Extracted algorithm research record
CCIStrategy
Enters long positions when CCI and Chaikin Money Flow indicate oversold conditions and exits when CCI and Chaikin Money Flow indicate overbought conditions.
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
- any
- Recorded timeframes
- 1m
- Recorded sessions
- any
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| CCI | {"period": 170} | close |
| CCI | {"period": 34} | close |
| RSI | {} | close |
| MFI | {} | close |
| Chaikin Money Flow | {"periods": 20} | close |
| Bollinger Bands | {"stds": 2, "window": 20} | close |
| SMA | {"timeperiod": 100} | close |
| SMA | {"timeperiod": 50} | close |
| SMA | {"timeperiod": 25} | close |
| SMA | {"timeperiod": 200} | close |
Extracted strategy rules
Recorded long-entry rules
- (cci_one < -100) & (cci_two < -100) & (cmf < -0.1) & (mfi < 25) & (resample_medium > resample_short) & (resample_long < close)
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- (cci_one > 100) & (cci_two > 100) & (cmf > 0.3) & (resample_sma < resample_medium) & (resample_medium < resample_short)
Recorded filters
- resample logic
- Stop loss
- -0.02
- Take profit
- Not specified
- Position sizing
- Not specified
Questions about this record
What entry rules are recorded for CCIStrategy?
Long: (cci_one < -100) & (cci_two < -100) & (cmf < -0.1) & (mfi < 25) & (resample_medium > resample_short) & (resample_long < close) Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: any. Timeframes: 1m. These are source-recorded labels, not verified execution behavior.