Extracted algorithm research record
MultiRSI
Enters long when short-term RSI is below a threshold relative to long-term RSI and short-term SMA is above long-term SMA.
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
- 5m
- Recorded sessions
- Not specified
- Recorded regime
- trending|ranging|volatile|breakout|any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| SMA | {"period": 5} | close |
| SMA | {"period": 200} | close |
| RSI | {"period": 14} | close |
Extracted strategy rules
Recorded long-entry rules
- (sma5 >= sma200) & (rsi < (resample_{}_rsi - 20))
- where sma5 is the short-term SMA, sma200 is the long-term SMA, rsi is the short-term RSI, and resample_{}_rsi is the long-term RSI resampled to the short timeframe
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- (rsi > resample_{}_rsi) & (rsi > resample_{}_rsi)
- where rsi is the short-term RSI, and resample_{}_rsi and resample_{}_rsi are the long-term RSI resampled to the short timeframe
Recorded filters
- Not specified in the extracted record.
- Stop loss
- null
- Take profit
- null
- Position sizing
- null
Questions about this record
What entry rules are recorded for MultiRSI?
Long: (sma5 >= sma200) & (rsi < (resample_{}_rsi - 20)) where sma5 is the short-term SMA, sma200 is the long-term SMA, rsi is the short-term RSI, and resample_{}_rsi is the long-term RSI resampled to the short timeframe 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.