Extracted algorithm research record
SMA EMA ROC
Strategy uses SMA, EMA, and ROC to enter long and short positions.
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
- EURUSD
- Recorded timeframes
- M15
- Recorded sessions
- any
- Recorded regime
- trending|ranging|volatile|breakout|any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| SMA | {"period": 20} | close |
| SMA | {"period": 50} | close |
| EMA | {"period": 20} | close |
| EMA | {"period": 50} | close |
| ROC | {"period": 12} | close |
Extracted strategy rules
Recorded long-entry rules
- Sma20 > Sma50
- Ema20 > Ema50
- Roc12 > 0.1
- close >= high[1]
Recorded short-entry rules
- Sma20 < Sma50
- Ema20 < Ema50
- Roc12 < -0.1
- close <= low[1]
Recorded exit rules
- close < low[1] AND LongOnMarket
- close > high[1] AND ShortOnMarket
Recorded filters
- Not OnMarket
- Stop loss
- 10
- Take profit
- Not specified
- Position sizing
- 1 Contract
Questions about this record
What entry rules are recorded for SMA EMA ROC?
Long: Sma20 > Sma50 Ema20 > Ema50 Roc12 > 0.1 close >= high[1] Short: Sma20 < Sma50 Ema20 < Ema50 Roc12 < -0.1 close <= low[1] These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: EURUSD. Timeframes: M15. These are source-recorded labels, not verified execution behavior.