Extracted algorithm research record
Separate Trade
Trend following strategy using Moving Averages and ATR/StdDev filters
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
- HTF
- Recorded sessions
- Not specified
- Recorded regime
- trending
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| iMA | {"period": "First", "shift": 0} | close |
| iMA | {"period": "Second", "shift": 0} | close |
| iATR | {"period": "Buy", "shift": 0} | close |
| iATR | {"period": "Sell", "shift": 0} | close |
| iStdDev | {"period": "Buy", "shift": 0} | close |
| iStdDev | {"period": "Sell", "shift": 0} | close |
Extracted strategy rules
Recorded long-entry rules
- First MA crosses above Second MA
- Minimum distance between MA's for Buy
Recorded short-entry rules
- First MA crosses below Second MA
- Minimum distance between MA's for Sell
Recorded exit rules
- Not specified in the extracted record.
Recorded filters
- iATR
- iStdDev
- Stop loss
- Separate Stop Loss Buy
- Take profit
- Separate Take Profit Buy
- Position sizing
- Lots parameter
Questions about this record
What entry rules are recorded for Separate Trade?
Long: First MA crosses above Second MA Minimum distance between MA's for Buy Short: First MA crosses below Second MA Minimum distance between MA's for Sell These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: Not specified. Timeframes: HTF. These are source-recorded labels, not verified execution behavior.