Extracted algorithm research record
Mean Reversion Reaper
Generates buy and sell signals based on mean reversion using EMA and RSI.
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
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
- M15
- Recorded sessions
- any
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| EMA | {"period": 50} | close |
| RSI | {"period": 14} | close |
| ATR | {"period": 14} | close |
Extracted strategy rules
Recorded long-entry rules
- Price is below the 50 EMA and RSI is below 30
Recorded short-entry rules
- Price is above the 50 EMA and RSI is above 70
Recorded exit rules
- Not explicitly stated in the source
Recorded filters
- Cooldown mechanism with a cooldown period of 3 bars
- Stop loss
- Placed below the recent low for buy positions and above the recent high for sell positions
- Take profit
- Targeted near the 50 EMA, where price reversion is expected
- Position sizing
- Not explicitly stated in the source
Questions about this record
What entry rules are recorded for Mean Reversion Reaper?
Long: Price is below the 50 EMA and RSI is below 30 Short: Price is above the 50 EMA and RSI is above 70 These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: any. Timeframes: M15. These are source-recorded labels, not verified execution behavior.