Extracted algorithm research record
Impulse Momentum Strategy
Breakout / explosive momentum strategy for the Nasdaq on H1 & H4 timeframes.
Source & extraction context
Evidence label: source_code (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
- Nasdaq
- Recorded timeframes
- H1, H4
- 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
- signal > signalMA
- signal > 0.7
- volRatio > 1.2
- impulsePower > 1.8
- dmFilter = 1
- fastMA > slowMA
- pos = 0
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- pos = 1 AND (signal < signalMA OR CLOSE < fastMA)
Recorded filters
- volRatio > 1.2
- impulsePower > 1.8
- dmFilter = 1
- Stop loss
- %LOSS 1
- Take profit
- Not specified
- Position sizing
- 1 CONTRACTS
Questions about this record
What entry rules are recorded for Impulse Momentum Strategy?
Long: signal > signalMA signal > 0.7 volRatio > 1.2 impulsePower > 1.8 dmFilter = 1 fastMA > slowMA pos = 0 Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: Nasdaq. Timeframes: H1, H4. These are source-recorded labels, not verified execution behavior.