Extracted algorithm research record
Time-Based Trailing Stop
Buys on a cross above a 200-period EMA and trails stop loss based on time and price movement.
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
- any
- Recorded timeframes
- 15 minute
- Recorded sessions
- any
- Recorded regime
- trending|volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| EMA | {"period": 200} | close |
Extracted strategy rules
Recorded long-entry rules
- close CROSSES OVER average[200,1](close) AND Not OnMarket
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- close > (LastPrice + 5*PipSize) THEN LastPrice = close; MyEXIT = MyEXIT + 5*PipSize
- LongOnMarket THEN SELL AT MyEXIT STOP
Recorded filters
- Not specified in the extracted record.
- Stop loss
- MyEXIT
- Take profit
- MyEXIT * 3
- Position sizing
- 1 CONTRACT
Questions about this record
What entry rules are recorded for Time-Based Trailing Stop?
Long: close CROSSES OVER average[200,1](close) AND Not OnMarket Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: any. Timeframes: 15 minute. These are source-recorded labels, not verified execution behavior.