Extracted algorithm research record
EMA_Cross_EA
基于 EMA15/EMA60 金叉做多、死叉平多反手做空的教科书式趋势跟踪策略
Source & extraction context
Evidence label: source_code (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
- any
- Recorded timeframes
- any
- Recorded sessions
- any
- Recorded regime
- trending
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| EMA | {"period": 15} | close |
| EMA | {"period": 60} | close |
Extracted strategy rules
Recorded long-entry rules
- fast EMA crosses above slow EMA
Recorded short-entry rules
- fast EMA crosses below slow EMA
Recorded exit rules
- close position when fast EMA crosses below slow EMA after gap filter
- use ATR stop loss
- exit based on anchor point
- exit based on risk percentage
Recorded filters
- 间距过滤
- Stop loss
- ATR 倍数止损
- Take profit
- 无固定止盈
- Position sizing
- 固定手数或按净值风险%以损定量
Questions about this record
What entry rules are recorded for EMA_Cross_EA?
Long: fast EMA crosses above slow EMA Short: fast EMA crosses below slow EMA These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: any. Timeframes: any. These are source-recorded labels, not verified execution behavior.