Extracted algorithm research record
Sequential MTF Setup
Detects sequential events across multiple timeframes and triggers a buy signal when all events occur.
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
- any
- Recorded timeframes
- Daily, 4 hour, 1 hour
- Recorded sessions
- any
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| average | {"period": 10, "type": "simple"} | close |
| average | {"period": 30, "type": "simple"} | close |
| RSI | {"period": 14} | close |
| MACD | {"fast_period": 12, "signal_period": 9, "slow_period": 26} | close |
| highest | {"period": 20} | high |
Extracted strategy rules
Recorded long-entry rules
- eventA AND eventB AND eventC AND eventD AND Not OnMarket
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- Not specified in the extracted record.
Recorded filters
- Not specified in the extracted record.
- Stop loss
- 20
- Take profit
- 60
- Position sizing
- 1 CONTRACT
Questions about this record
What entry rules are recorded for Sequential MTF Setup?
Long: eventA AND eventB AND eventC AND eventD AND Not OnMarket Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: any. Timeframes: Daily, 4 hour, 1 hour. These are source-recorded labels, not verified execution behavior.