Extracted algorithm research record
Strategy003
A strategy using multiple indicators for entry and exit signals, focusing on RSI, MFI, and Bollinger Bands.
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
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
- 5m
- Recorded sessions
- Not specified
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| MFI | {} | close |
| Stoch Fast | {} | close |
| RSI | {} | close |
| Fisher RSI | {} | close |
| Bollinger Bands | {"stds": 2, "window": 20} | typical_price |
| EMA | {"period": 5} | close |
| EMA | {"period": 10} | close |
| EMA | {"period": 50} | close |
| EMA | {"period": 100} | close |
| SAR | {} | close |
| SMA | {"period": 40} | close |
Extracted strategy rules
Recorded long-entry rules
- rsi < 28
- rsi > 0
- close < sma
- fisher_rsi < -0.94
- mfi < 16.0
- (ema50 > ema100) | (crossed_above(ema5, ema10))
- fastd > fastk
- fastd > 0
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- sar > close
- fisher_rsi > 0.3
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 Strategy003?
Long: rsi < 28 rsi > 0 close < sma fisher_rsi < -0.94 mfi < 16.0 (ema50 > ema100) | (crossed_above(ema5, ema10)) fastd > fastk fastd > 0 Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: Not specified. Timeframes: 5m. These are source-recorded labels, not verified execution behavior.