Extracted algorithm research record
Parabolic SAR 15 min and MACD daily
Enters long or short based on MACD crossovers and Parabolic SAR color changes.
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
- Not specified
- Recorded timeframes
- 1 day, 15 minutes
- Recorded sessions
- Not specified
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| MACD | {"fast_period": 12, "signal_period": 1, "slow_period": 26} | close |
| Parabolic SAR | {"acceleration": 0.02, "maximum": 0.02, "step": 0.2} | close |
Extracted strategy rules
Recorded long-entry rules
- c1L and c2L
Recorded short-entry rules
- c1S and c2S
Recorded exit rules
- changeColor and redSar
- changeColor and greenSar
Recorded filters
- Not specified in the extracted record.
- Stop loss
- null
- Take profit
- null
- Position sizing
- positionSize contracts
Questions about this record
What entry rules are recorded for Parabolic SAR 15 min and MACD daily?
Long: c1L and c2L Short: c1S and c2S These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: Not specified. Timeframes: 1 day, 15 minutes. These are source-recorded labels, not verified execution behavior.