Extracted algorithm research record
RSI Stochastic Average
Enters long when RSI and Stochastic are below certain levels and average conditions are met, exits when RSI and Stochastic conditions are violated.
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
- Nasdaq
- Recorded timeframes
- 5
- Recorded sessions
- Not specified
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| RSI | {"period": 9} | close |
| Stochastic | {"d_period": 3, "k_period": 14} | close |
| Average | {"period": 3000} | close |
| Average | {"period": 750} | close |
| Average | {"period": 250} | close |
| Average | {"period": 3000} | close |
| Average | {"period": 4} | Stochastic[14,3] |
Extracted strategy rules
Recorded long-entry rules
- RSI[9](close) < 33
- Stochastic[14,3](close) < 20
- Average[3000](close) <= Average[750](close)
- Average[250](close) > Average[3000](close)
- close <= DHigh(1)
- time >= 150000
- time < 230000
- not daysForbiddenEntry
- bulltrend
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- RSI[9](close) >= 79
- Stochastic[14,3](close) >= 80
- Average[4](Stochastic[14,3](close)) < Stochastic[14,3](close)
- Average[4](Stochastic[14,3](close)) >= 80
Recorded filters
- timeEnterBefore
- timeEnterAfter
- daysForbiddenEntry
- bulltrend
- Stop loss
- 60
- Take profit
- Not specified
- Position sizing
- 1 CONTRACT
Questions about this record
What entry rules are recorded for RSI Stochastic Average?
Long: RSI[9](close) < 33 Stochastic[14,3](close) < 20 Average[3000](close) <= Average[750](close) Average[250](close) > Average[3000](close) close <= DHigh(1) time >= 150000 time < 230000 not daysForbiddenEntry bulltrend Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: Nasdaq. Timeframes: 5. These are source-recorded labels, not verified execution behavior.