Extracted algorithm research record
ADXVMA Multi-Timeframe Strategy
Uses ADXVMA on multiple timeframes to filter trend entries in futures trading.
Source & extraction context
Evidence label: backtest_shown (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
- ES, 6E, FESX, FXBL, ZN
- Recorded timeframes
- 4 Range bars, 11 Range bars
- Recorded sessions
- Not specified
- Recorded regime
- trending|ranging
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| ADXVMA | {"period": 14} | close |
Extracted strategy rules
Recorded long-entry rules
- ADXVMA on 4 Range bars shows Trend[0] == +1 (three consecutive rising bars)
- ADXVMA on 11 Range bars shows Trend[0] == +1
- ADX(5) > 30
- Rising(ADX(5)) == true
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- Trend[0] transitions from uptrend to neutral
- Trend[0] transitions to downtrend
Recorded filters
- neutral state as a 'hands off' signal
- Stop loss
- Not specified
- Take profit
- Not specified
- Position sizing
- Not specified
Questions about this record
What entry rules are recorded for ADXVMA Multi-Timeframe Strategy?
Long: ADXVMA on 4 Range bars shows Trend[0] == +1 (three consecutive rising bars) ADXVMA on 11 Range bars shows Trend[0] == +1 ADX(5) > 30 Rising(ADX(5)) == true Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: ES, 6E, FESX, FXBL, ZN. Timeframes: 4 Range bars, 11 Range bars. These are source-recorded labels, not verified execution behavior.