Extracted algorithm research record
2MACDSTO
A strategy using two MACDs and Stochastic Oscillator with buy and sell signals based on MACD crossovers and Stochastic levels
Source & extraction context
Evidence label: source_code (source claim, not independent verification). Recorded completeness: 80.0/100. 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
- NZDUSD
- Recorded timeframes
- 3H
- Recorded sessions
- Not specified
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| MACD | {"fast": 13, "period": 13, "signal": 1, "slow": 21} | close |
| MACD | {"fast": 34, "period": 34, "signal": 1, "slow": 144} | close |
| Stochastic | {"period": 7, "slow_period": 3, "slow_slowing": 3} | highlow |
Extracted strategy rules
Recorded long-entry rules
- M2[2] > 0 && M1[2] < 0 && STO_M[2] < 20 && STO_M[2] <= STO_S[2] && STO_M[1] > STO_S[1]
Recorded short-entry rules
- M2[2] < 0 && M1[2] > 0 && STO_M[2] > 80 && STO_M[2] >= STO_S[2] && STO_M[1] < STO_S[1]
Recorded exit rules
- Trailing Stop
- Equity Drawdown Limit
- Grid
Recorded filters
- News Filter
- Max Spread 30 pips
- Max Margin Level 300%
- 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 2MACDSTO?
Long: M2[2] > 0 && M1[2] < 0 && STO_M[2] < 20 && STO_M[2] <= STO_S[2] && STO_M[1] > STO_S[1] Short: M2[2] < 0 && M1[2] > 0 && STO_M[2] > 80 && STO_M[2] >= STO_S[2] && STO_M[1] < STO_S[1] These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: NZDUSD. Timeframes: 3H. These are source-recorded labels, not verified execution behavior.