Extracted algorithm research record
MACD crossover + BB bounce
Uses MACD crossover and Bollinger Band bounce for entry, trailing ATR stop and MACD cross-down for exit.
Source & extraction context
Evidence label: backtest_shown (source claim, not independent verification). Recorded completeness: 70.0/100. 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
- IMPLAUSIBLE PROFIT FACTOR: claimed 6.99. Over any real sample this is far outside what retail FX sustains.
- VERY THIN SAMPLE: 21 trades. Performance figures over so few trades are indistinguishable from luck.
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
- AAPL
- Recorded timeframes
- daily
- Recorded sessions
- Not specified
- Recorded regime
- trending
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| EMA | {"period": 20} | close |
| EMA | {"period": 50} | close |
| RSI | {"period": 14} | close |
| MACD | {"fast_period": 12, "signal_period": 9, "slow_period": 26} | close |
| Bollinger Bands | {"deviations": 2, "period": 20} | close |
Extracted strategy rules
Recorded long-entry rules
- MACD crosses above signal line
- Price in lower 65% of Bollinger Bands range
- RSI below 75
Recorded short-entry rules
- MACD crosses below signal line
- Price in upper 50% of Bollinger Bands range
- RSI above 30
Recorded exit rules
- Trailing ATR stop (3x)
- MACD crosses below signal line
Recorded filters
- ADX > 15
- Stop loss
- Trailing ATR stop (3x)
- Take profit
- null
- Position sizing
- 10% per trade
Questions about this record
What entry rules are recorded for MACD crossover + BB bounce?
Long: MACD crosses above signal line Price in lower 65% of Bollinger Bands range RSI below 75 Short: MACD crosses below signal line Price in upper 50% of Bollinger Bands range RSI above 30 These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: AAPL. Timeframes: daily. These are source-recorded labels, not verified execution behavior.