Extracted algorithm research record
NasdaqMomentumPullback
Follows trend with pullback using MACD, EMA200, and ADX indicators, with dynamic risk management and trailing stop.
Source & extraction context
Evidence label: backtest_shown (source claim, not independent verification). Recorded completeness: 80.0/100. Neither is a performance result.
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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
- USTEC
- Recorded timeframes
- M15
- Recorded sessions
- 17:00-23:45 GMT (broker's server time)
- Recorded regime
- trending|volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| MACD | {} | close |
| EMA | {"period": 200} | close |
| ADX | {"period": 14} | close |
Extracted strategy rules
Recorded long-entry rules
- Close `[1]` > EMA(200)
- Mode 1: Close `[1]` < EMA(50) and confirm with a bullish candle
Recorded short-entry rules
- Close `[1]` < EMA(200)
- Mode 1: Close `[1]` > EMA(50) and confirm with a bearish candle
Recorded exit rules
- Crossover of MACD in the opposite direction at the close of the candle → immediate market close
- Daily forced close → zero overnight exposure
- Kill switch: Loss of the day ≥ 3% of the balance → EA stopped until the next day
- Breakeven: +1R → SL to entry + margin (covers commissions)
- Trailing stop: +1.5R → trailing stop at distance `1.0 × ATR`
Recorded filters
- Spread max. 200 pts
- Slippage max. 30 pts
- Free margin ≥ 150% of the required
- ADX(14) ≥ 23: only operate with real trend; no trading in range
- InpPendienteEMABarras: requires EMA 200 to be rising (longs) or falling (shorts) compared to N bars ago
- InpModoInvalidacion: 1 = invalidation only on losing positions; 2 = invalidation disabled
- Stop loss
- 1.5 × ATR(14) from the entry price
- Take profit
- 3.0 × ATR(14) → risk/reward ratio 1:2
- Position sizing
- 1% of equity based on the exact distance of the SL
Questions about this record
What entry rules are recorded for NasdaqMomentumPullback?
Long: Close `[1]` > EMA(200) Mode 1: Close `[1]` < EMA(50) and confirm with a bullish candle Short: Close `[1]` < EMA(200) Mode 1: Close `[1]` > EMA(50) and confirm with a bearish candle These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: USTEC. Timeframes: M15. These are source-recorded labels, not verified execution behavior.