Extracted algorithm research record
XXDJI-M5-EngulfingGap
A strategy based on engulfing bars with range at least 1 ATR, using Bollinger Bands as a trend filter.
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
- DJI
- Recorded timeframes
- 5 minutes
- Recorded sessions
- UK Daylight Savings Months, US Daylight Savings Months, Australian Daylight Savings Months
- Recorded regime
- trending|ranging|volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Bollinger Bands | {"multiplier": 2, "period": 50} | close |
| Bollinger Bands | {"multiplier": 2, "period": 50} | close |
Extracted strategy rules
Recorded long-entry rules
- bolltrendBull AND close[1] < open[1] AND close > open AND close > open[1] AND close - open > longbarmultiplier * atr14 + longbar
Recorded short-entry rules
- bolltrendBear AND close[1] > open[1] AND close < open AND close < open[1] AND open - close > shortbarmultiplier * atr14 + shortbar
Recorded exit rules
- Trailing Stop mechanism
Recorded filters
- High spread periods
- Market open periods
- Stop loss
- 50 pips
- Take profit
- 4 times stop loss
- Position sizing
- 1 contract
Questions about this record
What entry rules are recorded for XXDJI-M5-EngulfingGap?
Long: bolltrendBull AND close[1] < open[1] AND close > open AND close > open[1] AND close - open > longbarmultiplier * atr14 + longbar Short: bolltrendBear AND close[1] > open[1] AND close < open AND close < open[1] AND open - close > shortbarmultiplier * atr14 + shortbar These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: DJI. Timeframes: 5 minutes. These are source-recorded labels, not verified execution behavior.