Extracted algorithm research record
Hull Moving Average Strategy
Buys when ShortTermHMA turns from decreasing to increasing and LongTermHMA is increasing; sells short when ShortTermHMA turns from increasing to decreasing and LongTermHMA is decreasing.
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
- Not specified
- Recorded timeframes
- Not specified
- Recorded sessions
- Not specified
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Hull Average | {"period": 9, "period2": 21} | close |
Extracted strategy rules
Recorded long-entry rules
- ShortTermHMA[1] < ShortTermHMA[2] and ShortTermHMA > ShortTermHMA[1] and LongTermHMA > LongTermHMA[1]
Recorded short-entry rules
- ShortTermHMA[1] > ShortTermHMA[2] and ShortTermHMA < ShortTermHMA[1] and LongTermHMA < LongTermHMA[1]
Recorded exit rules
- Not specified in the extracted record.
Recorded filters
- Not specified in the extracted record.
- Stop loss
- StopLossY pips
- Take profit
- TakeProfitX pips
- Position sizing
- null
Questions about this record
What entry rules are recorded for Hull Moving Average Strategy?
Long: ShortTermHMA[1] < ShortTermHMA[2] and ShortTermHMA > ShortTermHMA[1] and LongTermHMA > LongTermHMA[1] Short: ShortTermHMA[1] > ShortTermHMA[2] and ShortTermHMA < ShortTermHMA[1] and LongTermHMA < LongTermHMA[1] 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.