Extracted algorithm research record
Open Range Breakout DAX 5/15M
Trades based on open range breakout with specific time windows and fixed position sizing.
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
- M5, M15
- Recorded sessions
- 9:00-11:30 GMT, 13:00-17:15 GMT
- Recorded regime
- volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Tema | {"period": 5} | close |
Extracted strategy rules
Recorded long-entry rules
- signal CROSSES OVER DailyHigh AND TradeCounterLong = 0
Recorded short-entry rules
- signal CROSSES UNDER DailyLow AND close < DClose(1) AND TradeCounterShort = 0
Recorded exit rules
- Time = SellTime
Recorded filters
- no trading during lunch
- short breakouts after 1500 are not profitable
- Stop loss
- sl
- Take profit
- tp
- Position sizing
- PositionSize = abs(round((maxrisk/StopLoss)/PointValue)*pipsize)
Questions about this record
What entry rules are recorded for Open Range Breakout DAX 5/15M?
Long: signal CROSSES OVER DailyHigh AND TradeCounterLong = 0 Short: signal CROSSES UNDER DailyLow AND close < DClose(1) AND TradeCounterShort = 0 These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: DAX. Timeframes: M5, M15. These are source-recorded labels, not verified execution behavior.