Extracted algorithm research record
Lift up and down DAX 5M
Enters long on Monday until Thursday if close crosses above yesterday's high and MA(14) is above close, and enters short on Monday and Tuesday if close crosses below yesterday's low and MA(9) is below close.
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
- Recorded sessions
- Monday 08:45-11:30 GMT, Tuesday 08:45-11:30 GMT
- Recorded regime
- trending|ranging|volatile|breakout|any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| DHigh | {"period": 1} | close |
| Average | {"period": 14} | close |
| Average | {"period": 9} | close |
Extracted strategy rules
Recorded long-entry rules
- Not LongOnMarket AND Time >= BuyTime AND close CROSSES OVER DHigh(1) AND close > Average[14](close) AND LongTradeCounter < 2 AND CurrentDayOfWeek <> 5
Recorded short-entry rules
- Not ShortOnMarket AND Time >= BuyTime AND close CROSSES UNDER DLow(1) AND close < Average[9](close) AND ShortTradeCounter < 2 AND CurrentDayOfWeek < 3
Recorded exit rules
- LongOnMarket AND Time = SellTime
- ShortOnMarket AND Time = SellTime
Recorded filters
- close CROSSES OVER DHigh(1)
- close CROSSES UNDER DLow(1)
- CurrentDayOfWeek <> 5 for long
- CurrentDayOfWeek < 3 for short
- Stop loss
- sl = 50
- Take profit
- tp = 130 for long, tp = 30 for short
- Position sizing
- PositionSize = abs(round((maxrisk/StopLoss)/PointValue)*pipsize)
Questions about this record
What entry rules are recorded for Lift up and down DAX 5M?
Long: Not LongOnMarket AND Time >= BuyTime AND close CROSSES OVER DHigh(1) AND close > Average[14](close) AND LongTradeCounter < 2 AND CurrentDayOfWeek <> 5 Short: Not ShortOnMarket AND Time >= BuyTime AND close CROSSES UNDER DLow(1) AND close < Average[9](close) AND ShortTradeCounter < 2 AND CurrentDayOfWeek < 3 These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: DAX. Timeframes: M5. These are source-recorded labels, not verified execution behavior.