Extracted algorithm research record
均線策略
基於簡單移動平均線的自動交易策略，通過價格突破均線進行交易決策。
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
Opacity warnings
- UNDEFINED ENTRY TERM: the entry conditions are prose naming a concept with no numeric definition, so two readers would implement them differently. Advisory only -- this does not affect the score.
Recorded market & execution profile
- Recorded markets
- Not specified
- Recorded timeframes
- Not specified
- Recorded sessions
- Not specified
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| MA | {"period": 20} | low |
Extracted strategy rules
Recorded long-entry rules
- 當前價格的最低價如果低於均線，而昨天的最低價高於均線
Recorded short-entry rules
- 當前價格的最高價如果高於均線，而昨天的最高價低於均線
Recorded exit rules
- Not specified in the extracted record.
Recorded filters
- Not specified in the extracted record.
- Stop loss
- 停損設置在當前均線
- Take profit
- null
- Position sizing
- null
Questions about this record
What entry rules are recorded for 均線策略?
Long: 當前價格的最低價如果低於均線，而昨天的最低價高於均線 Short: 當前價格的最高價如果高於均線，而昨天的最高價低於均線 These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: Not specified. Timeframes: Not specified. These are source-recorded labels, not verified execution behavior.