Extracted algorithm research record
Double Enevlopes (Historical Gauged)
Volatility breakout strategy using two envelopes to identify entry and exit points.
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
- Not specified
- Recorded regime
- volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Envelopes | {"null": null} | close |
Extracted strategy rules
Recorded long-entry rules
- Candle closes above the upper band of the inner envelope, with the previous candle inside or below it.
Recorded short-entry rules
- Candle closes below the lower band of the inner envelope.
Recorded exit rules
- Price tags the outer band of the outer envelope.
Recorded filters
- Not specified in the extracted record.
- Stop loss
- Opposite band of the inner envelope from the previous candle.
- Take profit
- Outer band of the outer envelope.
- Position sizing
- null
Questions about this record
What entry rules are recorded for Double Enevlopes (Historical Gauged)?
Long: Candle closes above the upper band of the inner envelope, with the previous candle inside or below it. Short: Candle closes below the lower band of the inner envelope. 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.