Extracted algorithm research record
EmaRejectionExecution
Detects price rejecting EMA with lower-high/higher-low structure, then works a limit order that rides the EMA.
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
- NQ, MNQ
- Recorded timeframes
- 1-min, 3-min
- Recorded sessions
- Not specified
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| EMA | {"period": 50} | close |
Extracted strategy rules
Recorded long-entry rules
- bar's low reaches the EMA with a lower low than the previous bar
Recorded short-entry rules
- bar's high reaches the EMA with a higher high than the previous bar
Recorded exit rules
- stop-loss hit
- profit lock at +30 pts, then +12 pts
Recorded filters
- Not specified in the extracted record.
- Stop loss
- Fixed points from the fill (default 25)
- Take profit
- The setup's lower low (short) / higher high (long) plus a buffer, never closer than a minimum R-multiple (default 1:1)
- Position sizing
- null
Questions about this record
What entry rules are recorded for EmaRejectionExecution?
Long: bar's low reaches the EMA with a lower low than the previous bar Short: bar's high reaches the EMA with a higher high than the previous bar These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: NQ, MNQ. Timeframes: 1-min, 3-min. These are source-recorded labels, not verified execution behavior.