Extracted algorithm research record
H4 EMA Pullback
Trend-following pullback strategy on H4 chart, entering when the market pulls back to the EMA50 zone and confirms the trend direction.
Source & extraction context
Evidence label: backtest_shown (source claim, not independent verification). Recorded completeness: 80.0/100. Neither is a performance result.
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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
- any
- Recorded timeframes
- H4
- Recorded sessions
- always on
- Recorded regime
- trending
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| ATR | {"period": 14} | close |
| EMA | {"period": 50} | close |
| EMA | {"period": 200} | close |
| EMA | {"period": 21} | close |
Extracted strategy rules
Recorded long-entry rules
- EMA50 > EMA200
- Candle low ≤ EMA50 + (ZoneAtrMult × ATR)
- Candle closes bullish (close > open)
- Close > EMA21
Recorded short-entry rules
- EMA50 < EMA200
- Candle high ≥ EMA50 − (ZoneAtrMult × ATR)
- Candle closes bearish (close < open)
- Close < EMA21
Recorded exit rules
- Take-profit: nearest historical swing high (fractal) above entry, or fallback to risk:reward ratio if no valid level found
- Stop loss: placed below the signal candle's low (long) or above its high (short), with an ATR buffer and a broker-enforced minimum distance
Recorded filters
- Body ratio
- EMA50 slope
- Break of previous candle
- Reclaim buffer
- ADX
- Stop loss
- below the signal candle's low (long) or above its high (short), with an ATR buffer and a broker-enforced minimum distance
- Take profit
- nearest historical swing high (fractal) above entry, or fallback to risk:reward ratio if no valid level found
- Position sizing
- Risk money = Account balance × (RiskPercent / 100); Money/lot = (SL distance / tick size) × tick value; Raw lots = Risk money / money per lot; Final lots = clamp(raw lots, MinLot, MaxLot) → normalised to broker step
Questions about this record
What entry rules are recorded for H4 EMA Pullback?
Long: EMA50 > EMA200 Candle low ≤ EMA50 + (ZoneAtrMult × ATR) Candle closes bullish (close > open) Close > EMA21 Short: EMA50 < EMA200 Candle high ≥ EMA50 − (ZoneAtrMult × ATR) Candle closes bearish (close < open) Close < EMA21 These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: any. Timeframes: H4. These are source-recorded labels, not verified execution behavior.