Extracted algorithm research record
CCI Bollinger TRIX
Enters long when CCI is oversold, Bollinger Band Width is high, and TRIX is above its average; enters short when CCI is overbought, Bollinger Band Width is high, and TRIX is below its average.
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
- H1
- Recorded sessions
- any
- Recorded regime
- trending|ranging|volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| CCI | {"period": 8} | close |
| BollingerBandWidth | {"period": 20} | close |
| TRIX | {"period": 12} | close |
Extracted strategy rules
Recorded long-entry rules
- CCI CROSSES OVER -150
- BollingerBandWidth > 0.003
- TRIX > Average[9](TRIX[12])
Recorded short-entry rules
- CCI CROSSES UNDER 140
- BollingerBandWidth > 0.003
- TRIX < Average[9](TRIX[12])
Recorded exit rules
- Trailing stop with start at 50 pips and step of 5 pips
Recorded filters
- CCI CROSSES OVER -150
- CCI CROSSES UNDER 140
- BollingerBandWidth > 0.003
- TRIX > Average[9](TRIX[12])
- TRIX < Average[9](TRIX[12])
- Stop loss
- 55 pips
- Take profit
- Trailing stop
- Position sizing
- 1 contract
Questions about this record
What entry rules are recorded for CCI Bollinger TRIX?
Long: CCI CROSSES OVER -150 BollingerBandWidth > 0.003 TRIX > Average[9](TRIX[12]) Short: CCI CROSSES UNDER 140 BollingerBandWidth > 0.003 TRIX < Average[9](TRIX[12]) These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: EURUSD. Timeframes: H1. These are source-recorded labels, not verified execution behavior.