Extracted algorithm research record
MACD & 200 EMA Strategy
Enters long when MACD crosses above signal line and both are below zero, price above 200 EMA; enters short when MACD crosses below signal line and both are above zero, price below 200 EMA.
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
- Any
- Recorded timeframes
- M15
- Recorded sessions
- Any
- Recorded regime
- trending
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| MACD | {"fast_period": 12, "signal_period": 9, "slow_period": 26} | close |
| EMA | {"period": 200} | close |
| EMA | {"period": 100} | close |
Extracted strategy rules
Recorded long-entry rules
- xMACDLine Crosses Over xMACDSignal
- xMACDLine<0
- xMACDSignal<0
- Close>xEMA200
- xLongTrades
Recorded short-entry rules
- xMACDLine Crosses Under xMACDSignal
- xMACDLine>0
- xMACDSignal>0
- Close<xEMA200
- xShortTrades
Recorded exit rules
- newSL>0
Recorded filters
- 200 EMA filter
- 100 EMA filter
- Stop loss
- Based on most recent swing low/high and/or 200 EMA
- Take profit
- Risk/Reward ratio or trailing stop loss percentage
- Position sizing
- 1 contract
Questions about this record
What entry rules are recorded for MACD & 200 EMA Strategy?
Long: xMACDLine Crosses Over xMACDSignal xMACDLine<0 xMACDSignal<0 Close>xEMA200 xLongTrades Short: xMACDLine Crosses Under xMACDSignal xMACDLine>0 xMACDSignal>0 Close<xEMA200 xShortTrades These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: Any. Timeframes: M15. These are source-recorded labels, not verified execution behavior.