Extracted algorithm research record
MACD with Regime Gate and Classifier
Uses MACD crossovers with a regime filter and Random Forest classifier for position sizing.
Source & extraction context
Evidence label: backtest_shown (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
- EURUSD
- Recorded timeframes
- H1
- Recorded sessions
- Not specified
- Recorded regime
- trending|ranging|volatile|breakout|any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| MACD | {"fast": 12, "signal": 9, "slow": 26} | close |
| ATR | {"period": 14} | close |
Extracted strategy rules
Recorded long-entry rules
- macd_hist crosses above macd_signal
Recorded short-entry rules
- macd_hist crosses below macd_signal
Recorded exit rules
- triple-barrier method with 1.5x and 1.0x target volatility
Recorded filters
- min_hist_atr
- confirm_bars
- zero_line_required
- Stop loss
- 1.0x target volatility
- Take profit
- 1.5x target volatility
- Position sizing
- scaled by classifier's predicted probability of success
Questions about this record
What entry rules are recorded for MACD with Regime Gate and Classifier?
Long: macd_hist crosses above macd_signal Short: macd_hist crosses below macd_signal These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: EURUSD. Timeframes: H1. These are source-recorded labels, not verified execution behavior.