Extracted algorithm research record
SMA crossover on multiple timeframes
Enters long when short-term SMAs on 2h and daily timeframes cross above long-term SMAs, and enters short when they cross below.
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
- Daily, 2h
- Recorded sessions
- Not specified
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| SMA | {"period": 5} | close |
| SMA | {"period": 10} | close |
Extracted strategy rules
Recorded long-entry rules
- Not LongOnMarket AND Sma5h2 > Sma5h2[1] AND Sma5Daily > Sma5Daily[1] AND Sma10h2 > Sma10h2[1] AND Sma10Daily > Sma10Daily[1]
Recorded short-entry rules
- Not ShortOnMarket AND Sma5h2 < Sma5h2[1] AND Sma5Daily < Sma5Daily[1] AND Sma10h2 < Sma10h2[1] AND Sma10Daily < Sma10Daily[1]
Recorded exit rules
- LongOnMarket AND (S3 OR S4)
- ShortOnMarket AND (L3 OR L4)
Recorded filters
- Not specified in the extracted record.
- Stop loss
- null
- Take profit
- null
- Position sizing
- 1 Contract
Questions about this record
What entry rules are recorded for SMA crossover on multiple timeframes?
Long: Not LongOnMarket AND Sma5h2 > Sma5h2[1] AND Sma5Daily > Sma5Daily[1] AND Sma10h2 > Sma10h2[1] AND Sma10Daily > Sma10Daily[1] Short: Not ShortOnMarket AND Sma5h2 < Sma5h2[1] AND Sma5Daily < Sma5Daily[1] AND Sma10h2 < Sma10h2[1] AND Sma10Daily < Sma10Daily[1] These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: Not specified. Timeframes: Daily, 2h. These are source-recorded labels, not verified execution behavior.