Extracted algorithm research record
CSignalSAR_RVI
Detects potential reversals and trends using Parabolic SAR and RVI
Source & extraction context
Evidence label: forward_results (source claim, not independent verification). Recorded completeness: 50.0/100. Neither is a performance result.
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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
- GBPCHF
- Recorded timeframes
- 1H, 4H
- Recorded sessions
- Not specified
- Recorded regime
- trending|volatile|range breakouts
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Parabolic SAR | {} | close |
| RVI | {} | close |
Extracted strategy rules
Recorded long-entry rules
- Prior bar's high <= SAR, current bar's low > SAR, RVI crosses zero line from below to above, RVI > 0.0
- Prior bar's low > SAR, current bar's low > SAR, RVI > RVI(X() + 1), RVI(X()) > 0.0
- High <= SAR, low <= SAR, RVI(X()) > RVI(X() + 1), close(X()) < close(X() + 1)
- Low > SAR, low > SAR, RVI(X()) > 0.0, RVI(X() + 1) > 0.0
Recorded short-entry rules
- Prior bar's low <= SAR, current bar's high < SAR, RVI crosses zero line from above to below, RVI < 0.0
- Prior bar's high < SAR, current bar's high < SAR, RVI < RVI(X() + 1), RVI(X()) < 0.0
Recorded exit rules
- RVI flips, SAR changes position relative to price
Recorded filters
- volatility filter with STD-DEV
- news filter
- RVI slope filter
- candle filter such as engulfing patterns
- multi-timeframe confirmation
- Stop loss
- placed slightly beyond the SAR
- Take profit
- targets at support/resistance levels or R multiples of about 1.5
- Position sizing
- null
Questions about this record
What entry rules are recorded for CSignalSAR_RVI?
Long: Prior bar's high <= SAR, current bar's low > SAR, RVI crosses zero line from below to above, RVI > 0.0 Prior bar's low > SAR, current bar's low > SAR, RVI > RVI(X() + 1), RVI(X()) > 0.0 High <= SAR, low <= SAR, RVI(X()) > RVI(X() + 1), close(X()) < close(X() + 1) Low > SAR, low > SAR, RVI(X()) > 0.0, RVI(X() + 1) > 0.0 Short: Prior bar's low <= SAR, current bar's high < SAR, RVI crosses zero line from above to below, RVI < 0.0 Prior bar's high < SAR, current bar's high < SAR, RVI < RVI(X() + 1), RVI(X()) < 0.0 These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: GBPCHF. Timeframes: 1H, 4H. These are source-recorded labels, not verified execution behavior.