Extracted algorithm research record
Keltner-Kijun Short-Term Mean Reversion Averaging (No SL)
A mean reversion averaging strategy that adds to positions and dynamically reduces take-profit targets as the grid deepens, with partial loss exits to recover average price.
Source & extraction context
Evidence label: source_code (source claim, not independent verification). Recorded completeness: 50.0/100. 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
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| KeltnerBandUp | {} | close |
| KeltnerBandDown | {} | close |
| KijunSen | {} | close |
Extracted strategy rules
Recorded long-entry rules
- close < KeltnerBandDown AND close < KijunSen
Recorded short-entry rules
- close > KeltnerBandUp AND close > KijunSen
Recorded exit rules
- close >= positionprice + nextPROFITPOINTS * pointsize
- close <= positionprice - nextPROFITPOINTS * pointsize
Recorded filters
- Not specified in the extracted record.
- Stop loss
- none
- Take profit
- dynamic, based on nextPROFITPOINTS, which reduces as grid deepens
- Position sizing
- ENTRYQTY = 1, ADDQTY = 1, MAXADDS = 10
Questions about this record
What entry rules are recorded for Keltner-Kijun Short-Term Mean Reversion Averaging (No SL)?
Long: close < KeltnerBandDown AND close < KijunSen Short: close > KeltnerBandUp AND close > KijunSen These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: any. Timeframes: any. These are source-recorded labels, not verified execution behavior.