Extracted algorithm research record
2 ITF
Algorithm based on EMA and D calculation with long and short entries based on crossover with D and market conditions.
Source & extraction context
Evidence label: source_code (source claim, not independent verification). Recorded completeness: 50.0/100. 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
- Not specified
- Recorded timeframes
- Not specified
- Recorded sessions
- 12:00-14:00 GMT
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| EMA | {"period": 9} | close |
Extracted strategy rules
Recorded long-entry rules
- NOT LongOnMarket AND not LunchTime AND close > ema AND close CROSSES OVER D
Recorded short-entry rules
- NOT ShortOnMarket AND not LunchTime AND close < ema AND close CROSSES UNDER D
Recorded exit rules
- Not specified in the extracted record.
Recorded filters
- Not specified in the extracted record.
- Stop loss
- SET STOP pLOSS slPts
- Take profit
- SET TARGET pPROFIT tpPts
- Position sizing
- 1 CONTRACT
Questions about this record
What entry rules are recorded for 2 ITF?
Long: NOT LongOnMarket AND not LunchTime AND close > ema AND close CROSSES OVER D Short: NOT ShortOnMarket AND not LunchTime AND close < ema AND close CROSSES UNDER D These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: Not specified. Timeframes: Not specified. These are source-recorded labels, not verified execution behavior.