Extracted algorithm research record
CAC40-12-18
Intraday strategy for CAC40 using MACD, RSI, and SuperTrend with specific time constraints and conditions.
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
- CAC40
- Recorded timeframes
- M15
- Recorded sessions
- 09:00-17:15 GMT
- Recorded regime
- trending|ranging|volatile|breakout|null
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| MACD | {"fast_period": 12, "signal_period": 9, "slow_period": 26} | close |
| EMA | {"period": 9} | MACDline[12,26,9](close) |
| RSI | {"period": 14} | close |
| SuperTrend | {"length": 10, "multiplier": 3} | close |
Extracted strategy rules
Recorded long-entry rules
- time > 090000 and time < 171500
- iMACDline crosses over iEAMACD
- iRSI < 65
- close > iSuperTrend
Recorded short-entry rules
- time > 090000 and time < 171500
- iMACDline crosses under iEAMACD
- iRSI > 35
- close < iSuperTrend
Recorded exit rules
- Not specified in the extracted record.
Recorded filters
- Not specified in the extracted record.
- Stop loss
- Set stop pLoss 12
- Take profit
- Set target pProfit 18
- Position sizing
- n shares
Questions about this record
What entry rules are recorded for CAC40-12-18?
Long: time > 090000 and time < 171500 iMACDline crosses over iEAMACD iRSI < 65 close > iSuperTrend Short: time > 090000 and time < 171500 iMACDline crosses under iEAMACD iRSI > 35 close < iSuperTrend These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: CAC40. Timeframes: M15. These are source-recorded labels, not verified execution behavior.