Extracted algorithm research record
2MOMEMA
A strategy using two Momentums and EMAs
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
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
- M1
- Recorded sessions
- ANY
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| EMA | {"period": 10} | close |
| EMA | {"period": 34} | close |
| Momentum | {"period": 10} | close |
| Momentum | {"period": 34} | close |
Extracted strategy rules
Recorded long-entry rules
- Ind(FMOM_handle, 1) > 100 && Ind(FMOM_handle, 2) <= 100
- Ind(SMOM_handle, i) <= 100 for 10 iterations
- Ind(FMA_handle, i) <= Ind(SMA_handle, i) for 10 iterations
Recorded short-entry rules
- Ind(FMOM_handle, 1) < 100 && Ind(FMOM_handle, 2) >= 100
- Ind(SMOM_handle, i) >= 100 for 10 iterations
- Ind(FMA_handle, i) >= Ind(SMA_handle, i) for 10 iterations
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 2MOMEMA?
Long: Ind(FMOM_handle, 1) > 100 && Ind(FMOM_handle, 2) <= 100 Ind(SMOM_handle, i) <= 100 for 10 iterations Ind(FMA_handle, i) <= Ind(SMA_handle, i) for 10 iterations Short: Ind(FMOM_handle, 1) < 100 && Ind(FMOM_handle, 2) >= 100 Ind(SMOM_handle, i) >= 100 for 10 iterations Ind(FMA_handle, i) >= Ind(SMA_handle, i) for 10 iterations These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: ANY. Timeframes: M1. These are source-recorded labels, not verified execution behavior.