Extracted algorithm research record
EmaPullbackEA
Trades pullbacks to a fast EMA in the direction of a slow-EMA trend, with ATR-based stops and risk-percentage sizing.
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
- Not specified
- Recorded timeframes
- M15
- Recorded sessions
- Not specified
- Recorded regime
- trending
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| EMA | {"period": 21} | close |
| EMA | {"period": 100} | close |
| ATR | {"period": 14} | close |
Extracted strategy rules
Recorded long-entry rules
- fast EMA above slow EMA and slow EMA sloping up (minimum slope measured in ATR)
- last closed bar touched the fast EMA (within a tolerance of x ATR) without breaking the slow EMA
- bar closed back on the trend side of the fast EMA as a candle in the trend direction
Recorded short-entry rules
- ...
Recorded exit rules
- SL = x ATR, TP = x ATR (optional), ATR trailing stop after a profit threshold
Recorded filters
- news filter
- max spread 30 points
- max open positions 1
- session filter
- Stop loss
- x ATR
- Take profit
- x ATR (optional)
- Position sizing
- % of balance
Questions about this record
What entry rules are recorded for EmaPullbackEA?
Long: fast EMA above slow EMA and slow EMA sloping up (minimum slope measured in ATR) last closed bar touched the fast EMA (within a tolerance of x ATR) without breaking the slow EMA bar closed back on the trend side of the fast EMA as a candle in the trend direction Short: ... These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: Not specified. Timeframes: M15. These are source-recorded labels, not verified execution behavior.