Extracted algorithm research record
Meta-labeled RSI
RSI trades filtered and sized by a secondary classifier based on 27 contextual features
Source & extraction context
Evidence label: forward_results (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
- H1
- Recorded sessions
- Sydney session 21:00-06:00 GMT, Tokyo session 00:00-09:00 GMT, London session 07:00-16:00 GMT, NY session 13:00-22:00 GMT, Session overlap
- Recorded regime
- trending|ranging
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| RSI | {"period": 14} | close |
| ADX | {"period": 14} | close |
| ATR | {"period": 14} | high, low, close |
Extracted strategy rules
Recorded long-entry rules
- RSI crosses oversold threshold
Recorded short-entry rules
- RSI crosses overbought threshold
Recorded exit rules
- Triple-barrier labeling with profit-take and stop-loss multiples of 1.5 * ATR(14)
Recorded filters
- Random Forest classifier with 27 contextual features, confidence threshold of 0.55
- Stop loss
- 1.5 * ATR(14) from entry
- Take profit
- 1.5 * ATR(14) from entry
- Position sizing
- Scaled linearly from 0 at 0.5 to 1.0 at 1.0, with outputs clustering between 0.55 and 0.70
Questions about this record
What entry rules are recorded for Meta-labeled RSI?
Long: RSI crosses oversold threshold Short: RSI crosses overbought threshold These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: EURUSD. Timeframes: H1. These are source-recorded labels, not verified execution behavior.