Extracted algorithm research record
AbsStrength (3M) - Concept 8
Multi-timeframe strategy using Absolute Strength indicator on 3M and 15M timeframes
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
Opacity warnings
- UNDEFINED ENTRY TERM: the entry conditions are prose naming a concept with no numeric definition, so two readers would implement them differently. Advisory only -- this does not affect the score.
Recorded market & execution profile
- Recorded markets
- Germany 30 Cash index
- Recorded timeframes
- 3M, 15M
- Recorded sessions
- Not specified
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Absolute Strength | {"LengthMTF": 9, "ModeMAMTF": 2, "ModeMTF": 1, "SmoothMTF": 1} | close |
Extracted strategy rules
Recorded long-entry rules
- SmthBulls>SmthBears and SmthBulls[1]<SmthBears[1] and SmthBullsMTF>SmthBearsMTF and SmthBullsMTF>SmthBullsMTF[1] and SmthBearsMTF<SmthBearsMTF[1]
Recorded short-entry rules
- SmthBulls<SmthBears and SmthBulls[1]>SmthBears[1] and SmthBullsMTF<SmthBearsMTF and SmthBullsMTF<SmthBullsMTF[1] and SmthBearsMTF>SmthBearsMTF[1]
Recorded exit rules
- Not specified in the extracted record.
Recorded filters
- Not specified in the extracted record.
- Stop loss
- SLL
- Take profit
- PTL
- Position sizing
- Positionsize
Questions about this record
What entry rules are recorded for AbsStrength (3M) - Concept 8?
Long: SmthBulls>SmthBears and SmthBulls[1]<SmthBears[1] and SmthBullsMTF>SmthBearsMTF and SmthBullsMTF>SmthBullsMTF[1] and SmthBearsMTF<SmthBearsMTF[1] Short: SmthBulls<SmthBears and SmthBulls[1]>SmthBears[1] and SmthBullsMTF<SmthBearsMTF and SmthBullsMTF<SmthBullsMTF[1] and SmthBearsMTF>SmthBearsMTF[1] These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: Germany 30 Cash index. Timeframes: 3M, 15M. These are source-recorded labels, not verified execution behavior.