Extracted algorithm research record
Ichimoku Tenkan
Buy when two consecutive closes are above the Tenkan Sen, sell when two consecutive closes are below, with stop and limit levels based on ATR.
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
- 7:00-17:00 GMT
- Recorded regime
- trending|ranging|volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Tenkan Sen | {"base": 26, "lag": 52, "period": 9} | close |
| AverageTrueRange | {"period": 14} | close |
Extracted strategy rules
Recorded long-entry rules
- close[2] < TenkanSen[2]
- close[1] > TenkanSen[1]
- close > TenkanSen
- close[1] > close[2]
- close > close[1]
- AverageTrueRange < 50
Recorded short-entry rules
- close[2] > TenkanSen[2]
- close[1] < TenkanSen[1]
- close < TenkanSen
- close[1] < close[2]
- close < close[1]
- AverageTrueRange < 50
Recorded exit rules
- close[2] < TenkanSen[2] AND close[1] < TenkanSen[1] AND close < TenkanSen AND close[2] < close[3] AND close[1] < close[2] AND close < close[1]
- close[2] > TenkanSen[2] AND close[1] > TenkanSen[1] AND close > TenkanSen AND close[2] > close[3] AND close[1] > close[2] AND close > close[1]
Recorded filters
- no trading after 17:00 GMT
- no trading on weekends
- Stop loss
- 45 pips
- Take profit
- 75 pips
- Position sizing
- 1 share
Questions about this record
What entry rules are recorded for Ichimoku Tenkan?
Long: close[2] < TenkanSen[2] close[1] > TenkanSen[1] close > TenkanSen close[1] > close[2] close > close[1] AverageTrueRange < 50 Short: close[2] > TenkanSen[2] close[1] < TenkanSen[1] close < TenkanSen close[1] < close[2] close < close[1] AverageTrueRange < 50 These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: any. Timeframes: M15. These are source-recorded labels, not verified execution behavior.