Extracted algorithm research record
Swing Trading Strategy
Enters long or short positions based on Smoothed Stochastic and SuperTrend indicators during trading hours.
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
- GBPUSD
- Recorded timeframes
- M15
- Recorded sessions
- Excluded holidays, weekends, and specific dates
- Recorded regime
- trending|ranging|volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Smoothed Stochastic | {"period": 20, "smoothed_period": 5} | close |
| SuperTrend | {"length": 10, "multiplier": 3} | close |
Extracted strategy rules
Recorded long-entry rules
- SSTOC[1] <= 30 AND SSTOC[0] > SSTOC[1] AND beta = 0
- OPENBUY = HIGH[0]+ 2*PXT
- BUY SIZE CONTRACTS AT OPENBUY STOP
Recorded short-entry rules
- SSTOC[1] >= 70 AND SSTOC[0] < SSTOC[1] AND beta = 0
- OPENSELL = LOW[0]- 2*PXT
- SELLSHORT SIZE CONTRACTS AT OPENSELL STOP
Recorded exit rules
- LongOnMarket AND (Close[1]>SUT[1] AND Close<SUT) THEN SELL at Market
- ShortOnMarket AND (Close[1]<SUT[1] AND Close>SUT) THEN EXITSHORT at Market
Recorded filters
- Excluded holidays, weekends, and specific dates
- Trading hours
- Stop loss
- ST=((LOWEST[10](LOW))-OPENBUY)/PXT, if ST > 150 OR ST <=0 THEN ST = 150
- Take profit
- Not explicitly stated
- Position sizing
- SIZE = 2
Questions about this record
What entry rules are recorded for Swing Trading Strategy?
Long: SSTOC[1] <= 30 AND SSTOC[0] > SSTOC[1] AND beta = 0 OPENBUY = HIGH[0]+ 2*PXT BUY SIZE CONTRACTS AT OPENBUY STOP Short: SSTOC[1] >= 70 AND SSTOC[0] < SSTOC[1] AND beta = 0 OPENSELL = LOW[0]- 2*PXT SELLSHORT SIZE CONTRACTS AT OPENSELL STOP These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: GBPUSD. Timeframes: M15. These are source-recorded labels, not verified execution behavior.