Extracted algorithm research record
Sure-Fire Flip-at-Stop Strategy
A recovery strategy that uses stop orders to reverse positions at specific levels.
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 |
|---|---|---|
| No indicator stack was recorded. This does not establish a price-action-only strategy. | ||
Extracted strategy rules
Recorded long-entry rules
- entryStopPrice = HIGHEST[nBreak](HIGH) + bufferPts * pointsize
Recorded short-entry rules
- entryStopPrice = LOWEST[nBreak](LOW) - bufferPts * pointsize
Recorded exit rules
- Take Profit set to TPpts
- Reverse STOP order placed at revPrice
Recorded filters
- Nmax
- LotMax
- session filters
- volatility filters
- manual emergency stop
- Stop loss
- revPrice = entryPrice - dir * SLpts * pointsize
- Take profit
- TPpts = r * SLpts
- Position sizing
- lotK = CALL "SF_LotSizer"
Questions about this record
What entry rules are recorded for Sure-Fire Flip-at-Stop Strategy?
Long: entryStopPrice = HIGHEST[nBreak](HIGH) + bufferPts * pointsize Short: entryStopPrice = LOWEST[nBreak](LOW) - bufferPts * pointsize These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: any. Timeframes: any. These are source-recorded labels, not verified execution behavior.