Extracted algorithm research record
PRC_BB Stochastic RSI Extreme Signal
Generates signals when price returns inside Bollinger Bands and Stochastic RSI is at extreme levels.
Source & extraction context
Evidence label: source_code (source claim, not independent verification). Recorded completeness: 100.0/100. 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
- ranging
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Bollinger Bands | {"mult": 2, "period": 20} | close |
| Stochastic RSI | {"lengthRSI": 14, "lengthStoch": 14, "lowerlimit": 10, "smoothD": 3, "smoothK": 3, "upperlimit": 90} | close |
Extracted strategy rules
Recorded long-entry rules
- close[1]<lower[1] and close>lower and k[1]<lowerlimit and d[1]<lowerlimit
Recorded short-entry rules
- close[1]>upper[1] and close<upper and k[1]>upperlimit and d[1]>upperlimit
Recorded exit rules
- Not specified in the extracted record.
Recorded filters
- Not specified in the extracted record.
- Stop loss
- Not specified
- Take profit
- Not specified
- Position sizing
- Not specified
Questions about this record
What entry rules are recorded for PRC_BB Stochastic RSI Extreme Signal?
Long: close[1]<lower[1] and close>lower and k[1]<lowerlimit and d[1]<lowerlimit Short: close[1]>upper[1] and close<upper and k[1]>upperlimit and d[1]>upperlimit These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: any. Timeframes: any. These are source-recorded labels, not verified execution behavior.