Extracted algorithm research record
MACD-based trading strategy
A MACD-based strategy that generates buy signals when the MACD histogram crosses from negative to positive, both MACD and Signal are below zero, and the price is above the 200-day EMA.
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
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
- AMZN
- Recorded timeframes
- D1
- Recorded sessions
- Not specified
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| EMA | {"period": 12} | close |
| EMA | {"period": 26} | close |
| EMA | {"period": 9} | close |
| EMA | {"period": 200} | close |
Extracted strategy rules
Recorded long-entry rules
- MACD histogram crosses from negative to positive
- MACD and Signal are below zero
- Price > EMA200
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
- 2%
- Take profit
- 3% (1.5× risk)
- Position sizing
- null
Questions about this record
What entry rules are recorded for MACD-based trading strategy?
Long: MACD histogram crosses from negative to positive MACD and Signal are below zero Price > EMA200 Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: AMZN. Timeframes: D1. These are source-recorded labels, not verified execution behavior.