Extracted algorithm research record
Double 7's Strategy
A simple strategy that enters a long position when the close is above a 200-period EMA and the low is below the EMA for a specified number of periods, and exits when the high exceeds the EMA for a specified number of periods.
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
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
- ETF Index
- Recorded timeframes
- D1
- Recorded sessions
- Not specified
- Recorded regime
- trending|ranging|volatile|breakout|null
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| EMA | {"period": 200} | close |
Extracted strategy rules
Recorded long-entry rules
- close > iMM
- low <= lowest[7](close)
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- high >= highest[7](close)
Recorded filters
- Not specified in the extracted record.
- Stop loss
- Not specified
- Take profit
- Not specified
- Position sizing
- n shares at market
Questions about this record
What entry rules are recorded for Double 7's Strategy?
Long: close > iMM low <= lowest[7](close) Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: ETF Index. Timeframes: D1. These are source-recorded labels, not verified execution behavior.