Extracted algorithm research record
15-min trend reversal strategy
A 15-minute trend reversal strategy with conditions for buying and selling, limited to one trade per day.
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
- US500
- Recorded timeframes
- M15
- Recorded sessions
- London session 10:00-17:00 GMT, 18:00-20:30 GMT
- Recorded regime
- trending
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Stochastic | {"d_period": 3, "k_period": 8} | close |
Extracted strategy rules
Recorded long-entry rules
- close[1]<open[1] and close>open
- close>open[1] AND close >= (high-low)*0.60 + low
- lowest[3](low)<lowest[50](low)[1] or lowest[3](low)<lowest[50](low)[2] or lowest[3](low)<lowest[50](low)[3]
- summation[3](sto<20)>0
Recorded short-entry rules
- close[1]>open[1] and close<open
- close<open[1] AND close <= (high-low)*0.40 + low
- highest[3](high)>highest[50](high)[1] or highest[3](high)>highest[50](high)[2] or highest[3](high)>highest[50](high)[3]
- summation[3](sto>80)>0
Recorded exit rules
- high-low[1] < 3 AND high-low[2] < 3
Recorded filters
- volatility filter
- time session filter
- Stop loss
- abs(close - (lowest[3](low) - 1 * pipsize))
- Take profit
- $profit 600
- Position sizing
- 50
Questions about this record
What entry rules are recorded for 15-min trend reversal strategy?
Long: close[1]<open[1] and close>open close>open[1] AND close >= (high-low)*0.60 + low lowest[3](low)<lowest[50](low)[1] or lowest[3](low)<lowest[50](low)[2] or lowest[3](low)<lowest[50](low)[3] summation[3](sto<20)>0 Short: close[1]>open[1] and close<open close<open[1] AND close <= (high-low)*0.40 + low highest[3](high)>highest[50](high)[1] or highest[3](high)>highest[50](high)[2] or highest[3](high)>highest[50](high)[3] summation[3](sto>80)>0 These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: US500. Timeframes: M15. These are source-recorded labels, not verified execution behavior.