# XXDJI-M5-EngulfingGap

A strategy based on engulfing bars with range at least 1 ATR, using Bollinger Bands as a trend filter.

Canonical: https://prismaticalgos.com/compendium/algo/1072-xxdji-m5-engulfinggap
Record ID: 1072
Catalog rank: 767 (reading order, not performance)
Snapshot: 2026-10-31 15:46 UTC
Family: Mean Reversion & Counter-Trend (B)
Source: https://www.prorealcode.com/prorealtime-trading-strategies/strategy-xxdji-m5-engulfinggap/
Evidence label (unverified): source_code

## Scope and 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.

No endorsement, ownership claim or source-code reuse permission is implied.

## Extraction warnings

No automated warnings recorded; this is not validation.

## Recorded profile

- symbols: DJI
- timeframes: 5 minutes
- sessions: UK Daylight Savings Months, US Daylight Savings Months, Australian Daylight Savings Months
- market_regime: trending|ranging|volatile

## Indicators

- Bollinger Bands: {"multiplier": 2, "period": 50}; applied to: close
- Bollinger Bands: {"multiplier": 2, "period": 50}; applied to: close

## 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

## Risk controls

- Stop loss: 50 pips
- Take profit: 4 times stop loss
- Position sizing: 1 contract