Extracted algorithm research record
Regime Filter on MACD
MACD strategy with three filters: regime, HTF alignment, and session filter.
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
- US_TECH100
- Recorded timeframes
- H1
- Recorded sessions
- 14:00-20:00 GMT
- Recorded regime
- trending|ranging|volatile|breakout|any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| ADX | {} | close |
| ATR | {"period": 14} | close |
Extracted strategy rules
Recorded long-entry rules
- MACD histogram crosses from negative to positive
Recorded short-entry rules
- MACD histogram crosses from positive to negative
Recorded exit rules
- Stop loss at 2.5 times the 14-period ATR
- Take profit at 3.0 times the 14-period ATR
- Maximum holding period: 48 bars
Recorded filters
- Regime filter
- HTF alignment
- Session filter
- Stop loss
- 2.5 times the 14-period ATR
- Take profit
- 3.0 times the 14-period ATR
- Position sizing
- 1R per trade
Questions about this record
What entry rules are recorded for Regime Filter on MACD?
Long: MACD histogram crosses from negative to positive Short: MACD histogram crosses from positive to negative These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: US_TECH100. Timeframes: H1. These are source-recorded labels, not verified execution behavior.