Extracted algorithm research record
Trend Following Strategy
Buy when the close is above the upper Donchian channel band and the 52-period simple moving average of relative force is greater than the relative force, with both lines in an upward trend.
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
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
- Any
- Recorded timeframes
- Weekly
- Recorded sessions
- Any
- Recorded regime
- trending
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Donchian Channel | {"N": 20} | high, low |
| Relative Force | {"X": 20} | close |
| SMA | {"P": 52} | Relative Force |
Extracted strategy rules
Recorded long-entry rules
- close > UpperDonchian
- Avg > RelativeForce
- Avg > Avg[1]
- RelativeForce > RelativeForce[1]
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- OnMarket THEN SL = max(SL,LowerDonchian) AND SELL AT SL STOP
Recorded filters
- Not specified in the extracted record.
- Stop loss
- LowerDonchian
- Take profit
- Trailing stop that follows the rise of the lower Donchian channel band
- Position sizing
- 1 Contracts
Questions about this record
What entry rules are recorded for Trend Following Strategy?
Long: close > UpperDonchian Avg > RelativeForce Avg > Avg[1] RelativeForce > RelativeForce[1] Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: Any. Timeframes: Weekly. These are source-recorded labels, not verified execution behavior.