Extracted algorithm research record
Simple Volumes
Trades based on the tick volume of the current candle exceeding the average volume by a certain factor.
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
- any
- Recorded timeframes
- any
- Recorded sessions
- any
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| iVolumes | {"period": 48} | close |
Extracted strategy rules
Recorded long-entry rules
- V > V_avr + D * V_avr + N * D_add * V_avr
Recorded short-entry rules
- V > V_avr + D * V_avr + N * D_add * V_avr
Recorded exit rules
- StopLoss and TakeProfit levels are set for each order
Recorded filters
- Not specified in the extracted record.
- Stop loss
- StopLoss is set to stopLevel_ (2000 points)
- Take profit
- TakeProfit is set to takeLevel_ (75 points)
- Position sizing
- fixedLot_ (0.01 lots)
Questions about this record
What entry rules are recorded for Simple Volumes?
Long: V > V_avr + D * V_avr + N * D_add * V_avr Short: V > V_avr + D * V_avr + N * D_add * V_avr These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: any. Timeframes: any. These are source-recorded labels, not verified execution behavior.