Extracted algorithm research record
SA 40 Long + Short Strategy
A strategy that enters long positions based on high price conditions and short positions based on Aroon indicators, with trailing stops.
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
- any
- Recorded timeframes
- H1
- Recorded sessions
- any
- Recorded regime
- trending|volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| AverageTrueRange | {"period": 14} | close |
| AroonDown | {"period": 14} | Not specified |
| AroonUp | {"period": 14} | Not specified |
| SuperTrend | {"multiplier": 17, "period": 7.4} | Not specified |
Extracted strategy rules
Recorded long-entry rules
- close[3] <= high[4]
- close[3] >= low[4]
- close[2] <= high[3]
- close[2] >= low[3]
- close[1] <= high[2]
- close[1] >= low[2]
- close > ath
- close >= trend2H
Recorded short-entry rules
- AroonDown[14] crosses over AroonUp[14]
- close <= trend2H
Recorded exit rules
- Trailing stop function with start at 70 points and step of 60 points.
Recorded filters
- Not specified in the extracted record.
- Stop loss
- 270 points
- Take profit
- 225 points
- Position sizing
- lotsize = max(2,round(((liveaccountbalance * 0.1) / (atr * 1.2)) /4))
Questions about this record
What entry rules are recorded for SA 40 Long + Short Strategy?
Long: close[3] <= high[4] close[3] >= low[4] close[2] <= high[3] close[2] >= low[3] close[1] <= high[2] close[1] >= low[2] close > ath close >= trend2H Short: AroonDown[14] crosses over AroonUp[14] close <= trend2H These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: any. Timeframes: H1. These are source-recorded labels, not verified execution behavior.