Extracted algorithm research record
JS-MA-Day
Trades based on moving averages and price rollback from crosses.
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
Build warnings
- DAILY_LOW_COUNT: daily-or-slower timeframe on a single instrument. Expect well under 100 trades in five years, so a backtest will rarely reach statistical significance on its own.
Recorded market & execution profile
- Recorded markets
- Not specified
- Recorded timeframes
- D1
- Recorded sessions
- Not specified
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| iMA | {"period": "MA PERIOD_D1", "price": "MA PERIOD_D1", "shift": "MA PERIOD_D1", "smoothing": "MA PERIOD_D1"} | close |
Extracted strategy rules
Recorded long-entry rules
- Not specified in the extracted record.
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- Not specified in the extracted record.
Recorded filters
- Not specified in the extracted record.
- Stop loss
- Stop Loss (in pips)
- Take profit
- Take Profit (in pips)
- Position sizing
- Lots (or 'Lots'>0 and 'Risk'==0 or 'Lots'==0 and 'Risk'>0)
Questions about this record
What entry rules are recorded for JS-MA-Day?
Long: Not specified. Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: Not specified. Timeframes: D1. These are source-recorded labels, not verified execution behavior.