Extracted algorithm research record
WeinsteinStageEA
Trades Stage 2 breakouts long and Stage 4 breakdowns short based on 30-week simple moving average and relative volume.
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
- any
- Recorded timeframes
- D1
- Recorded sessions
- any
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| 30-week simple moving average | {} | close |
| ATR | {"period": 14} | close |
| RSI | {"period": 14} | close |
Extracted strategy rules
Recorded long-entry rules
- Price closing above the Stage 1 resistance level on volume at least 1.8x the recent average
- 30-week MA is rising and price is above it
Recorded short-entry rules
- Price breaking below the 30-week MA on heavy volume
- 30-week MA is falling and price is below it
Recorded exit rules
- First sign of Stage 3—price breaking below the 30-week MA on heavy volume, or the MA itself beginning to flatten after a long advance
- First sign of Stage 1—price moving sideways above the 30-week MA
Recorded filters
- RSI above 50 for Stage 2 entry
- RSI below 50 for Stage 4 entry
- Stop loss
- Place stop loss at the previous 30-week MA level
- Take profit
- Place take profit at 2x ATR above the entry price for longs, 2x ATR below the entry price for shorts
- Position sizing
- Sizing rule based on risk per trade and stop distance
Questions about this record
What entry rules are recorded for WeinsteinStageEA?
Long: Price closing above the Stage 1 resistance level on volume at least 1.8x the recent average 30-week MA is rising and price is above it Short: Price breaking below the 30-week MA on heavy volume 30-week MA is falling and price is below it These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: any. Timeframes: D1. These are source-recorded labels, not verified execution behavior.