Extracted algorithm research record
Historical Maximum Breakout
Buy at pivot highs breakouts and sell at relative minimums between the breakout of a pivot high and that pivot high.
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
Build warnings
- DAILY_LOW_COUNT: daily-or-slower timeframe on a single instrument. Expect well under 100 trades in five years, so a backtest will rarely reach statistical significance on its own.
Recorded market & execution profile
- Recorded markets
- Stocks/ETFs
- Recorded timeframes
- Daily, Weekly, Monthly
- Recorded sessions
- Not specified
- Recorded regime
- trending|volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| No indicator stack was recorded. This does not establish a price-action-only strategy. | ||
Extracted strategy rules
Recorded long-entry rules
- high > currentMax
- low < low[1] and currentMax > historicalMax
- buyPrice = historicalMax
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- exitPrice = currentMin * (1 - exitFilter/100)
- high < high[1] and currentMax > historicalMax
- exitPrice = max(breakevenStop, exitPrice)
- sell at exitPrice stop
Recorded filters
- Not specified in the extracted record.
- Stop loss
- null
- Take profit
- null
- Position sizing
- positionSize = ROUND((equity * risk/100) / (buyPrice - exitPrice))
Questions about this record
What entry rules are recorded for Historical Maximum Breakout?
Long: high > currentMax low < low[1] and currentMax > historicalMax buyPrice = historicalMax Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: Stocks/ETFs. Timeframes: Daily, Weekly, Monthly. These are source-recorded labels, not verified execution behavior.