Extracted algorithm research record
RSI 2-period crossover
Buys when RSI(2) crosses above 10 and price is above 200-period MA; sells when RSI(2) crosses below 90 and price is below 200-period MA.
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
- EURUSD
- Recorded timeframes
- M15
- Recorded sessions
- 9:00-17:00 GMT
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| RSI | {"period": 2} | close |
| MA | {"period": 200} | close |
Extracted strategy rules
Recorded long-entry rules
- RSI[2](close) CROSSES OVER 10
- close > Average[200](close)
- time < 170000
- OpenDayOfWeek != 6 AND OpenDayOfWeek != 0
Recorded short-entry rules
- RSI[2](close) CROSSES UNDER 90
- close < Average[200](close)
- time < 170000
- OpenDayOfWeek != 6 AND OpenDayOfWeek != 0
Recorded exit rules
- not specified in the source
Recorded filters
- time of day filter
- day of week filter
- Stop loss
- 10 points
- Take profit
- not specified in the source
- Position sizing
- 1 contract
Questions about this record
What entry rules are recorded for RSI 2-period crossover?
Long: RSI[2](close) CROSSES OVER 10 close > Average[200](close) time < 170000 OpenDayOfWeek != 6 AND OpenDayOfWeek != 0 Short: RSI[2](close) CROSSES UNDER 90 close < Average[200](close) time < 170000 OpenDayOfWeek != 6 AND OpenDayOfWeek != 0 These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: EURUSD. Timeframes: M15. These are source-recorded labels, not verified execution behavior.