Extracted algorithm research record
Five-Minute Momentum Trade
Long trade when price crosses above 20-period EMA and MACD crosses above zero within last 5 bars, with stop loss and take profit.
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
- any
- Recorded timeframes
- M5
- Recorded sessions
- any
- Recorded regime
- trending
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| EMA | {"period": 20} | close |
| MACD | {"fast_period": 12, "signal_period": 9, "slow_period": 26} | close |
Extracted strategy rules
Recorded long-entry rules
- close CROSSES OVER Ema20
- summation[5](MyMacd CROSSES OVER 0)
- Not OnMarket
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- Gain >= SellHalf AND LongOnMarket AND abs(CountOfPosition) = LotSize
- StopLevel > 0
Recorded filters
- Not specified in the extracted record.
- Stop loss
- MySL
- Take profit
- MySL * 3
- Position sizing
- LotSize = 10
Questions about this record
What entry rules are recorded for Five-Minute Momentum Trade?
Long: close CROSSES OVER Ema20 summation[5](MyMacd CROSSES OVER 0) Not OnMarket Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: any. Timeframes: M5. These are source-recorded labels, not verified execution behavior.