Extracted algorithm research record
CSignalEnvelopes
Generates long or short signals based on price relative to Bollinger Bands.
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
- any
- Recorded timeframes
- any
- Recorded sessions
- any
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Bollinger Bands | {"deviation": 0.35, "period": 200} | close |
Extracted strategy rules
Recorded long-entry rules
- close <= lower or (close < upper and close > ma)
Recorded short-entry rules
- close >= upper or (close > lower and close < ma)
Recorded exit rules
- not specified in source
Recorded filters
- not specified in source
- Stop loss
- not specified in source
- Take profit
- not specified in source
- Position sizing
- not specified in source
Questions about this record
What entry rules are recorded for CSignalEnvelopes?
Long: close <= lower or (close < upper and close > ma) Short: close >= upper or (close > lower and close < ma) These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: any. Timeframes: any. These are source-recorded labels, not verified execution behavior.