Extracted algorithm research record
EmaVwapLong
A 1h crypto futures breakout strategy with daily-anchored VWAP, ATR-based stops/targets, and a 1:2 risk/reward ratio.
Source & extraction context
Evidence label: backtest_shown (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
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
- 139 altcoins
- Recorded timeframes
- 1h
- Recorded sessions
- 24/7
- Recorded regime
- breakout
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| EMA9 | {"period": 9} | close |
| Daily Anchored VWAP | {} | close |
| ATR14 | {"period": 14} | close |
Extracted strategy rules
Recorded long-entry rules
- EMA9 > VWAP on candle t, and EMA9 <= VWAP on candle t-1
- Close > EMA9
- Close > VWAP
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- Entry + (3.0 * ATR)
- Entry - (1.5 * ATR)
- 60 hours
Recorded filters
- Max Stop < 3.8% filter
- LIQ_SAFETY = 0.80
- Time-Decay Stop: 60-hour max hold timeout
- Stop loss
- Entry - (1.5 * ATR)
- Take profit
- Entry + (3.0 * ATR)
- Position sizing
- Sized at $1 margin / 20x leverage ($20 notional/trade) or $10 margin / 20x leverage ($200 notional/trade)
Questions about this record
What entry rules are recorded for EmaVwapLong?
Long: EMA9 > VWAP on candle t, and EMA9 <= VWAP on candle t-1 Close > EMA9 Close > VWAP Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: 139 altcoins. Timeframes: 1h. These are source-recorded labels, not verified execution behavior.