Extracted algorithm research record
Parabolic SAR and Fibonacci Scalping
Uses Parabolic SAR and Fibonacci retracement to generate entry and exit signals for scalping trades.
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
- M15
- Recorded sessions
- any
- Recorded regime
- trending
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| SAR | {"acceleration": 0.02, "maximum": 0.2} | close |
| SAR | {"acceleration": 0.005, "maximum": 0.05} | close |
Extracted strategy rules
Recorded long-entry rules
- close > sarfast and close[1] < sarfast[1] and close > sarslow
Recorded short-entry rules
- close < sarfast and close[1] > sarfast[1] and close < sarslow
Recorded exit rules
- if not onmarket and close > sarslow and signal = 1 then buy 1 contract at entry limit and sell at istop stop and sell at itarget limit
- if not onmarket and close < sarslow and signal = -1 then sellshort 1 contract at entry limit and exitshort at istop stop and exitshort at itarget limit
Recorded filters
- Not specified in the extracted record.
- Stop loss
- istop
- Take profit
- itarget
- Position sizing
- 1 contract
Questions about this record
What entry rules are recorded for Parabolic SAR and Fibonacci Scalping?
Long: close > sarfast and close[1] < sarfast[1] and close > sarslow Short: close < sarfast and close[1] > sarfast[1] and close < sarslow These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: any. Timeframes: M15. These are source-recorded labels, not verified execution behavior.