Extracted algorithm research record
3MACD
A strategy using triple MACDs for scalping
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
- AUDUSD
- Recorded timeframes
- 5M
- Recorded sessions
- Not specified
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| MACD | {"fast": 5, "period": 5, "signal": 1, "slow": 8} | close |
| MACD | {"fast": 13, "period": 13, "signal": 1, "slow": 21} | close |
| MACD | {"fast": 34, "period": 34, "signal": 1, "slow": 144} | close |
Extracted strategy rules
Recorded long-entry rules
- M3[1] > 0 && M2[1] > 0 && M2[2] > 0 && M2[3] > 0 && M2[1] > M2[2] && M2[2] < M2[3]
- M3[1] > 0 && M3[2] > 0 && M3[3] > 0 && M3[1] > M3[2] && M3[2] < M3[3]
Recorded short-entry rules
- M3[1] < 0 && M2[1] < 0 && M2[2] < 0 && M2[3] < 0 && M2[1] < M2[2] && M2[2] > M2[3]
- M3[1] < 0 && M3[2] < 0 && M3[3] < 0 && M3[1] < M3[2] && M3[2] > M3[3]
Recorded exit rules
- Not specified in the extracted record.
Recorded filters
- News Enable
- News Importance
- News Minutes Before
- News Minutes After
- News Start Year to Fetch for Backtesting (0: Disable)
- Spread Limit (Points) (-1: Disable)
- Margin Limit (%) (0: Disable)
- Multiple Open Positions
- Allow Opening New Position
- Stop loss
- BuySL(SLType, SLLookback, in, SLDev, 1)
- Take profit
- in + TPCoef * MathAbs(in - sl)
- Position sizing
- Risk * 0.01
Questions about this record
What entry rules are recorded for 3MACD?
Long: M3[1] > 0 && M2[1] > 0 && M2[2] > 0 && M2[3] > 0 && M2[1] > M2[2] && M2[2] < M2[3] M3[1] > 0 && M3[2] > 0 && M3[3] > 0 && M3[1] > M3[2] && M3[2] < M3[3] Short: M3[1] < 0 && M2[1] < 0 && M2[2] < 0 && M2[3] < 0 && M2[1] < M2[2] && M2[2] > M2[3] M3[1] < 0 && M3[2] < 0 && M3[3] < 0 && M3[1] < M3[2] && M3[2] > M3[3] These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: AUDUSD. Timeframes: 5M. These are source-recorded labels, not verified execution behavior.