Extracted algorithm research record
RSI crossover strategy
Enters long and short positions based on RSI crossovers during specific times.
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
Opacity warnings
- UNDEFINED ENTRY TERM: the entry conditions are prose naming a concept with no numeric definition, so two readers would implement them differently. Advisory only -- this does not affect the score.
Recorded market & execution profile
- Recorded markets
- Not specified
- Recorded timeframes
- M15
- Recorded sessions
- 08:00-21:00 GMT
- Recorded regime
- trending|ranging|volatile|breakout|null
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| RSI | {"period": 34} | close |
| ExponentialAverage | {"period": 2} | RSI[34](close) |
Extracted strategy rules
Recorded long-entry rules
- indicator1 CROSSES OVER indicator2 and indicator2>indicator2[1] and ti
Recorded short-entry rules
- indicator5 CROSSES UNDER indicator6 and indicator6<indicator6[1] and ti
Recorded exit rules
- indicator3 CROSSES UNDER indicator4
- indicator7 CROSSES OVER indicator8
Recorded filters
- Not specified in the extracted record.
- Stop loss
- 1
- Take profit
- 8
- Position sizing
- null
Questions about this record
What entry rules are recorded for RSI crossover strategy?
Long: indicator1 CROSSES OVER indicator2 and indicator2>indicator2[1] and ti Short: indicator5 CROSSES UNDER indicator6 and indicator6<indicator6[1] and ti These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: Not specified. Timeframes: M15. These are source-recorded labels, not verified execution behavior.