Extracted algorithm research record
James Bond
A trading strategy that uses volatility, Parabolic SAR, VWAP, and reverse trading logic.
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
- Not specified
- Recorded sessions
- 0900-1100 GMT, 1400-1800 GMT
- Recorded regime
- volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Parabolic SAR | {"sar_acceleration": null, "sar_max": null, "sar_step": null} | close |
| VWAP | Not specified | null |
| StdDev | {"period": 20} | close - VWAP |
| AverageTrueRange | {"period": null} | null |
Extracted strategy rules
Recorded long-entry rules
- bougie haussière, SAR haussier cassé à la baisse => SELL STOP sous le plus bas
- première bougie haussière et SAR haussier (flip depuis bearish) => BUYTOP 2 ticks au-dessus du high
Recorded short-entry rules
- bougie baissière, SAR baissier cassé à la hausse => BUY STOP au-dessus du plus haut
- première bougie baissière et SAR baissier => SELLSTOP 2 ticks sous low
Recorded exit rules
- si le cours va à l’inverse du signal après entrée, prendre un reverse
Recorded filters
- news filter
- max spread 2.0 pips
- Stop loss
- null
- Take profit
- TP = sellStopPrice – tp_points ; SL = reverse condition dynamic
- Position sizing
- baseQty
Questions about this record
What entry rules are recorded for James Bond?
Long: bougie haussière, SAR haussier cassé à la baisse => SELL STOP sous le plus bas première bougie haussière et SAR haussier (flip depuis bearish) => BUYTOP 2 ticks au-dessus du high Short: bougie baissière, SAR baissier cassé à la hausse => BUY STOP au-dessus du plus haut première bougie baissière et SAR baissier => SELLSTOP 2 ticks sous low These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: Not specified. Timeframes: Not specified. These are source-recorded labels, not verified execution behavior.