Extracted algorithm research record
following-the-trend
Enters long positions when the 50 EMA crosses above the 100 EMA and the close crosses above the Donchian upper band, exits on a stop loss.
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
- Not specified
- Recorded sessions
- Not specified
- Recorded regime
- trending
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| EMA | {"period": 50} | close |
| EMA | {"period": 100} | close |
| Donchian | {"period": 50} | close[1] |
| Donchian | {"period": 50} | low[1] |
| Supertrend | {"mult": 10, "period": 3} | close |
Extracted strategy rules
Recorded long-entry rules
- ema50 > ema100
- close CROSSES OVER donchianUpperBand
Recorded short-entry rules
- ema50 < ema100
- close CROSSES UNDER donchianLowerBand
Recorded exit rules
- close < initialstopExitPoint
- close > initialstopExitPoint
Recorded filters
- Not specified in the extracted record.
- Stop loss
- initialstopExitPoint
- Take profit
- null
- Position sizing
- BUY 1 SHARES AT high stop
Questions about this record
What entry rules are recorded for following-the-trend?
Long: ema50 > ema100 close CROSSES OVER donchianUpperBand Short: ema50 < ema100 close CROSSES UNDER donchianLowerBand These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: Not specified. Timeframes: Not specified. These are source-recorded labels, not verified execution behavior.