Extracted algorithm research record
one-notch-for-long
Buy when the price has fallen and starts to rise, not at a new high.
Source & extraction context
Evidence label: source_code (source claim, not independent verification). Recorded completeness: 80.0/100. 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
Build warnings
- DAILY_LOW_COUNT: daily-or-slower timeframe on a single instrument. Expect well under 100 trades in five years, so a backtest will rarely reach statistical significance on its own.
Recorded market & execution profile
- Recorded markets
- s&p500
- Recorded timeframes
- daily
- Recorded sessions
- timezone europe, berlin
- Recorded regime
- trending
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| exponentialaverage | {"period": 5} | close |
| average | {"period": 5} | close |
Extracted strategy rules
Recorded long-entry rules
- exponentialaverage [1] (close) crosses over exponentialaverage [2] (close)
- close < average [5]
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- Not specified in the extracted record.
Recorded filters
- Not specified in the extracted record.
- Stop loss
- set stop %loss 9
- Take profit
- set target %profit 9
- Position sizing
- 1 contracts
Questions about this record
What entry rules are recorded for one-notch-for-long?
Long: exponentialaverage [1] (close) crosses over exponentialaverage [2] (close) close < average [5] Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: s&p500. Timeframes: daily. These are source-recorded labels, not verified execution behavior.