Extracted algorithm research record
MACD-EMA-Strategy-v6.01
A strategy that uses MACD and EMA to generate trade signals and implements ATR-based trailing stop loss.
Source & extraction context
Evidence label: source_code (source claim, not independent verification). Recorded completeness: 85.0/100. 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
- any
- Recorded timeframes
- any
- Recorded sessions
- any
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| MACD | {"fast": 12, "signal": 9, "slow": 26} | close |
| EMA | {"period": 100} | close |
| ATR | {"period": 14} | close |
Extracted strategy rules
Recorded long-entry rules
- MACD crosses above the signal line and both MACD and EMA are below zero
Recorded short-entry rules
- MACD crosses below the signal line and both MACD and EMA are above zero
Recorded exit rules
- Trailing stop loss based on ATR
Recorded filters
- Not specified in the extracted record.
- Stop loss
- Stop loss is placed at the ATR multiple away from the entry price
- Take profit
- Not explicitly defined in the source
- Position sizing
- Optimal lot size calculated based on ATR, risk percentage, and trade direction
Questions about this record
What entry rules are recorded for MACD-EMA-Strategy-v6.01?
Long: MACD crosses above the signal line and both MACD and EMA are below zero Short: MACD crosses below the signal line and both MACD and EMA are above zero These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: any. Timeframes: any. These are source-recorded labels, not verified execution behavior.