Extracted algorithm research record
Weekly Reversal FX Strategy
Enters trades based on weekly reversal conditions and uses RSI, Bollinger Bands, and price action to determine entry and exit levels.
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
- D1
- Recorded sessions
- any
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| RSI | {"period": 14} | close |
| Bollinger Bands | {"period": 20} | close |
Extracted strategy rules
Recorded long-entry rules
- close+(0.001*close)
Recorded short-entry rules
- close-(0.001*close)
Recorded exit rules
- stoploss = close+sldistance
- takeprofit = close-sldistance*5
- stoploss = entry-sldistance
- takeprofit = entry+sldistance*5
Recorded filters
- high=highest[5](high)
- rsi[14]>=65
- high > BollingerUp[20](close) * (1 - 0.01)
- Stop loss
- close+sldistance
- Take profit
- close-sldistance*5
- Position sizing
- lotsize contract
Questions about this record
What entry rules are recorded for Weekly Reversal FX Strategy?
Long: close+(0.001*close) Short: close-(0.001*close) These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: any. Timeframes: D1. These are source-recorded labels, not verified execution behavior.