Extracted algorithm research record
RSI-Adaptive T3 & SAR
Strategy uses RSI to adaptively calculate T3 and enters trades based on T3 crossovers and SAR trend filter.
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
- Not specified
- Recorded timeframes
- Not specified
- Recorded sessions
- Not specified
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| RSI | {"period": 14} | close |
| T3 | {"period": 50} | close |
| SAR | {"maximum": 0.21, "step": 0.02} | close |
Extracted strategy rules
Recorded long-entry rules
- t3Value > t3Value[2] AND t3Value[1] <= t3Value[3] AND close > mySar
Recorded short-entry rules
- t3Value < t3Value[2] AND t3Value[1] >= t3Value[3] AND close <= mySar
Recorded exit rules
- t3CrossDown AND LongOnMarket
- t3CrossUp AND ShortOnMarket
Recorded filters
- SAR trend filter
- Stop loss
- Stop loss is set to the recent low for long positions and recent high for short positions.
- Take profit
- null
- Position sizing
- 1 contract
Questions about this record
What entry rules are recorded for RSI-Adaptive T3 & SAR?
Long: t3Value > t3Value[2] AND t3Value[1] <= t3Value[3] AND close > mySar Short: t3Value < t3Value[2] AND t3Value[1] >= t3Value[3] AND close <= mySar These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: Not specified. Timeframes: Not specified. These are source-recorded labels, not verified execution behavior.