Extracted algorithm research record
Bollinger Bands, MACD, Stochastics, Parabolic SAR
Strategy based on Bollinger Bands, MACD, Stochastics, Parabolic SAR, and moving averages with specific conditions for entry and exit.
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 100
- Recorded timeframes
- 30 minutes, 10 minutes, 15 minutes
- Recorded sessions
- any
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Bollinger Bands | {"period": 20} | close |
| SAR | {"acceleration": 0.2, "max_step": 0.02, "step": 0.02} | close |
| MACD | {"fast_period": 9, "signal_period": 6, "slow_period": 19} | close |
| Stochastics | {"d_period": 1, "k_period": 14} | close |
| Parabolic SAR | {"acceleration": 0.2, "max_step": 0.02, "step": 0.02} | close |
| Moving Average | {"period": 7} | close |
| Moving Average | {"period": 23} | close |
Extracted strategy rules
Recorded long-entry rules
- high >= BollingerUp[20](close)
- SAR[0.02,0.02,0.2] <= Average[20](close)
- MACDline[9,19,6](close) > MACDSignal[9,19,6](close)
- WilderAverage[3](Stochastic[14,1](close)) > WilderAverage[3](WilderAverage[3](Stochastic[14,1](close)))
- Average[7](close) > Average[7](close)[1]
- Average[23](close) > Average[23](close)[1]
- BollingerUp[20](close) > BollingerUp[20](close)[1]
- BollingerDown[20](close) < BollingerDown[20](close)[1]
- MACDSignal[9,19,6](close) > MACDSignal[9,19,6](close)[1]
- WilderAverage[3](WilderAverage[3](Stochastic[14,1](close))) > WilderAverage[3](WilderAverage[3](Stochastic[14,1](close)))[1]
- WilderAverage[3](Stochastic[14,1](close)) > WilderAverage[3](Stochastic[14,1](close))[1]
- WilderAverage[3](WilderAverage[3](Stochastic[14,1](close))) > WilderAverage[3](WilderAverage[3](Stochastic[14,1](close)))[1]
Recorded short-entry rules
- low <= BollingerDown[20](close)
- SAR[0.02,0.02,0.2] >= BollingerDown[20](close)
- BollingerUp[20](close) > BollingerUp[20](close)[1]
- BollingerDown[20](close) < BollingerDown[20](close)[1]
- MACDline[9,19,6](close) < MACDSignal[9,19,6](close)
- MACDSignal[9,19,6](close) < MACDSignal[9,19,6](close)[1]
- WilderAverage[3](Stochastic[14,1](close)) < WilderAverage[3](WilderAverage[3](Stochastic[14,1](close)))
- WilderAverage[3](Stochastic[14,1](close)) < WilderAverage[3](Stochastic[14,1](close))[1]
- WilderAverage[3](WilderAverage[3](Stochastic[14,1](close))) < WilderAverage[3](WilderAverage[3](Stochastic[14,1](close)))[1]
- WilderAverage[3](Stochastic[14,1](close)) < WilderAverage[3](Stochastic[14,1](close))[1]
- WilderAverage[3](WilderAverage[3](Stochastic[14,1](close))) < WilderAverage[3](WilderAverage[3](Stochastic[14,1](close)))[1]
Recorded exit rules
- MACDline[9,19,6](close) < MACDline[9,19,6](close)[1]
- WilderAverage[3](Stochastic[14,1](close)) < WilderAverage[3](Stochastic[14,1](close))[1]
Recorded filters
- MACDline[9,19,6](close) < MACDline[9,19,6](close)[1]
- WilderAverage[3](Stochastic[14,1](close)) < WilderAverage[3](Stochastic[14,1](close))[1]
- Stop loss
- PTRAILING 12 for long, PTRAILING 14 for short
- Take profit
- Not specified
- Position sizing
- 10 CONTRACTS
Questions about this record
What entry rules are recorded for Bollinger Bands, MACD, Stochastics, Parabolic SAR?
Long: high >= BollingerUp[20](close) SAR[0.02,0.02,0.2] <= Average[20](close) MACDline[9,19,6](close) > MACDSignal[9,19,6](close) WilderAverage[3](Stochastic[14,1](close)) > WilderAverage[3](WilderAverage[3](Stochastic[14,1](close))) Average[7](close) > Average[7](close)[1] Average[23](close) > Average[23](close)[1] BollingerUp[20](close) > BollingerUp[20](close)[1] BollingerDown[20](close) < BollingerDown[20](close)[1] MACDSignal[9,19,6](close) > MACDSignal[9,19,6](close)[1] WilderAverage[3](WilderAverage[3](Stochastic[14,1](close))) > WilderAverage[3](WilderAverage[3](Stochastic[14,1](close)))[1] WilderAverage[3](Stochastic[14,1](close)) > WilderAverage[3](Stochastic[14,1](close))[1] WilderAverage[3](WilderAverage[3](Stochastic[14,1](close))) > WilderAverage[3](WilderAverage[3](Stochastic[14,1](close)))[1] Short: low <= BollingerDown[20](close) SAR[0.02,0.02,0.2] >= BollingerDown[20](close) BollingerUp[20](close) > BollingerUp[20](close)[1] BollingerDown[20](close) < BollingerDown[20](close)[1] MACDline[9,19,6](close) < MACDSignal[9,19,6](close) MACDSignal[9,19,6](close) < MACDSignal[9,19,6](close)[1] WilderAverage[3](Stochastic[14,1](close)) < WilderAverage[3](WilderAverage[3](Stochastic[14,1](close))) WilderAverage[3](Stochastic[14,1](close)) < WilderAverage[3](Stochastic[14,1](close))[1] WilderAverage[3](WilderAverage[3](Stochastic[14,1](close))) < WilderAverage[3](WilderAverage[3](Stochastic[14,1](close)))[1] WilderAverage[3](Stochastic[14,1](close)) < WilderAverage[3](Stochastic[14,1](close))[1] WilderAverage[3](WilderAverage[3](Stochastic[14,1](close))) < WilderAverage[3](WilderAverage[3](Stochastic[14,1](close)))[1] These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: Nasdaq 100. Timeframes: 30 minutes, 10 minutes, 15 minutes. These are source-recorded labels, not verified execution behavior.