Extracted algorithm research record
SignalMAAboveBelow 3
Opens positions based on the relationship between the close price and the indicator on the current and previous bars.
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
- any
- Recorded timeframes
- any
- Recorded sessions
- any
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Moving Average | {"applied_to": "close", "method": "SMA", "period": 12, "shift": 0} | Not specified |
| VSI - Volatility Switch Indicator | Not specified | Not specified |
Extracted strategy rules
Recorded long-entry rules
- m_close.GetData(idx+1)-m_open.GetData(idx+1)<m_previous_bar_size*PriceLevelUnit()
- m_close.GetData(idx)-m_open.GetData(idx)<m_current_bar_size*PriceLevelUnit()
Recorded short-entry rules
- m_open.GetData(idx+1)-m_close.GetData(idx+1)<m_previous_bar_size*PriceLevelUnit()
- m_open.GetData(idx)-m_close.GetData(idx)<m_current_bar_size*PriceLevelUnit()
Recorded exit rules
- not specified in the source
Recorded filters
- Reverse flag
- max spread not specified
- Stop loss
- Not specified
- Take profit
- Not specified
- Position sizing
- Not specified
Questions about this record
What entry rules are recorded for SignalMAAboveBelow 3?
Long: m_close.GetData(idx+1)-m_open.GetData(idx+1)<m_previous_bar_size*PriceLevelUnit() m_close.GetData(idx)-m_open.GetData(idx)<m_current_bar_size*PriceLevelUnit() Short: m_open.GetData(idx+1)-m_close.GetData(idx+1)<m_previous_bar_size*PriceLevelUnit() m_open.GetData(idx)-m_close.GetData(idx)<m_current_bar_size*PriceLevelUnit() These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: any. Timeframes: any. These are source-recorded labels, not verified execution behavior.