Extracted algorithm research record
CCI Zero-Line EA
A trading strategy based on Commodity Channel Index (CCI) zero-line crossovers and 34-period Exponential Moving Average (EMA) for entry signals.
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
- USDJPY
- Recorded timeframes
- M15
- Recorded sessions
- Tokyo session 00:00-09:00 GMT
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| CCI | {"period": 25} | close |
| CCI | {"period": 50} | close |
| EMA | {"period": 34} | close |
| ATR | {"period": 14} | Not specified |
Extracted strategy rules
Recorded long-entry rules
- CCI (25) Above Zero
- CCI (50) Zero-Line Crossover
- Price Confirmation: Current candle close above EMA (34)
Recorded short-entry rules
- CCI (25) Below Zero
- CCI (50) Zero-Line Crossover
- Price Confirmation: Current candle close below EMA (34)
Recorded exit rules
- Not explicitly stated in the text
Recorded filters
- Tokyo session filter
- Max spread 2.0 pips
- Stop loss
- SL placed at ATR * ATR_Multiplier or SLBufferPoints * _Point
- Take profit
- TP placed at SL * RiskRewardRatio
- Position sizing
- Not explicitly stated in the text
Questions about this record
What entry rules are recorded for CCI Zero-Line EA?
Long: CCI (25) Above Zero CCI (50) Zero-Line Crossover Price Confirmation: Current candle close above EMA (34) Short: CCI (25) Below Zero CCI (50) Zero-Line Crossover Price Confirmation: Current candle close below EMA (34) These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: USDJPY. Timeframes: M15. These are source-recorded labels, not verified execution behavior.