Extracted algorithm research record
advancedv3.0
A strategy based on multiple indicators for day trading on 5-minute charts.
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
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
- Not specified
- Recorded timeframes
- 5
- Recorded sessions
- Not specified
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Bollinger Bands | {"deviations": 20, "mode": "main", "period": 5} | close |
| EMA | {"period": 10} | close |
| EMA | {"period": 50} | close |
| Parabolic SAR | {"acceleration": 0.02, "maximum": 0.2} | close |
| Stochastic | {"d_period": 3, "k_period": 3, "period": 5, "smoothing": "ema"} | close |
| MACD | {"fast_period": 12, "signal_period": 9, "slow_period": 26} | close |
| RSI | {"period": 14} | close |
Extracted strategy rules
Recorded long-entry rules
- middlebb < Close[0] && ma_ten < Close[0] && ma_fifty < Close[0] && sar < Close[0] && blue > red && macd > 0 && rsi > 50
Recorded short-entry rules
- middlebb > Close[0] && ma_ten > Close[0] && ma_fifty > Close[0] && sar > Close[0] && blue < red && macd < 0 && rsi < 50
Recorded exit rules
- Not specified in the extracted record.
Recorded filters
- Not specified in the extracted record.
- Stop loss
- StopLossLevel_buy = Bid - StopLoss*Point
- Take profit
- TakeProfitLevel_buy = Bid + TakeProfit*Point
- Position sizing
- lots = 1
Questions about this record
What entry rules are recorded for advancedv3.0?
Long: middlebb < Close[0] && ma_ten < Close[0] && ma_fifty < Close[0] && sar < Close[0] && blue > red && macd > 0 && rsi > 50 Short: middlebb > Close[0] && ma_ten > Close[0] && ma_fifty > Close[0] && sar > Close[0] && blue < red && macd < 0 && rsi < 50 These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: Not specified. Timeframes: 5. These are source-recorded labels, not verified execution behavior.