Extracted algorithm research record
PardoSystem
Trend-following strategy using Envelopes channel breakout, trend filter, and extremum breakout.
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
- M15
- Recorded sessions
- any
- Recorded regime
- trending
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Envelopes | {"deviation": 0.25, "method": "SMA", "period": 20, "price": "close", "shift": 0} | close |
Extracted strategy rules
Recorded long-entry rules
- OPEN > UPPER (for Buy)
Recorded short-entry rules
- OPEN < LOWER (for Sell)
Recorded exit rules
- not specified in the source
Recorded filters
- Trend confirmation: OPEN[0] > OPEN[1] (for Buy) / < (for Sell)
- Local extremum breakout: MAX(High[2..5]) / MIN(Low[2..5]) (for Buy/Sell)
- Stop loss
- not specified in the source
- Take profit
- not specified in the source
- Position sizing
- not specified in the source
Questions about this record
What entry rules are recorded for PardoSystem?
Long: OPEN > UPPER (for Buy) Short: OPEN < LOWER (for Sell) These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: any. Timeframes: M15. These are source-recorded labels, not verified execution behavior.