Extracted algorithm research record
MACD Line Inversion
Buys when the MACD line crosses from down to up and sells when it crosses from up to down on 15-minute timeframe.
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
- SP500 mini
- Recorded timeframes
- 15mn
- Recorded sessions
- any
- Recorded regime
- trending|ranging|volatile|breakout|any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| MACD | {"period_fast": 12, "period_signal": 9, "period_slow": 26} | close |
Extracted strategy rules
Recorded long-entry rules
- lineMACD > lineMACD[1] and lineMACD[1]<lineMACD[2]
Recorded short-entry rules
- lineMACD < lineMACD[1] and lineMACD[1]>lineMACD[2]
Recorded exit rules
- Not specified in the extracted record.
Recorded filters
- Not specified in the extracted record.
- Stop loss
- Not specified
- Take profit
- Not specified
- Position sizing
- Not specified
Questions about this record
What entry rules are recorded for MACD Line Inversion?
Long: lineMACD > lineMACD[1] and lineMACD[1]<lineMACD[2] Short: lineMACD < lineMACD[1] and lineMACD[1]>lineMACD[2] These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: SP500 mini. Timeframes: 15mn. These are source-recorded labels, not verified execution behavior.