Extracted algorithm research record
3 MAs Pullback DAX daily
Entry based on crossovers of 3 moving averages with trailing stop loss.
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
- DAX
- Recorded timeframes
- daily, 5/10-minute
- Recorded sessions
- Not specified
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| EMA | {"period": 10} | close |
| EMA | {"period": 20} | close |
| EMA | {"period": 120} | close |
Extracted strategy rules
Recorded long-entry rules
- close CROSSES OVER Max(FastMA,Max(SlowMA,LongMA))
- previous bar close < Min(FastMA,SlowMA)
- current bar close > open
- CrossingUP = 1
Recorded short-entry rules
- close CROSSES UNDER Min(FastMA,Min(SlowMA,LongMA))
- previous bar close > Max(FastMA,SlowMA)
- current bar close < open
- CrossingDN = 1
Recorded exit rules
- Trailing stop loss activated when price moves TRAILStart pips in the direction of the trade
- SL = (highest/lowest within LookBack bars - close) / pipsize
- TP = SL * Multiplier
Recorded filters
- Not specified in the extracted record.
- Stop loss
- SL = (highest/lowest within LookBack bars - close) / pipsize
- Take profit
- TP = SL * Multiplier
- Position sizing
- nLots = 1
Questions about this record
What entry rules are recorded for 3 MAs Pullback DAX daily?
Long: close CROSSES OVER Max(FastMA,Max(SlowMA,LongMA)) previous bar close < Min(FastMA,SlowMA) current bar close > open CrossingUP = 1 Short: close CROSSES UNDER Min(FastMA,Min(SlowMA,LongMA)) previous bar close > Max(FastMA,SlowMA) current bar close < open CrossingDN = 1 These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: DAX. Timeframes: daily, 5/10-minute. These are source-recorded labels, not verified execution behavior.