Extracted algorithm research record
DcaTpLong
量化交易策略，结合DCA和网格交易逻辑
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
- binance
- Recorded timeframes
- 30m
- Recorded sessions
- any
- Recorded regime
- trending|volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| MACD | {} | close |
| KDJ | {} | close |
| ADX | {} | close |
| EMA | {"period": 9} | close |
| EMA | {"period": 21} | close |
| EMA | {"period": 99} | close |
| RSI | {} | close |
Extracted strategy rules
Recorded long-entry rules
- MACD金叉
- KDJ金叉
- ADX>25
- EMA9>EMA21>EMA99
- 布林下轨且RSI<35
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- 浮盈止盈后加仓至总资金的5%
- 触发浮亏DCA后，止盈时减至总资金5%
- 触发TP止盈时减仓30%
Recorded filters
- 无
- Stop loss
- Not specified
- Take profit
- Not specified
- Position sizing
- 初始仓位大小为总资金的5%，根据总资金collateral和仓位大小margin调整仓位
Questions about this record
What entry rules are recorded for DcaTpLong?
Long: MACD金叉 KDJ金叉 ADX>25 EMA9>EMA21>EMA99 布林下轨且RSI<35 Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: binance. Timeframes: 30m. These are source-recorded labels, not verified execution behavior.