Extracted algorithm research record
EMA and RSI Crossovers
Enters long when EMA and RSI crossovers occur, exits on RSI crossover and EMA condition
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
- 24/7
- Recorded regime
- trending|ranging|volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| EMA | {"period": 5} | close |
| EMA | {"period": 20} | close |
| RSI | {"period": 5} | close |
| RSI | {"period": 14} | close |
| SAR | {"acceleration": 0.02, "maximum": 0.02, "step": 0.2} | close |
Extracted strategy rules
Recorded long-entry rules
- close > close[1]
- close CROSSES OVER ExponentialAverage[5](close)
- RSI[5](RSI[14](close)) CROSSES OVER RSI[14](close)
- RSI[5](RSI[14](close)) > RSI[5](RSI[14](close))[1]
- ExponentialAverage[5](close) CROSSES OVER ExponentialAverage[20](close)
- close > Average[100](close)[1]
- SAR[0.02,0.02,0.2][2] > close[2]
- SAR[0.02,0.02,0.2][1] < close[1]
- SAR[0.02,0.02,0.2] < close
Recorded short-entry rules
- close < close[1]
- close CROSSES UNDER ExponentialAverage[20](close)
- ExponentialAverage[5](close) CROSSES UNDER ExponentialAverage[20](close)
- RSI[5](RSI[14](close)) CROSSES UNDER RSI[14](close)
- RSI[5](RSI[14](close)) < RSI[5](RSI[14](close))[1]
Recorded exit rules
- close[1] < close[2]
- RSI[5](RSI[14](close)) < RSI[5](RSI[14](close))[1]
- RSI[5](RSI[14](close))[1] CROSSES UNDER RSI[14](close)[1]
- ExponentialAverage[5](close)[1] < ExponentialAverage[5](close)[2]
- close < close[1]
- close CROSSES OVER ExponentialAverage[20](close)
Recorded filters
- no trading before 06:40 GMT
- no trading after 20:30 GMT
- no trading on weekends
- Stop loss
- 20 pips
- Take profit
- 40 pips
- Position sizing
- 25 shares
Questions about this record
What entry rules are recorded for EMA and RSI Crossovers?
Long: close > close[1] close CROSSES OVER ExponentialAverage[5](close) RSI[5](RSI[14](close)) CROSSES OVER RSI[14](close) RSI[5](RSI[14](close)) > RSI[5](RSI[14](close))[1] ExponentialAverage[5](close) CROSSES OVER ExponentialAverage[20](close) close > Average[100](close)[1] SAR[0.02,0.02,0.2][2] > close[2] SAR[0.02,0.02,0.2][1] < close[1] SAR[0.02,0.02,0.2] < close Short: close < close[1] close CROSSES UNDER ExponentialAverage[20](close) ExponentialAverage[5](close) CROSSES UNDER ExponentialAverage[20](close) RSI[5](RSI[14](close)) CROSSES UNDER RSI[14](close) RSI[5](RSI[14](close)) < RSI[5](RSI[14](close))[1] These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: EURUSD. Timeframes: M15. These are source-recorded labels, not verified execution behavior.