{
  "id": 2673,
  "rank": 2125,
  "name": "SerialMA_EA",
  "aka": [
    "SerialMA expert",
    "Scriptor SerialMA_EA"
  ],
  "family": "A",
  "subtype": "A9",
  "one_liner": "Opens long or short positions based on the SerialMA indicator crossing the price.",
  "market_regime": "any",
  "timeframes": [
    "null"
  ],
  "symbols": [
    "null"
  ],
  "sessions": [
    "null"
  ],
  "indicators": [
    {
      "name": "SerialMA",
      "params": {},
      "applied_to": "null"
    }
  ],
  "entry_long": [
    "candlestick closing price on the signal bar is above the indicator line on the signal bar, and the indicator point on the previous bar was located on the indicator line"
  ],
  "entry_short": [
    "candlestick closing price on the signal bar is below the indicator line on the signal bar, and the indicator point on the previous bar was located on the indicator line"
  ],
  "exit_rules": [
    "trades are closed at the specified time, trailing Stop"
  ],
  "filters": [
    "reverse trade mode",
    "slippage of price",
    "multiplier spread for stops",
    "waiting for environment update",
    "number of attempts to get the state of the environment"
  ],
  "stop_loss": "adjusted to the minimum StopLevel allowed for the symbol",
  "take_profit": "set in points",
  "position_size": "lots specified by the user",
  "evidence_type": "forward_results",
  "completeness": 50.0,
  "signal_warnings": null,
  "claim_warnings": null,
  "opacity_warnings": null,
  "build_warnings": null,
  "canonical": "https://prismaticalgos.com/compendium/algo/2673-serialma-ea",
  "snapshot": "2026-10-31 15:46 UTC",
  "source_url": "https://www.mql5.com/en/code/20089",
  "limitations": "These are machine-extracted research records, not verified trading systems. Catalog rank measures specification detail and claimed evidence, not profitability. The catalog extraction pipeline did not independently backtest these records. Its separate selected testing ledger does not validate the wider corpus. Rules, labels and parameters can be incomplete or wrong; consult the original source and its reuse terms."
}