Extracted algorithm research record
DE_30_803015187_S_Ke_CF_SQX
Enters long when price breaks below lower Bollinger Band and exits after reaching upper Keltner Channel, and vice versa for short entries.
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
Claim warnings
- RECOVERY SIZING: position size increases after losses (martingale/grid/averaging). Equity curves look smooth until the run that does not recover - judge it on worst-case exposure, not win rate.
Recorded market & execution profile
- Recorded markets
- DAX
- Recorded timeframes
- M30
- Recorded sessions
- 24/7
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Bollinger Bands | {"deviation": 2, "period": 10} | open |
| Keltner Channel | {"factor": 3.35, "period": 252} | close |
| Keltner Channel | {"factor": 4.76, "period": 124} | close |
| ATR | {"period": 117} | close |
| ATR | {"period": 189} | close |
Extracted strategy rules
Recorded long-entry rules
- Open is below the lower band of Bollinger Bands (period 10, deviation 2) after opening above it
Recorded short-entry rules
- Open is below the lower band of Bollinger Bands (period 4, deviation 1.9) after opening above it
Recorded exit rules
- Closes full position if market is long and no LongEntrySignal is active
- Closes full position if market is short and no ShortEntrySignal is active
Recorded filters
- No predefined limits for SL and TP
- No martingale, no grid, no scalp
- Stop loss
- 0.5%
- Take profit
- Not explicitly stated
- Position sizing
- Fixed lot and free margin percentage
Questions about this record
What entry rules are recorded for DE_30_803015187_S_Ke_CF_SQX?
Long: Open is below the lower band of Bollinger Bands (period 10, deviation 2) after opening above it Short: Open is below the lower band of Bollinger Bands (period 4, deviation 1.9) after opening above it These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: DAX. Timeframes: M30. These are source-recorded labels, not verified execution behavior.