Extracted algorithm research record
15Min EUR/USD Momentum Strategy
A momentum strategy for EUR/USD on 15-minute timeframe with specific entry and exit conditions.
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
- EURUSD
- Recorded timeframes
- M15
- Recorded sessions
- 05:00-21:00 UK time
- Recorded regime
- trending|ranging|volatile|breakout|any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| 16EMA | {} | close |
| Stochastic | {"d_period": 3, "k_period": 5} | close |
| MACD | {"fast_period": 5, "signal_period": 5, "slow_period": 35} | close |
| RSI | {"period": 14} | close |
Extracted strategy rules
Recorded long-entry rules
- close > 16EMA
- Stochastic > Stochastic[1]
- Stochastic[2] < Stochastic
- Stochastic > 70
- MACDline > -0.0001
- ExponentialAverage[5](MACDline) > -0.00016
- RSI >= 50
- open > close[1] - 3
- abs(open - close) > 0
- abs(open - close) > 0.00027
- abs(open - close) < 0.00086
- close - open > 0
Recorded short-entry rules
- close < 16EMA
- Stochastic < Stochastic[1]
- Stochastic[1] > 30
- MACDline < 0.0001
- ExponentialAverage[5](MACDline) <= 0
- RSI <= 50
- Stochastic[3] > Stochastic
- abs(open - close) > 0
- open < close[1]
- abs(open - close) > 0.00027
- abs(open - close) < 0.00086
- close - open < 0
Recorded exit rules
- Doji: Open = Close
- Doji: abs(Open - Close) < 0.00014
- longgreencandle: close - open > 0.00050
Recorded filters
- Doji: abs(open - close) > 0
- Doji: abs(open - close) > 0.00027
- Doji: abs(open - close) < 0.00086
- Doji: close - open > 0
- Doji: abs(open - close) > 0.00027
- Doji: abs(open - close) < 0.00086
- Doji: close - open < 0
- Stop loss
- 7 pips
- Take profit
- 40 pips
- Position sizing
- 5 contracts
Questions about this record
What entry rules are recorded for 15Min EUR/USD Momentum Strategy?
Long: close > 16EMA Stochastic > Stochastic[1] Stochastic[2] < Stochastic Stochastic > 70 MACDline > -0.0001 ExponentialAverage[5](MACDline) > -0.00016 RSI >= 50 open > close[1] - 3 abs(open - close) > 0 abs(open - close) > 0.00027 abs(open - close) < 0.00086 close - open > 0 Short: close < 16EMA Stochastic < Stochastic[1] Stochastic[1] > 30 MACDline < 0.0001 ExponentialAverage[5](MACDline) <= 0 RSI <= 50 Stochastic[3] > Stochastic abs(open - close) > 0 open < close[1] abs(open - close) > 0.00027 abs(open - close) < 0.00086 close - open < 0 These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: EURUSD. Timeframes: M15. These are source-recorded labels, not verified execution behavior.