Extracted algorithm research record
AFAOSMD
A strategy using Average Force, Andean Oscillator, and MACD
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
- NZDCAD
- Recorded timeframes
- 30M
- Recorded sessions
- Not specified
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Average Force | {"period": 20, "smooth": 9} | close |
| Andean Oscillator | {"period": 50, "signal_period": 9} | close |
| MACD | {"fast": 100, "slow": 200} | close |
Extracted strategy rules
Recorded long-entry rules
- AOS(AOS_BI_BULL, 1) > AOS(AOS_BI_BEAR, 1)
- AF(2) < 0 && AF(1) > 0
- MD(2) > 0 && MD(1) > 0
- MD(2) < MD(1)
Recorded short-entry rules
- AOS(AOS_BI_BULL, 1) < AOS(AOS_BI_BEAR, 1)
- AF(2) > 0 && AF(1) < 0
- MD(2) < 0 && MD(1) < 0
- MD(2) > MD(1)
Recorded exit rules
- BuySL(SLType, SLLookback, in, SLDev, 1)
- SellSL(SLType, SLLookback, in, SLDev, 1)
Recorded filters
- News Enable
- News Importance
- News Minutes Before
- News Minutes After
- News Start Year to Fetch for Backtesting (0: Disable)
- 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 AFAOSMD?
Long: AOS(AOS_BI_BULL, 1) > AOS(AOS_BI_BEAR, 1) AF(2) < 0 && AF(1) > 0 MD(2) > 0 && MD(1) > 0 MD(2) < MD(1) Short: AOS(AOS_BI_BULL, 1) < AOS(AOS_BI_BEAR, 1) AF(2) > 0 && AF(1) < 0 MD(2) < 0 && MD(1) < 0 MD(2) > MD(1) These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: NZDCAD. Timeframes: 30M. These are source-recorded labels, not verified execution behavior.