close |
| BBANDS | {"period": 200} | close |
| BBANDS | {"period": 2400} | close |
| SAR | {"acceleration": 0.001} | close |
Extracted strategy rules
Recorded long-entry rules
- Price is near and above the SMA200 hourly
- Contraction of Bollinger Bands of period 200 is upwards
- Close is below BBlower2400
Recorded short-entry rules
- Contraction of Bollinger Bands of period 200 is downwards
- Close is above BBupper2400
Recorded exit rules
- Close crosses under MySAR
- Close is below support
- Close-TRADEPRICE > 0.5*stoplosslong*pipsize and MySAR < close
- Time > 22:45 and DayOfWeek = 5
- Close crosses over MySAR
- Close-TRADEPRICE > 0.5*stoplossshort*pipsize and MySAR > close
- Time > 22:45 and DayOfWeek = 5
Recorded filters
- news filter
- max spread 0.9 pips
- Stop loss
- Stop loss is placed at (entrylong-lowest1)/pipsize + 3*spread
- Take profit
- Not specified
- Position sizing
- n = 1 + (strategyprofit / (34*pipvalue))
Questions about this record
What entry rules are recorded for BOLLINGER-CONTRACTION-FOREX5M?
Long: Price is near and above the SMA200 hourly Contraction of Bollinger Bands of period 200 is upwards Close is below BBlower2400 Short: Contraction of Bollinger Bands of period 200 is downwards Close is above BBupper2400 These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: EURUSD. Timeframes: M5. These are source-recorded labels, not verified execution behavior.