Extracted algorithm research record
BTC/USD Daily Trend-Following Strategy
A daily trading strategy for BTC/USD using moving averages, momentum oscillators, and trend strength indicators.
Source & extraction context
Evidence label: backtest_shown (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
Claim warnings
- THIN SAMPLE: 32 trades - below the ~100 needed before a win rate or profit factor carries much information.
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
- BTC/USD
- Recorded timeframes
- D1
- Recorded sessions
- Not specified
- Recorded regime
- trending
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| SMA | {"period": 100} | close |
| EMA | {"period": 20} | close |
| EMA | {"period": 50} | close |
| MACD | {"fast": 12, "signal": 9, "slow": 26} | close |
| RSI | {"period": 14} | close |
| ADX | {"period": 14} | high, low, close |
Extracted strategy rules
Recorded long-entry rules
- Close > SMA(100)
- EMA(20) > EMA(50)
- MACD_hist > 0
- 35 < RSI < 80
- ADX > 20
- Cooldown Expired
Recorded short-entry rules
- Close < SMA(100)
- EMA(20) < EMA(50)
- MACD_hist < 0
- 20 < RSI < 65
- ADX > 20
- Cooldown Expired
Recorded exit rules
- ATR Trailing Stop: 3.0 * ATR(14) from entry price
- RSI Extreme Exit: Close if RSI > 85 (long) or RSI < 15 (short)
- EMA Cross-Against: Close and reverse if EMAs cross against the trade and macro trend is lost
- Full Reversal: Close and immediately reverse if opposite entry conditions are met
- Cooldown Period: 5-day trading ban after stop-out
Recorded filters
- Not specified in the extracted record.
- Stop loss
- null
- Take profit
- null
- Position sizing
- null
Questions about this record
What entry rules are recorded for BTC/USD Daily Trend-Following Strategy?
Long: Close > SMA(100) EMA(20) > EMA(50) MACD_hist > 0 35 < RSI < 80 ADX > 20 Cooldown Expired Short: Close < SMA(100) EMA(20) < EMA(50) MACD_hist < 0 20 < RSI < 65 ADX > 20 Cooldown Expired These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: BTC/USD. Timeframes: D1. These are source-recorded labels, not verified execution behavior.