Extracted algorithm research record
Angle of MA Strategy
Enters trades when the angle of the moving average significantly increases, using VWAP and multiple timeframes.
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
- DAX
- Recorded timeframes
- daily, 60 MINUTES, 10 MINUTES
- Recorded sessions
- Not specified
- Recorded regime
- trending
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Average | {"period": 10, "source": "close"} | close |
| Average | {"period": 11, "source": "close"} | close |
| Average | {"period": 23, "source": "close"} | close |
Extracted strategy rules
Recorded long-entry rules
- Average[10,8] > Average[10*1.1,8]
- Average[11,6] > Average[11*1.2,6]
- Average[23,2] > Average[23*1.35,2]
- close > VWAP
- Angle - Angle[1] > 35
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- Trailing stop and break even stop rules
Recorded filters
- Not specified in the extracted record.
- Stop loss
- 1.4 % of the underlying security
- Take profit
- null
- Position sizing
- positionsize = 2 if MM = 0; otherwise, calculated based on drawdown and equity
Questions about this record
What entry rules are recorded for Angle of MA Strategy?
Long: Average[10,8] > Average[10*1.1,8] Average[11,6] > Average[11*1.2,6] Average[23,2] > Average[23*1.35,2] close > VWAP Angle - Angle[1] > 35 Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: DAX. Timeframes: daily, 60 MINUTES, 10 MINUTES. These are source-recorded labels, not verified execution behavior.