Extracted algorithm research record
EMA9 / WMA30
Intraday strategy using EMA9 and WMA30 with entry and stop loss based on the gap between the two moving averages.
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
- M1
- Recorded sessions
- 09:00-19:00 GMT
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| EMA | {"period": 9} | close |
| WMA | {"period": 30} | close |
Extracted strategy rules
Recorded long-entry rules
- EMA9 > WMA30
- Gap between EMA9 and WMA30 is greater than its average over 20 periods
- Close below EMA9
Recorded short-entry rules
- EMA9 < WMA30
- Gap between EMA9 and WMA30 is greater than its average over 20 periods
- Close above EMA9
Recorded exit rules
- Long position: Stop loss at WMA30
- Short position: Stop loss at WMA30
Recorded filters
- Gap between EMA9 and WMA30 is greater than its average over 20 periods
- Stop loss
- WMA30 - 1 * PipSize (for long) or WMA30 + 1 * PipSize (for short)
- Take profit
- 1.5 * (Entry price - Stop loss price) (for long) or 1.5 * (Stop loss price - Entry price) (for short)
- Position sizing
- 1 CONTRACT
Questions about this record
What entry rules are recorded for EMA9 / WMA30?
Long: EMA9 > WMA30 Gap between EMA9 and WMA30 is greater than its average over 20 periods Close below EMA9 Short: EMA9 < WMA30 Gap between EMA9 and WMA30 is greater than its average over 20 periods Close above EMA9 These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: Nasdaq. Timeframes: M1. These are source-recorded labels, not verified execution behavior.