Extracted algorithm research record
Open Close Cross Strategy R5.1
Enters trades based on open-close crossover using 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
Opacity warnings
- UNDEFINED ENTRY TERM: the entry conditions are prose naming a concept with no numeric definition, so two readers would implement them differently. Advisory only -- this does not affect the score.
Recorded market & execution profile
- Recorded markets
- any
- Recorded timeframes
- M15, H1, H4, D1
- Recorded sessions
- any
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| EMA | {"period": 8} | close |
| SuperSmoother MA | {"period": 8} | close |
Extracted strategy rules
Recorded long-entry rules
- crossover(closeSeriesAlt, openSeriesAlt)
Recorded short-entry rules
- crossunder(closeSeriesAlt, openSeriesAlt)
Recorded exit rules
- strategy.exit(“XL”, from_entry = “long”, profit = TP, loss = SL)
- strategy.exit(“XS”, from_entry = “short”, profit = TP, loss = SL)
Recorded filters
- Not specified in the extracted record.
- Stop loss
- SLPoints>0?SLPoints:na
- Take profit
- TPPoints>0?TPPoints:na
- Position sizing
- Not specified
Questions about this record
What entry rules are recorded for Open Close Cross Strategy R5.1?
Long: crossover(closeSeriesAlt, openSeriesAlt) Short: crossunder(closeSeriesAlt, openSeriesAlt) These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: any. Timeframes: M15, H1, H4, D1. These are source-recorded labels, not verified execution behavior.