Extracted algorithm research record
Consolidation Breakout with MACD
Screen for consolidation followed by a breakout with MACD bullish alignment and volume spike.
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 |
|---|---|---|
| EMA | {"period": 20} | close |
| ATR | {"period": 14} | close |
| MACD | {"fast_period": 12, "signal_period": 9, "slow_period": 26} | close |
Extracted strategy rules
Recorded long-entry rules
- close > 20-week EMA
- consolidation period <= 40%
- MACD line > MACD signal
- close > 10-week high
- candle gain between +5% and +20%
- volume spike ≥ +30%
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- Not specified in the extracted record.
Recorded filters
- 6+ weeks of consolidation
- MACD bullish alignment
- breakout candle
- volume spike
- Stop loss
- null
- Take profit
- null
- Position sizing
- null
Questions about this record
What entry rules are recorded for Consolidation Breakout with MACD?
Long: close > 20-week EMA consolidation period <= 40% MACD line > MACD signal close > 10-week high candle gain between +5% and +20% volume spike ≥ +30% Short: Not specified. 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.