Extracted algorithm research record
ATR Stop Loss and Take Profit
Enters long or short positions based on stochastic and EMA crossovers, with stop loss and take profit based on ATR.
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
- 1 hour, 5 minute
- Recorded sessions
- any
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Stochastic | {"d_period": 3, "k_period": 5, "smoothing_k": 3} | close |
| EMA | {"period": 9} | close |
| EMA | {"period": 21} | close |
| ATR | {"period": 7} | close |
Extracted strategy rules
Recorded long-entry rules
- Stochastic[5,3](close) crosses over 20
- EMA[9](close) > EMA[21](close)
Recorded short-entry rules
- Stochastic[5,3](close) crosses under 80
- EMA[9](close) < EMA[21](close)
Recorded exit rules
- Trailing stop with start at 20 points and step of 5 points
Recorded filters
- CumulateOrders = True
- FlatBefore = 000000
- FlatAfter = 235900
- No trading on weekends
- Stop loss
- ATR[7](close) / 6
- Take profit
- 3 * SL
- Position sizing
- 1 contract
Questions about this record
What entry rules are recorded for ATR Stop Loss and Take Profit?
Long: Stochastic[5,3](close) crosses over 20 EMA[9](close) > EMA[21](close) Short: Stochastic[5,3](close) crosses under 80 EMA[9](close) < EMA[21](close) These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: EURUSD. Timeframes: 1 hour, 5 minute. These are source-recorded labels, not verified execution behavior.