Extracted algorithm research record
Go with the Momentum
A simple momentum strategy using price action and filters for entry and exit on NASDAQ, 5-minute timeframe.
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
- NASDAQ
- Recorded timeframes
- 5 min
- Recorded sessions
- 08:05-08:05 + 2500 bars
- Recorded regime
- trending
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Momentum | {"period": 21} | close |
| Average | {"count": 8, "period": 100} | close |
| Average | {"count": 8, "period": 110} | close |
| RSI | {"period": 14} | close |
| Bollinger Bands | {"matype": 1, "period": 20, "stddev": 2} | close |
Extracted strategy rules
Recorded long-entry rules
- Close > Close[1] AND Close[1] > Close[2] AND Close[2] > Close[3] AND Close[4] > Close[5]
- PxMomentum
- opendayofweek <> 2
- F1
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- myrsiM5<30 and barindex-tradeindex>1 and longonmarket and close>positionprice
- myrsiM5>70 and barindex-tradeindex>1 and shortonmarket and close<positionprice
Recorded filters
- UpTrend
- Day of week code to reduce drawdown
- Stop loss
- Set Stop $Loss 140
- Take profit
- Trailing stop based on RSI
- Position sizing
- 1
Questions about this record
What entry rules are recorded for Go with the Momentum?
Long: Close > Close[1] AND Close[1] > Close[2] AND Close[2] > Close[3] AND Close[4] > Close[5] PxMomentum opendayofweek <> 2 F1 Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: NASDAQ. Timeframes: 5 min. These are source-recorded labels, not verified execution behavior.