Extracted algorithm research record
Wick Pressure
Buys when bullish wick pressure is detected and sells short when bearish wick pressure is detected, using ATR and RSI filters.
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
- any
- Recorded timeframes
- any
- Recorded sessions
- any
- Recorded regime
- trending|ranging|volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| RSI | {"period": 14} | close |
| AverageTrueRange | {"period": 14} | close |
Extracted strategy rules
Recorded long-entry rules
- rsi[14](close) < 40 or rsi[14](close)[1] < 40 or rsi[14](close)[2] < 40
- low <= lc3 and low[1] <= lc3 and low[2] <= lc3 and open >= lc3 and open[1] >= lc3 and open[2] >= lc3 and lc3 - ll3 > (0.7 * AverageTrueRange[14](close)) and close > open
Recorded short-entry rules
- rsi[14](close) > 60 or rsi[14](close)[1] > 60 or rsi[14](close)[2] > 60
- high >= hc3 and high[1] >= hc3 and high[2] >= hc3 and open <= hc3 and open[1] <= hc3 and open[2] <= hc3 and hh3 - hc3 > (0.7 * AverageTrueRange[14](close)) and close < open
Recorded exit rules
- Not specified in the extracted record.
Recorded filters
- ATR filter
- RSI filter
- Stop loss
- 10
- Take profit
- none
- Position sizing
- 1 contract
Questions about this record
What entry rules are recorded for Wick Pressure?
Long: rsi[14](close) < 40 or rsi[14](close)[1] < 40 or rsi[14](close)[2] < 40 low <= lc3 and low[1] <= lc3 and low[2] <= lc3 and open >= lc3 and open[1] >= lc3 and open[2] >= lc3 and lc3 - ll3 > (0.7 * AverageTrueRange[14](close)) and close > open Short: rsi[14](close) > 60 or rsi[14](close)[1] > 60 or rsi[14](close)[2] > 60 high >= hc3 and high[1] >= hc3 and high[2] >= hc3 and open <= hc3 and open[1] <= hc3 and open[2] <= hc3 and hh3 - hc3 > (0.7 * AverageTrueRange[14](close)) and close < open These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: any. Timeframes: any. These are source-recorded labels, not verified execution behavior.