Extracted algorithm research record
LRCMACD
A strategy using Linear Regression Candles and MACD for trading.
Source & extraction context
Evidence label: source_code (source claim, not independent verification). Recorded completeness: 100.0/100. 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 indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Linear Regression Candles | {"period": 11, "signal_period": 5} | close |
| MACD | {"fast": 34, "signal": 1, "slow": 144} | close |
Extracted strategy rules
Recorded long-entry rules
- md1 > 0 && md2 > 0 && lrc_c1 > lrc_o1 && lrc_c1 > lrc_s1
- lrc_c2 <= lrc_s2
- lrc_c2 > lrc_o2
- mdi > 0 && lrc_ci < lrc_oi
- lrc_ci > lrc_oi
Recorded short-entry rules
- md1 < 0 && md2 < 0 && lrc_c1 < lrc_o1 && lrc_c1 < lrc_s1
- lrc_c2 >= lrc_s2
- lrc_c2 < lrc_o2
- mdi < 0 && lrc_ci > lrc_oi
- lrc_ci < lrc_oi
Recorded exit rules
- Trailing Stop
- Equity Drawdown Limit
Recorded filters
- News Filter
- Max Spread 30 pips
- Max Margin Level 300%
- Magic Number 1000
- Order Filling Default
- Stop loss
- sl = iLow(s, 0, il) - SLDev * point
- Take profit
- tp = in + TPCoef * d
- Position sizing
- Risk = 1.0%
Questions about this record
What entry rules are recorded for LRCMACD?
Long: md1 > 0 && md2 > 0 && lrc_c1 > lrc_o1 && lrc_c1 > lrc_s1 lrc_c2 <= lrc_s2 lrc_c2 > lrc_o2 mdi > 0 && lrc_ci < lrc_oi lrc_ci > lrc_oi Short: md1 < 0 && md2 < 0 && lrc_c1 < lrc_o1 && lrc_c1 < lrc_s1 lrc_c2 >= lrc_s2 lrc_c2 < lrc_o2 mdi < 0 && lrc_ci > lrc_oi lrc_ci < lrc_oi These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: EURUSD, GBPUSD, USDJPY, AUDUSD, NZDUSD, USDCAD, EURJPY, GBpjpy, AUDJPY, NZDJPY, USDCHF, EURCHF. Timeframes: M15. These are source-recorded labels, not verified execution behavior.