Extracted algorithm research record
Modular Algorithm Library V1.0
A modular framework for trading with various filters and money management rules
Source & extraction context
Evidence label: source_code (source claim, not independent verification). Recorded completeness: 50.0/100. 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
- any
- Recorded sessions
- 08:00-22:00 GMT
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| EMA | {"period": 50} | close |
| MA | {"period": 5} | close |
| MA | {"period": 50} | close |
| MA | {"period": 100} | close |
| MA | {"period": 200} | close |
Extracted strategy rules
Recorded long-entry rules
- Close > ResR2
- Close > ResR3
- Close < SupS2
- Close > SupS3
Recorded short-entry rules
- Close < SupS2
- Close > ResR2
Recorded exit rules
- Close <= newSL for Long
- Close >= newSL for Short
Recorded filters
- Robustness-Test
- Xetra-HLC-Correction
- Strategy-Stop-Code with Money Management
- MA-Clustering-Filter
- R2/S2-Filters
- Stop loss
- Trailing stop with configurable parameters
- Take profit
- Trailing stop with configurable parameters
- Position sizing
- Dynamic based on equity and performance
Questions about this record
What entry rules are recorded for Modular Algorithm Library V1.0?
Long: Close > ResR2 Close > ResR3 Close < SupS2 Close > SupS3 Short: Close < SupS2 Close > ResR2 These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: any. Timeframes: any. These are source-recorded labels, not verified execution behavior.