Extracted algorithm research record
Renko with Bollinger Bands
Enters long when Renko bar closes above Bollinger Bands and exits short when Renko bar closes below Bollinger Bands.
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
Opacity warnings
- UNDEFINED ENTRY TERM: the entry conditions are prose naming a concept with no numeric definition, so two readers would implement them differently. Advisory only -- this does not affect the score.
Recorded market & execution profile
- Recorded markets
- EURUSD
- Recorded timeframes
- M15
- Recorded sessions
- any
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Renko | {"renko_size": 5} | close |
| Bollinger Bands | {"deviation": 2.0, "period": 20} | barclose |
Extracted strategy rules
Recorded long-entry rules
- barclose > BollUP
Recorded short-entry rules
- barclose < BollDN
Recorded exit rules
- barclose < BollDN AND ABS(time-lasttime)>orderstime
- barclose > BollUP AND ABS(time-lasttime)>orderstime
Recorded filters
- orderstime 300 seconds between orders
- Stop loss
- Not specified
- Take profit
- Not specified
- Position sizing
- 1 SHARE
Questions about this record
What entry rules are recorded for Renko with Bollinger Bands?
Long: barclose > BollUP Short: barclose < BollDN These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: EURUSD. Timeframes: M15. These are source-recorded labels, not verified execution behavior.