Extracted algorithm research record
Crossing Moving Average
Enters trades when moving averages cross, with a momentum filter.
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
Opacity warnings
- UNDEFINED ENTRY TERM: the entry conditions are prose naming a concept with no numeric definition, so two readers would implement them differently. Advisory only -- this does not affect the score.
Recorded market & execution profile
- Recorded markets
- EURUSD
- Recorded timeframes
- M15
- Recorded sessions
- any
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| MA | {"period": null} | close |
| MA | {"period": null} | close |
| Momentum | {} | close |
Extracted strategy rules
Recorded long-entry rules
- MA_First[1] > MA_Second[1] + ExtMA_MinimumDistance && MA_First[2] < MA_Second[2] - ExtMA_MinimumDistance
Recorded short-entry rules
- MA_First[1] < MA_Second[1] - ExtMA_MinimumDistance && MA_First[2] > MA_Second[2] + ExtMA_MinimumDistance
Recorded exit rules
- Not specified in the extracted record.
Recorded filters
- Momentum filter
- Stop loss
- Stop Loss can be disabled - set to '0.0'
- Take profit
- Take Profit can be disabled - set to '0.0'
- Position sizing
- Fixed and set in the Lots parameter
Questions about this record
What entry rules are recorded for Crossing Moving Average?
Long: MA_First[1] > MA_Second[1] + ExtMA_MinimumDistance && MA_First[2] < MA_Second[2] - ExtMA_MinimumDistance Short: MA_First[1] < MA_Second[1] - ExtMA_MinimumDistance && MA_First[2] > MA_Second[2] + ExtMA_MinimumDistance These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: EURUSD. Timeframes: M15. These are source-recorded labels, not verified execution behavior.