Extracted algorithm research record
KAMA RSI Crossover
Enters long position when KAMA and RSI conditions are met.
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
- 1 hour, 15 minutes
- Recorded sessions
- any
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| KAMA | {"fast_period": 2, "period": 150, "slow_period": 50} | close |
| RSI | {"cyclic_memory": 400, "dom_cycle": 20, "vibration": 10} | close |
Extracted strategy rules
Recorded long-entry rules
- KAMA1h > KAMA1h[1]
- close > KAMA1h
- KAMA15min > KAMA15min[1]
- close > KAMA15min
- CRSI15min crosses over CRSISmooth15min
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- Trailing stop with start at 50 points and step of 5 points
Recorded filters
- Not specified in the extracted record.
- Stop loss
- 50 points
- Take profit
- Trailing stop with start at 50 points and step of 5 points
- Position sizing
- 1 contract
Questions about this record
What entry rules are recorded for KAMA RSI Crossover?
Long: KAMA1h > KAMA1h[1] close > KAMA1h KAMA15min > KAMA15min[1] close > KAMA15min CRSI15min crosses over CRSISmooth15min Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: any. Timeframes: 1 hour, 15 minutes. These are source-recorded labels, not verified execution behavior.