Extracted algorithm research record
SwingBreak
Enters trades based on pin bar and engulfing patterns at support and resistance 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
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
- DAX
- Recorded timeframes
- 1 Min
- Recorded sessions
- 09:00-15:00 GMT
- Recorded regime
- ranging|volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| AverageTrueRange | {"period": 5} | close |
| ExponentialAverage | {"period": 21} | close |
Extracted strategy rules
Recorded long-entry rules
- AverageTrueRange[1500](Close) > 3 and CLOSE > ExponentialAverage[21](Close)
- UP and LPAT <= L01H and HPAT > L01H
- UP and LPAT <= L02H and HPAT > L02H
- UP and LPAT <= L03H and HPAT > L03H
- UP and LPAT <= L04H and HPAT > L04H
- UP and LPAT > HMAX
Recorded short-entry rules
- AverageTrueRange[1500](Close) > 3 and CLOSE < ExponentialAverage[21](Close)
- DW and HPAT >= H01H and LPAT < H01H
- DW and HPAT >= H02H and LPAT < H02H
- DW and HPAT >= H03H and LPAT < H03H
- DW and HPAT >= H04H and LPAT < H04H
- DW and HPAT < LMIN
Recorded exit rules
- Barindex>=MYINDEX+NDBARLIMIT
- DELTAPROFIT<DS AND DELTAPROFIT>DS*N AND TimeToStop AND GiornoTrading
Recorded filters
- news filter
- max spread 1 point
- Stop loss
- high[0]-low[0])/Pointsize+1
- Take profit
- SL*T
- Position sizing
- 1*LOTTO, 2*LOTTO, 4*LOTTO based on previous trades
Questions about this record
What entry rules are recorded for SwingBreak?
Long: AverageTrueRange[1500](Close) > 3 and CLOSE > ExponentialAverage[21](Close) UP and LPAT <= L01H and HPAT > L01H UP and LPAT <= L02H and HPAT > L02H UP and LPAT <= L03H and HPAT > L03H UP and LPAT <= L04H and HPAT > L04H UP and LPAT > HMAX Short: AverageTrueRange[1500](Close) > 3 and CLOSE < ExponentialAverage[21](Close) DW and HPAT >= H01H and LPAT < H01H DW and HPAT >= H02H and LPAT < H02H DW and HPAT >= H03H and LPAT < H03H DW and HPAT >= H04H and LPAT < H04H DW and HPAT < LMIN These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: DAX. Timeframes: 1 Min. These are source-recorded labels, not verified execution behavior.