Extracted algorithm research record
Session Open Carry
Enters a position based on the session open price and holds it overnight, with optional take-profit and trailing stop.
Source & extraction context
Evidence label: backtest_shown (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
Claim warnings
- THIN SAMPLE: 42 trades - below the ~100 needed before a win rate or profit factor carries much information.
- RECOVERY SIZING: position size increases after losses (martingale/grid/averaging). Equity curves look smooth until the run that does not recover - judge it on worst-case exposure, not win rate.
Recorded market & execution profile
- Recorded markets
- Si futures
- Recorded timeframes
- M1
- Recorded sessions
- default session clock
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| No indicator stack was recorded. This does not establish a price-action-only strategy. | ||
Extracted strategy rules
Recorded long-entry rules
- last price > session open
Recorded short-entry rules
- last price < session open
Recorded exit rules
- exit at set minute on a later day
- exit if stop level is touched
Recorded filters
- no grid, no martingale, no averaging
- Stop loss
- low of the session for a long position, high of the session for a short position
- Take profit
- partial take-profit in the 'Take' mode, trailing stop in the 'Take and Trail' mode
- Position sizing
- minimum lot by default, fixed lot or lot by capital, lot ceiling of 20
Questions about this record
What entry rules are recorded for Session Open Carry?
Long: last price > session open Short: last price < session open These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: Si futures. Timeframes: M1. These are source-recorded labels, not verified execution behavior.