Extracted algorithm research record
Step-Based Trailing Stop
A trailing stop that moves only after a certain profit or loss threshold is met, then stays at break-even or the new level.
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
- Not specified
- Recorded sessions
- Not specified
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| SMA | {"period": 20} | close |
| SMA | {"period": 50} | close |
Extracted strategy rules
Recorded long-entry rules
- close CROSSES OVER Average[20](close)
Recorded short-entry rules
- close CROSSES under Average[50](close)
Recorded exit rules
- close >= newStopLevel + (triggerDistance * pointsize) and MoveToBreakEven=1
- close <= newStopLevel - (triggerDistance * pointsize) and MoveToBreakEven=1
Recorded filters
- Not specified in the extracted record.
- Stop loss
- positionprice - NormalStop*pointsize
- Take profit
- newStopLevel + triggerDistance*pointsize
- Position sizing
- 1 CONTRACT
Questions about this record
What entry rules are recorded for Step-Based Trailing Stop?
Long: close CROSSES OVER Average[20](close) Short: close CROSSES under Average[50](close) 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.