Extracted algorithm research record
Random Orders Strategy
Strategy uses ATR falling, Ichimoku, and momentum to generate long and short entries with trailing stops and profit targets.
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
- volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| ATRFalling | {"period": 50} | tr |
| Ichimoku | {"kijun": 26, "tenkan": 9} | high, low |
| Momentum | {"period": 40} | close |
| ADX | {"period": 30} | close |
Extracted strategy rules
Recorded long-entry rules
- atrFalling[1] < atrFalling[2] and ichimokuTenkan[1] CROSSES OVER ichimokuKijun[1]
Recorded short-entry rules
- atrFalling[1] < atrFalling[2] and ichimokuTenkan[1] CROSSES UNDER ichimokuKijun[1]
Recorded exit rules
- atrFalling[1] < atrFalling[2] and xmomentum[3] CROSSES UNDER 35 and adxNow[3] > adxNow[4]
- atrFalling[1] < atrFalling[2] and xmomentum[3] CROSSES OVER 165 and adxNow[3] > adxNow[4]
Recorded filters
- Not specified in the extracted record.
- Stop loss
- StopLossPips * pointvalue
- Take profit
- ProfitTargetMultiplier * atrNow
- Position sizing
- 1 contract
Questions about this record
What entry rules are recorded for Random Orders Strategy?
Long: atrFalling[1] < atrFalling[2] and ichimokuTenkan[1] CROSSES OVER ichimokuKijun[1] Short: atrFalling[1] < atrFalling[2] and ichimokuTenkan[1] CROSSES UNDER ichimokuKijun[1] These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: any. Timeframes: any. These are source-recorded labels, not verified execution behavior.