Extracted algorithm research record
VWAP MACD35
A scalping strategy that uses VWAP and MACD crossovers with a trailing stop mechanism.
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
- DEFAULT
- Recorded timeframes
- DEFAULT
- Recorded sessions
- DEFAULT
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| VWAP | {} | close |
| MACDline | {"fast_period": 5, "signal_period": 5, "slow_period": 35} | close |
| MACDSignal | {"fast_period": 5, "signal_period": 5, "slow_period": 35} | close |
Extracted strategy rules
Recorded long-entry rules
- close > VWAP AND MACDline CROSSES OVER MACDSignal
Recorded short-entry rules
- close < VWAP AND MACDline CROSSES UNDER MACDSignal
Recorded exit rules
- priceexit > 0 AND (close - priceexit >= trailingstart * pointsize OR priceexit - close >= trailingstart * pointsize)
Recorded filters
- Not specified in the extracted record.
- Stop loss
- SL * 2.0
- Take profit
- PT
- Position sizing
- 10 CONTRACT
Questions about this record
What entry rules are recorded for VWAP MACD35?
Long: close > VWAP AND MACDline CROSSES OVER MACDSignal Short: close < VWAP AND MACDline CROSSES UNDER MACDSignal These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: DEFAULT. Timeframes: DEFAULT. These are source-recorded labels, not verified execution behavior.