Extracted algorithm research record
TDSequentialStrategy
Buys when 9 consecutive closes are lower than the close 4 bars prior and the low of bars 6 and 7 are exceeded by the low of bars 8 or 9; sells when 9 consecutive closes are higher than the close 4 bars prior and the high of bars 6 and 7 are exceeded by the high of bars 8 or 9.
Source & extraction context
Evidence label: source_code (source claim, not independent verification). Recorded completeness: 80.0/100. 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
Opacity warnings
- PARTLY OPAQUE ENTRY: 0.5 of 2 entry conditions reference a value the source never published. The rest is specified.
Recorded market & execution profile
- Recorded markets
- Not specified
- Recorded timeframes
- 1h
- Recorded sessions
- Not specified
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| custom | {} | close |
Extracted strategy rules
Recorded long-entry rules
- dataframe['exceed_low']
- dataframe['seq_buy'] > 8
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- dataframe['exceed_high']
- dataframe['seq_sell'] > 8
Recorded filters
- Not specified in the extracted record.
- Stop loss
- Not specified
- Take profit
- Not specified
- Position sizing
- Not specified
Questions about this record
What entry rules are recorded for TDSequentialStrategy?
Long: dataframe['exceed_low'] dataframe['seq_buy'] > 8 Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: Not specified. Timeframes: 1h. These are source-recorded labels, not verified execution behavior.