Extracted algorithm research record
PRC_WMA Pullback Quality Screener
Screening for stocks where WMA30 crosses above WMA60, recent and still valid, with pullback touching WMA30, and quality filters.
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
Build warnings
- DAILY_LOW_COUNT: daily-or-slower timeframe on a single instrument. Expect well under 100 trades in five years, so a backtest will rarely reach statistical significance on its own.
Recorded market & execution profile
- Recorded markets
- Not specified
- Recorded timeframes
- WEEKLY
- Recorded sessions
- Not specified
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| WMA | {"period": 30} | close |
| WMA | {"period": 60} | close |
| R2 | {"period": 26} | close |
| average | {"period": 20} | volume |
| highest | {"period": 52} | high |
| highest | {"period": 6} | high |
Extracted strategy rules
Recorded long-entry rules
- WMA30 crosses above WMA60, recent and still valid
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- Not specified in the extracted record.
Recorded filters
- liquidity filter
- trend slope filter
- R2 quality filter
- distance to 52-week high filter
- Stop loss
- null
- Take profit
- null
- Position sizing
- null
Questions about this record
What entry rules are recorded for PRC_WMA Pullback Quality Screener?
Long: WMA30 crosses above WMA60, recent and still valid Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: Not specified. Timeframes: WEEKLY. These are source-recorded labels, not verified execution behavior.