Extracted algorithm research record
Ilan iMA
Trend-following strategy using iMA with position sizing based on losing positions.
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
- trending
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| iMA | {"period": null} | close |
Extracted strategy rules
Recorded long-entry rules
- ma[0]>ma[1] && ma[1]>ma[2] && ma[2]>ma[3] && m_symbol.Ask()<ma[0]
Recorded short-entry rules
- ma[0]<ma[1] && ma[1]<ma[2] && ma[2]<ma[3] && m_symbol.Bid()>ma[0]
Recorded exit rules
- Not specified in the extracted record.
Recorded filters
- Not specified in the extracted record.
- Stop loss
- null
- Take profit
- null
- Position sizing
- If there are more than one position, the highest volume is multiplied by Lot exponent. If a position is losing at least Step pips, a new position is opened in the same direction.
Questions about this record
What entry rules are recorded for Ilan iMA?
Long: ma[0]>ma[1] && ma[1]>ma[2] && ma[2]>ma[3] && m_symbol.Ask()<ma[0] Short: ma[0]<ma[1] && ma[1]<ma[2] && ma[2]<ma[3] && m_symbol.Bid()>ma[0] 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.