Extracted algorithm research record
CSignalUKFCapsNet
Generates trade signals based on Unscented Kalman Filter hidden state and Capsule Network filter.
Source & extraction context
Evidence label: source_code (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
- any
- Recorded timeframes
- M1
- Recorded sessions
- any
- Recorded regime
- volatile|trending
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| CiATR | {"period": 14} | close |
| CiRSI | {"period": 14} | close |
Extracted strategy rules
Recorded long-entry rules
- atr_rising && price > ukf_current && rsi_val > 55.0
- atr_rising && price < ukf_current && rsi_val < 45.0
Recorded short-entry rules
- atr_rising && price < ukf_current && rsi_val < 45.0
- atr_rising && price > ukf_current && rsi_val > 55.0
Recorded exit rules
- Not specified in the extracted record.
Recorded filters
- Not specified in the extracted record.
- Stop loss
- none
- Take profit
- none
- Position sizing
- none
Questions about this record
What entry rules are recorded for CSignalUKFCapsNet?
Long: atr_rising && price > ukf_current && rsi_val > 55.0 atr_rising && price < ukf_current && rsi_val < 45.0 Short: atr_rising && price < ukf_current && rsi_val < 45.0 atr_rising && price > ukf_current && rsi_val > 55.0 These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: any. Timeframes: M1. These are source-recorded labels, not verified execution behavior.