Extracted algorithm research record
SmaCross
A strategy that buys when the short EMA crosses above the long EMA and sells when it crosses below.
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
Claim warnings
- THIN SAMPLE: 34 trades - below the ~100 needed before a win rate or profit factor carries much information.
Opacity warnings
- UNDEFINED ENTRY TERM: the entry conditions are prose naming a concept with no numeric definition, so two readers would implement them differently. Advisory only -- this does not affect the score.
Recorded market & execution profile
- Recorded markets
- EURUSD
- Recorded timeframes
- 5m
- Recorded sessions
- Not specified
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| EMA | {"period": 9} | close |
| EMA | {"period": 21} | close |
Extracted strategy rules
Recorded long-entry rules
- df.l.crossover[-1] >= 100
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- df.l.crossunder[-1] <= -100
Recorded filters
- Not specified in the extracted record.
- Stop loss
- Not specified
- Take profit
- Not specified
- Position sizing
- 0.1
Questions about this record
What entry rules are recorded for SmaCross?
Long: df.l.crossover[-1] >= 100 Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: EURUSD. Timeframes: 5m. These are source-recorded labels, not verified execution behavior.