Extracted algorithm research record
Kama & Sma Trading System DAX mtf
Trend-following strategy using KAMA and SMA crossovers with trailing stop and breakeven features.
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
- DAX
- Recorded timeframes
- 1 hour, 1 minute
- Recorded sessions
- 24/7
- Recorded regime
- trending
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| KAMA | {"fast_period": 2, "period": 2, "slow_period": 30} | close |
| SMA | {"period": 22} | close |
Extracted strategy rules
Recorded long-entry rules
- KAMA CROSSES OVER Sma
Recorded short-entry rules
- KAMA CROSSES UNDER Sma
Recorded exit rules
- Trailing Stop based on profit percentage and step size
Recorded filters
- time of day restrictions (9:00-19:00 GMT)
- Stop loss
- 50 pips
- Take profit
- 200 pips
- Position sizing
- 1 lot (nLots = 1)
Questions about this record
What entry rules are recorded for Kama & Sma Trading System DAX mtf?
Long: KAMA CROSSES OVER Sma Short: KAMA CROSSES UNDER Sma These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: DAX. Timeframes: 1 hour, 1 minute. These are source-recorded labels, not verified execution behavior.