Extracted algorithm research record
NASDAQ 100 Strategy
A strategy that uses VWAP, EMAs, RSI, and ATR to enter and exit trades based on specific conditions.
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 100 Cash (1$)
- Recorded timeframes
- any
- Recorded sessions
- Startsession=80000, EndSession=160000 (UTC+8)
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| VWAP | {} | close |
| EMA | {"period": 21} | close |
| EMA | {"period": 9} | close |
| RSI | {"period": 14} | close |
| ATR | {"period": 14} | close |
Extracted strategy rules
Recorded long-entry rules
- close > shortema
- shortema > longema
- longemadirection
- shortemadirection
- myrsi > 50
- close > vwap
- volatilityfilter
- inmarkettime
Recorded short-entry rules
- close < shortema
- shortema < longema
- longemadirection=0
- shortemadirection=0
- myrsi < 50
- close < vwap
- volatilityfilter
- inmarkettime
Recorded exit rules
- stoploss = longentryprice - atr * initialstoplossmultiplier
- SET STOP price stoploss
- SET STOP PTRAILING atr * trailstopatrmultiplier
- stoploss = shortentryprice + atr * initialstoplossmultiplier
- SET STOP price stoploss
- SET STOP PTRAILING atr * trailstopatrmultiplier
- breakeventrigger = breakeventriggermultiplier * atr
- IF longonmarket AND close > longentryprice + breakeventrigger THEN SET STOP price longentryprice
- IF shortonmarket AND close < shortentryprice - breakeventrigger THEN SET STOP price shortentryprice
- IF longonmarket AND (barindex - longentrybar >= timeexitbars) THEN sell at market
- IF shortonmarket AND (barindex - shortentrybar >= timeexitbars) THEN EXITSHORT at market
- trendreversalexitlong = shortema < longema AND NOT longemadirection
- trendreversalexitshort = shortema > longema AND NOT shortemadirection
- IF longonmarket AND trendreversalexitlong THEN sell at market
Recorded filters
- volatilityfilter
- max spread 2.0 pips
- Stop loss
- stoploss = longentryprice - atr * initialstoplossmultiplier; stoploss = shortentryprice + atr * initialstoplossmultiplier
- Take profit
- SET STOP PTRAILING atr * trailstopatrmultiplier
- Position sizing
- tradeQty = (initialCapital * equityPercentPerTrade / 100) / close
Questions about this record
What entry rules are recorded for NASDAQ 100 Strategy?
Long: close > shortema shortema > longema longemadirection shortemadirection myrsi > 50 close > vwap volatilityfilter inmarkettime Short: close < shortema shortema < longema longemadirection=0 shortemadirection=0 myrsi < 50 close < vwap volatilityfilter inmarkettime These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: NASDAQ 100 Cash (1$). Timeframes: any. These are source-recorded labels, not verified execution behavior.