Extracted algorithm research record
ema_mtf_v3
EMA crossover on chart time frame with trend bias from higher time frame
Source & extraction context
Evidence label: backtest_shown (source claim, not independent verification). Recorded completeness: 50.0/100. 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
- EURUSD
- Recorded timeframes
- H4, D1
- Recorded sessions
- Not specified
- Recorded regime
- trending
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| EMA | {"period": 9} | close |
| EMA | {"period": 21} | close |
Extracted strategy rules
Recorded long-entry rules
- EMA(9) crosses above EMA(21) on H4 or D1
Recorded short-entry rules
- EMA(9) crosses below EMA(21) on H4 or D1
Recorded exit rules
- dynamically set TP, ATR trailing, optional Break-Even + partial profit taking
Recorded filters
- RSI
- optional Volatility filter (ATR(D1) ≥ 100-day median)
- Stop loss
- Stop placed under/over last swing point + ATR buffer
- Take profit
- Risk * factor, ATR trailing, optional Break-Even + partial profit taking
- Position sizing
- Position size such that a stop loss hit costs exactly 1% of capital
Questions about this record
What entry rules are recorded for ema_mtf_v3?
Long: EMA(9) crosses above EMA(21) on H4 or D1 Short: EMA(9) crosses below EMA(21) on H4 or D1 These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: EURUSD. Timeframes: H4, D1. These are source-recorded labels, not verified execution behavior.