Extracted algorithm research record
MM Cluster Strategy
Buys when price touches weekly and monthly support clusters formed by multiple moving averages and Bollinger Bands.
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
Build warnings
- DAILY_LOW_COUNT: daily-or-slower timeframe on a single instrument. Expect well under 100 trades in five years, so a backtest will rarely reach statistical significance on its own.
Recorded market & execution profile
- Recorded markets
- any
- Recorded timeframes
- WEEKLY, MONTHLY
- Recorded sessions
- any
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| average | {"period": 7} | close |
| average | {"period": 20} | close |
| BollingerUp | {"period": 20} | close |
| Bollingerdown | {"period": 20} | close |
Extracted strategy rules
Recorded long-entry rules
- Price touches weekly support formed by M7W and close is near M20W
- Price touches monthly support formed by M7M and close is near M20M
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- SIGNAL >= 2
Recorded filters
- Not specified in the extracted record.
- Stop loss
- Below both moving averages
- Take profit
- Fixed, e.g., 100 pips
- Position sizing
- 1 contract
Questions about this record
What entry rules are recorded for MM Cluster Strategy?
Long: Price touches weekly support formed by M7W and close is near M20W Price touches monthly support formed by M7M and close is near M20M Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: any. Timeframes: WEEKLY, MONTHLY. These are source-recorded labels, not verified execution behavior.