Extracted algorithm research record
Double Time Frame Strategy
Buys when daily and 30-minute EMA crossovers align with MACD crossovers, sells short when they diverge.
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
- Daily, 30 minute
- Recorded sessions
- Not specified
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| EMA | {"period": 200} | close |
| MACD | {"fast_period": 12, "signal_period": 9, "slow_period": 26} | close |
Extracted strategy rules
Recorded long-entry rules
- close > EmaD AND close > Ema30 AND MyMACD CROSSES OVER MySignalLine AND Not OnMarket
Recorded short-entry rules
- close < EmaD AND close < Ema30 AND MyMACD CROSSES UNDER MySignalLine AND Not OnMarket
Recorded exit rules
- Not specified in the extracted record.
Recorded filters
- Not specified in the extracted record.
- Stop loss
- SET STOP pLOSS 50
- Take profit
- SET TARGET pPROFIT 100
- Position sizing
- 1 Contract
Questions about this record
What entry rules are recorded for Double Time Frame Strategy?
Long: close > EmaD AND close > Ema30 AND MyMACD CROSSES OVER MySignalLine AND Not OnMarket Short: close < EmaD AND close < Ema30 AND MyMACD CROSSES UNDER MySignalLine AND Not OnMarket These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: Not specified. Timeframes: Daily, 30 minute. These are source-recorded labels, not verified execution behavior.