Extracted algorithm research record
ML RSI
Uses machine learning to predict price direction based on RSI and other indicators.
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
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
- any
- Recorded timeframes
- any
- Recorded sessions
- any
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| RSI | {"period": 14} | close |
| Average True Range | {"period": 14} | close |
| SMA | {"period": 5} | close |
| SMA | {"period": 20} | RSI(14) values |
Extracted strategy rules
Recorded long-entry rules
- biasDir = 1 and gatesPass and stanceState = 1
Recorded short-entry rules
- biasDir = -1 and gatesPass and stanceState = -1
Recorded exit rules
- stanceState changed and stanceAge >= 5
Recorded filters
- volatility filter
- trend filter
- chop filter
- Stop loss
- not explicitly defined
- Take profit
- not explicitly defined
- Position sizing
- not explicitly defined
Questions about this record
What entry rules are recorded for ML RSI?
Long: biasDir = 1 and gatesPass and stanceState = 1 Short: biasDir = -1 and gatesPass and stanceState = -1 These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: any. Timeframes: any. These are source-recorded labels, not verified execution behavior.