Extracted algorithm research record
Correlated Momentum and Non-Correlated Strategies
Uses Pseudo Pearson Correlation Oscillator and Moving Averages to generate trade signals based on correlated and non-correlated momentum.
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
- any
- Recorded timeframes
- any
- Recorded sessions
- any
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| RSI | {"period": 14} | close |
| MFI | {"period": 14} | high, low, close, volume |
| DeMarker | {"period": 14} | high, low |
| Pseudo Pearson Correlation | {"corr_period": 21, "dem_period": 14, "mfi_period": 14, "rsi_period": 14} | close |
Extracted strategy rules
Recorded long-entry rules
- Pseudo Pearson Correlation crosses above 0.5 and Fast MA is above Slow MA
Recorded short-entry rules
- Pseudo Pearson Correlation crosses above -0.5 and Fast MA is below Slow MA
Recorded exit rules
- Stop Loss at 300 pips
- Take Profit at 700 pips
Recorded filters
- Not specified in the extracted record.
- Stop loss
- 300 pips
- Take profit
- 700 pips
- Position sizing
- 0.01 lots
Questions about this record
What entry rules are recorded for Correlated Momentum and Non-Correlated Strategies?
Long: Pseudo Pearson Correlation crosses above 0.5 and Fast MA is above Slow MA Short: Pseudo Pearson Correlation crosses above -0.5 and Fast MA is below Slow MA These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: any. Timeframes: any. These are source-recorded labels, not verified execution behavior.