Extracted algorithm research record
Bollinger Pullback Trend Following
Enters long when price dips below upper Bollinger Band and is above a smoothed average, exiting based on ATR.
Source & extraction context
Evidence label: backtest_shown (source claim, not independent verification). Recorded completeness: 85.0/100. 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
Build warnings
- DAILY_LOW_COUNT: daily-or-slower timeframe on a single instrument. Expect well under 100 trades in five years, so a backtest will rarely reach statistical significance on its own.
Recorded market & execution profile
- Recorded markets
- GC=F
- Recorded timeframes
- 1d
- Recorded sessions
- Not specified
- Recorded regime
- trending
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Bollinger Bands | {"period": 21} | close |
| Average | {"ma_type": 8, "period": 35} | close |
| Average True Range | {"period": 21} | close |
| Average True Range | {"period": 13} | close |
Extracted strategy rules
Recorded long-entry rules
- NOT LONGONMARKET AND (LOW < BollingerUp[21](close) AND CLOSE > AVERAGE[35, 8](close))
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- STOP LOSS (2.4 * AVERAGETRUERANGE[21])
- TARGET PROFIT (5.4 * AVERAGETRUERANGE[13])
Recorded filters
- Not specified in the extracted record.
- Stop loss
- 2.4 times the 21-period ATR
- Take profit
- 5.4 times the 13-period ATR
- Position sizing
- dynamic sizing
Questions about this record
What entry rules are recorded for Bollinger Pullback Trend Following?
Long: NOT LONGONMARKET AND (LOW < BollingerUp[21](close) AND CLOSE > AVERAGE[35, 8](close)) Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: GC=F. Timeframes: 1d. These are source-recorded labels, not verified execution behavior.