Extracted algorithm research record
ATR突破策略
基于ATR和MA的突破策略，当ATR突破14天平均值时进行交易。
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
- volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| ATR | {"period": 14} | high, low, close |
| MA | {"period": 14} | close |
Extracted strategy rules
Recorded long-entry rules
- 当前价格高于14日MA
Recorded short-entry rules
- 当前价格低于14日MA
Recorded exit rules
- 无具体退出规则描述
Recorded filters
- 无具体过滤器描述
- Stop loss
- 止损设置为当前价格减去ATR值
- Take profit
- 止盈设置为当前价格加上ATR值
- Position sizing
- 默认为0.01，可调整
Questions about this record
What entry rules are recorded for ATR突破策略?
Long: 当前价格高于14日MA Short: 当前价格低于14日MA These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: any. Timeframes: any. These are source-recorded labels, not verified execution behavior.