Extracted algorithm research record
VolatilitySystem
Enters trades when the absolute close change exceeds twice the ATR.
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
- 1h
- Recorded sessions
- any
- Recorded regime
- volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| ATR | {"timeperiod": 14} | close |
| close_change | {} | close |
| abs_close_change | {} | close |
Extracted strategy rules
Recorded long-entry rules
- (close_change * 1 > atr.shift(1))
Recorded short-entry rules
- (close_change * -1 > atr.shift(1))
Recorded exit rules
- use sell/buy signals as long/short indicators
Recorded filters
- Not specified in the extracted record.
- Stop loss
- not specified
- Take profit
- not specified
- Position sizing
- 50% stake amount on initial entry
Questions about this record
What entry rules are recorded for VolatilitySystem?
Long: (close_change * 1 > atr.shift(1)) Short: (close_change * -1 > atr.shift(1)) These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: any. Timeframes: 1h. These are source-recorded labels, not verified execution behavior.