Extracted algorithm research record
Z-Score Range Boxes Breakout
Tracks the highest high and lowest low during a Z-Score extreme and projects breakouts from those levels.
Source & extraction context
Evidence label: source_code (source claim, not independent verification). Recorded completeness: 50.0/100. 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
- any
- Recorded sessions
- any
- Recorded regime
- volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Z-Score | {"obLev": 2.0, "osLev": -2.0, "smLen": 5, "zLen": 20} | close |
Extracted strategy rules
Recorded long-entry rules
- close > top of frozen range
Recorded short-entry rules
- close < bottom of frozen range
Recorded exit rules
- close < top of frozen range
- close > bottom of frozen range
Recorded filters
- boxBars (10) bars of range tracking before freezing
- Stop loss
- not specified
- Take profit
- not specified
- Position sizing
- not specified
Questions about this record
What entry rules are recorded for Z-Score Range Boxes Breakout?
Long: close > top of frozen range Short: close < bottom of frozen range These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: any. Timeframes: any. These are source-recorded labels, not verified execution behavior.