Extracted algorithm research record
sfondamento e entrata su ritracciamento su media mobile
Long entry based on VWAP crossing SuperTrend and new high, with limit order on price touch of 13-period EMA.
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
- APPLE
- Recorded timeframes
- any
- Recorded sessions
- any
- Recorded regime
- trending
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| VWAP intraday | {} | close |
| SuperTrend | {"multiplier": 52, "period": 4} | close |
| EMA | {"period": 13} | close |
Extracted strategy rules
Recorded long-entry rules
- indicator1 CROSSES OVER indicator2
- close > indicator3
- high > high[1]
- low <= ema13
- close > ema13
- close[1] > ema13[1]
- open[1] > ema13[1]
- not daysForbiddenEntry
- OTD
- Not OnMarket
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- close CROSSES UNDER indicator4 and OnMarket
Recorded filters
- daysForbiddenEntry
- OTD
- Stop loss
- 1% loss
- Take profit
- Not specified
- Position sizing
- 10000 CASH
Questions about this record
What entry rules are recorded for sfondamento e entrata su ritracciamento su media mobile?
Long: indicator1 CROSSES OVER indicator2 close > indicator3 high > high[1] low <= ema13 close > ema13 close[1] > ema13[1] open[1] > ema13[1] not daysForbiddenEntry OTD Not OnMarket Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: APPLE. Timeframes: any. These are source-recorded labels, not verified execution behavior.