Extracted algorithm research record
Dual RSI + Order Block Detector
Combines dual RSI momentum triggers with volume-based order block detection for trading signals.
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 | {"fast_length": 5, "lookback": 3, "overbought_level": 75, "oversold_level": 25, "period": 5, "slow_length": 14} | close |
| Volume Pivot | {"bear_ext_last": 3, "bull_ext_last": 3, "length": 5, "mitigation": 0, "scan_back": 100, "use_ob_filter": 0} | Not specified |
Extracted strategy rules
Recorded long-entry rules
- fast RSI crosses above slow RSI and fast RSI was below oversold level in last lookback bars
Recorded short-entry rules
- fast RSI crosses below slow RSI and fast RSI was above overbought level in last lookback bars
Recorded exit rules
- none specified
Recorded filters
- useOBFilter is on and price taps an active bullish order block
- useOBFilter is off
- Stop loss
- Not specified
- Take profit
- Not specified
- Position sizing
- Not specified
Questions about this record
What entry rules are recorded for Dual RSI + Order Block Detector?
Long: fast RSI crosses above slow RSI and fast RSI was below oversold level in last lookback bars Short: fast RSI crosses below slow RSI and fast RSI was above overbought level in last lookback bars These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: any. Timeframes: any. These are source-recorded labels, not verified execution behavior.