Extracted algorithm research record
Contrarian trade MA
Enters long if the close price is above the highest high or if the MA is above the open price, and enters short if the close price is below the lowest low or if the MA is below the open price.
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
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
- W1
- Recorded sessions
- Not specified
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| iMA | {"period": null, "shift": 1} | close |
Extracted strategy rules
Recorded long-entry rules
- (max < rates[1].close) || (ma[1] > rates[0].open)
Recorded short-entry rules
- (min > rates[1].close) || (ma[1] < rates[0].open)
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
- Lots
Questions about this record
What entry rules are recorded for Contrarian trade MA?
Long: (max < rates[1].close) || (ma[1] > rates[0].open) Short: (min > rates[1].close) || (ma[1] < rates[0].open) These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: Not specified. Timeframes: W1. These are source-recorded labels, not verified execution behavior.