Extracted algorithm research record
RegimeFilterStrategy
Adapts to market regimes using EMA crossovers for trading.
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
- SOL/USDT
- Recorded timeframes
- 1 hour
- Recorded sessions
- Not specified
- Recorded regime
- trending
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| EMA | {"period": 50} | close |
| EMA | {"period": 100} | close |
Extracted strategy rules
Recorded long-entry rules
- EMA50 > EMA100
- Price breaks above 20-period high
- Price is above EMA100
- Volume surge (2.3x 20-period average)
- Positive momentum (2% gain in 5 candles)
Recorded short-entry rules
- EMA50 < EMA100
- Price breaks below 20-period low
- Price is below EMA100
- Volume surge (2.3x 20-period average)
- Negative momentum (2% drop in 5 candles)
Recorded exit rules
- Take Profit: 12%
- Stop Loss: 5%
Recorded filters
- Not specified in the extracted record.
- Stop loss
- 5%
- Take profit
- 12%
- Position sizing
- 95% stake
Questions about this record
What entry rules are recorded for RegimeFilterStrategy?
Long: EMA50 > EMA100 Price breaks above 20-period high Price is above EMA100 Volume surge (2.3x 20-period average) Positive momentum (2% gain in 5 candles) Short: EMA50 < EMA100 Price breaks below 20-period low Price is below EMA100 Volume surge (2.3x 20-period average) Negative momentum (2% drop in 5 candles) These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: SOL/USDT. Timeframes: 1 hour. These are source-recorded labels, not verified execution behavior.