Extracted algorithm research record
Sistema-Parabolico
Uses SAR with two filters (stochastic and MACD) for entry and exit conditions.
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
- Not specified
- Recorded timeframes
- Not specified
- Recorded sessions
- Not specified
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| SAR | {"acceleration": 0.02, "maximum": 0.02, "step": 0.2} | close |
| Stochastic | {"k_period": 3, "period": 5} | close |
| MACD | {"fast_period": 12, "signal_period": 9, "slow_period": 26} | close |
Extracted strategy rules
Recorded long-entry rules
- parabolic < close
- signal > 50
- parabolic[1] > close[1]
- mac > 0
Recorded short-entry rules
- not c2 and parabolic > close and parabolic[1] < close[1] and mac < 0
Recorded exit rules
- close < parabolic
- close > parabolic
Recorded filters
- Not specified in the extracted record.
- Stop loss
- pTRAILING 55
- Take profit
- null
- Position sizing
- 1 CONTRACT
Questions about this record
What entry rules are recorded for Sistema-Parabolico?
Long: parabolic < close signal > 50 parabolic[1] > close[1] mac > 0 Short: not c2 and parabolic > close and parabolic[1] < close[1] and mac < 0 These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: Not specified. Timeframes: Not specified. These are source-recorded labels, not verified execution behavior.