Extracted algorithm research record
harami
Enters long when a black candle forms a harami above the 50-day MA and enters short when a white candle forms a harami below the 50-day MA.
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
- EURUSD
- Recorded timeframes
- D1
- Recorded sessions
- Not specified
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| MA | {"period": 50} | close |
Extracted strategy rules
Recorded long-entry rules
- high[0] < high[1]
- low[0] > low[1]
- close > MA(50)
- close < open
Recorded short-entry rules
- high[0] < high[1]
- low[0] > low[1]
- close < MA(50)
- close > open
Recorded exit rules
- barindex - tradeindex = 1
Recorded filters
- exclude Sunday candles
- Stop loss
- null
- Take profit
- null
- Position sizing
- n shares
Questions about this record
What entry rules are recorded for harami?
Long: high[0] < high[1] low[0] > low[1] close > MA(50) close < open Short: high[0] < high[1] low[0] > low[1] close < MA(50) close > open These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: EURUSD. Timeframes: D1. These are source-recorded labels, not verified execution behavior.