{
  "id": 1072,
  "rank": 767,
  "name": "XXDJI-M5-EngulfingGap",
  "aka": [
    "XXDJI-M5-EngulfingGap_wfa",
    "XXDJI-M5-EngulfingGap_result",
    "XXDJI-M5-EngulfingGapv1.itf",
    "XXDJI-M5-EngulfingGap"
  ],
  "family": "B",
  "subtype": "B1",
  "one_liner": "A strategy based on engulfing bars with range at least 1 ATR, using Bollinger Bands as a trend filter.",
  "market_regime": "trending|ranging|volatile",
  "timeframes": [
    "5 minutes"
  ],
  "symbols": [
    "DJI"
  ],
  "sessions": [
    "UK Daylight Savings Months",
    "US Daylight Savings Months",
    "Australian Daylight Savings Months"
  ],
  "indicators": [
    {
      "name": "Bollinger Bands",
      "params": {
        "period": 50,
        "multiplier": 2
      },
      "applied_to": "close"
    },
    {
      "name": "Bollinger Bands",
      "params": {
        "period": 50,
        "multiplier": 2
      },
      "applied_to": "close"
    }
  ],
  "entry_long": [
    "bolltrendBull AND close[1] < open[1] AND close > open AND close > open[1] AND close - open > longbarmultiplier * atr14 + longbar"
  ],
  "entry_short": [
    "bolltrendBear AND close[1] > open[1] AND close < open AND close < open[1] AND open - close > shortbarmultiplier * atr14 + shortbar"
  ],
  "exit_rules": [
    "Trailing Stop mechanism"
  ],
  "filters": [
    "High spread periods",
    "Market open periods"
  ],
  "stop_loss": "50 pips",
  "take_profit": "4 times stop loss",
  "position_size": "1 contract",
  "evidence_type": "source_code",
  "completeness": 80.0,
  "signal_warnings": null,
  "claim_warnings": null,
  "opacity_warnings": null,
  "build_warnings": null,
  "canonical": "https://prismaticalgos.com/compendium/algo/1072-xxdji-m5-engulfinggap",
  "snapshot": "2026-10-31 15:46 UTC",
  "source_url": "https://www.prorealcode.com/prorealtime-trading-strategies/strategy-xxdji-m5-engulfinggap/",
  "limitations": "These are machine-extracted research records, not verified trading systems. Catalog rank measures specification detail and claimed evidence, not profitability. The catalog extraction pipeline did not independently backtest these records. Its separate selected testing ledger does not validate the wider corpus. Rules, labels and parameters can be incomplete or wrong; consult the original source and its reuse terms."
}