Extracted algorithm research record
MACD Oscillator
Momentum trading strategy using short and long term moving averages of close prices.
Source & extraction context
Evidence label: backtest_shown (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
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
- any
- Recorded timeframes
- D1
- Recorded sessions
- any
- Recorded regime
- trending|ranging|volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| EMA | {"period": 12} | close |
| EMA | {"period": 26} | close |
Extracted strategy rules
Recorded long-entry rules
- short term EMA is above long term EMA
Recorded short-entry rules
- short term EMA is below long term EMA
Recorded exit rules
- no explicit exit rules given
Recorded filters
- no filters mentioned
- Stop loss
- not specified
- Take profit
- not specified
- Position sizing
- not specified
Questions about this record
What entry rules are recorded for MACD Oscillator?
Long: short term EMA is above long term EMA Short: short term EMA is below long term EMA These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: any. Timeframes: D1. These are source-recorded labels, not verified execution behavior.