Extracted algorithm research record
FSampleStrategy
A sample strategy using RSI, Bollinger Bands, and TEMA for entry and exit signals.
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
- Not specified
- Recorded timeframes
- 1h
- Recorded sessions
- Not specified
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| adx | {} | close |
| rsi | {} | close |
| fastd | {} | close |
| fastk | {} | close |
| macd | {} | close |
| macdsignal | {} | close |
| macdhist | {} | close |
| mfi | {} | close |
| bb_lowerband | {} | close |
| bb_middleband | {} | close |
| bb_upperband | {} | close |
| bb_percent | {} | close |
| bb_width | {} | close |
| sar | {} | close |
| tema | {} | close |
| htsine | {} | close |
Extracted strategy rules
Recorded long-entry rules
- rsi crosses above 30
- tema <= bb_middleband
- tema > tema.shift(1)
- volume > 0
Recorded short-entry rules
- rsi crosses above 70
- tema > bb_middleband
- tema < tema.shift(1)
- volume > 0
Recorded exit rules
- rsi crosses above 30
- tema <= bb_middleband
- tema > tema.shift(1)
- volume > 0
- exit_short
Recorded filters
- Not specified in the extracted record.
- Stop loss
- -0.05
- Take profit
- Not specified
- Position sizing
- Not specified
Questions about this record
What entry rules are recorded for FSampleStrategy?
Long: rsi crosses above 30 tema <= bb_middleband tema > tema.shift(1) volume > 0 Short: rsi crosses above 70 tema > bb_middleband tema < tema.shift(1) volume > 0 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.