Extracted algorithm research record
Stop Loss with Trailing Stop
A strategy that enters long and short positions based on EMA, WMA, and Stochastic conditions, with a trailing stop loss.
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
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
- Not specified
- Recorded timeframes
- Not specified
- Recorded sessions
- 09:00-20:00 GMT
- Recorded regime
- trending
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| EMA | {"period": 13} | close |
| EMA | {"period": 17} | close |
| WMA | {"period": 48} | close |
| SmoothedStochastic | {"d_period": 8, "k_period": 17} | close |
| ADX | {"period": 11} | close |
Extracted strategy rules
Recorded long-entry rules
- x CROSSES OVER y[1]
- z <= 51
- ADX[11] >= 26
- close > w[1]
- z > WeightedAverage[20](z)[1]
Recorded short-entry rules
- x CROSSES UNDER y[1]
- z >= 51
- ADX[11] >= 26
- close < w[1]
- z < WeightedAverage[20](z)[1]
Recorded exit rules
- x CROSSES UNDER y
- x CROSSES OVER y
Recorded filters
- Not specified in the extracted record.
- Stop loss
- 56 pips
- Take profit
- 118 pips for long, 132 pips for short
- Position sizing
- 1 contract
Questions about this record
What entry rules are recorded for Stop Loss with Trailing Stop?
Long: x CROSSES OVER y[1] z <= 51 ADX[11] >= 26 close > w[1] z > WeightedAverage[20](z)[1] Short: x CROSSES UNDER y[1] z >= 51 ADX[11] >= 26 close < w[1] z < WeightedAverage[20](z)[1] These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: Not specified. Timeframes: Not specified. These are source-recorded labels, not verified execution behavior.