Extracted algorithm research record
BBW Strat @ JDM
Enters long positions when the Bollinger Bands width is compressed below a threshold.
Source & extraction context
Evidence label: source_code (source claim, not independent verification). Recorded completeness: 100.0/100. 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
- BTC
- Recorded timeframes
- 4H
- Recorded sessions
- Not specified
- Recorded regime
- volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Bollinger Bands | {"length": 22, "mult": 2, "src": "close"} | close |
| Bollinger Bands Width Normalized | {"compthreshold": 20, "ncandles": 120} | close |
Extracted strategy rules
Recorded long-entry rules
- src > basis and src < upper and volume > ta.sma(volume, 20) and bbWidthNormalized < compthreshold
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- Not specified in the extracted record.
Recorded filters
- Not specified in the extracted record.
- Stop loss
- Not specified
- Take profit
- Not specified
- Position sizing
- strategy.percent_of_equity, default_qty_value = 100
Questions about this record
What entry rules are recorded for BBW Strat @ JDM?
Long: src > basis and src < upper and volume > ta.sma(volume, 20) and bbWidthNormalized < compthreshold Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: BTC. Timeframes: 4H. These are source-recorded labels, not verified execution behavior.