Extracted algorithm research record
Trend Flat Momentum Strategy
Combines moving averages crossover with RSI and CCI for trend capture.
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
- _Symbol
- Recorded timeframes
- M15
- Recorded sessions
- any
- Recorded regime
- trending
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| CCI | {"period": 36} | close |
| CCI | {"period": 55} | close |
| RSI | {"period": 27} | close |
| MA | {"period": 11, "source": "median", "type": "SMMA"} | median |
| MA | {"period": 25, "source": "median", "type": "SMMA"} | median |
Extracted strategy rules
Recorded long-entry rules
- ma11_previous < ma25_previous && ma11_current > ma25_current
- rsi_current > 58.0
- cci36_current > 0
- cci55_current > 0
Recorded short-entry rules
- ma11_previous > ma25_previous && ma11_current < ma25_current
- rsi_current < 42.0
- cci36_current < 0
- cci55_current < 0
Recorded exit rules
- stop loss at previous swing low
- take profit at 300 points from entry price
Recorded filters
- swing high/low detection
- Stop loss
- previous swing low
- Take profit
- 300 points from entry price
- Position sizing
- 0.1 lot
Questions about this record
What entry rules are recorded for Trend Flat Momentum Strategy?
Long: ma11_previous < ma25_previous && ma11_current > ma25_current rsi_current > 58.0 cci36_current > 0 cci55_current > 0 Short: ma11_previous > ma25_previous && ma11_current < ma25_current rsi_current < 42.0 cci36_current < 0 cci55_current < 0 These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: _Symbol. Timeframes: M15. These are source-recorded labels, not verified execution behavior.