Extracted algorithm research record
Crash300EA
Detects spikes in the Crash 300 Index and enters long positions during the post-spike drift.
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
Claim warnings
- RECOVERY SIZING: position size increases after losses (martingale/grid/averaging). Equity curves look smooth until the run that does not recover - judge it on worst-case exposure, not win rate.
Recorded market & execution profile
- Recorded markets
- Crash 300 Index
- Recorded timeframes
- M1
- Recorded sessions
- Tier 1: 09:00-12:00 GMT, 16:00-20:00 GMT; Tier 2: 07:00-09:00 GMT, 12:00-16:00 GMT; blocked hours: 20:00-23:59 GMT
- Recorded regime
- trending
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
- open-to-low drop above SPIKE_THRESHOLD
- bull candle within ENTRY_MAX_BARS_AFTER_SPIKE bars after spike
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- take-profit at TP_DISTANCE_POINTS
- stop-loss at SL_DISTANCE_POINTS
- time limit
- next spike
Recorded filters
- max spread MAX_SPREAD_POINTS
- time filter based on UTC hour
- Stop loss
- SL_DISTANCE_POINTS
- Take profit
- TP_DISTANCE_POINTS
- Position sizing
- fractional Kelly with KELLY_FRACTION, capped by free margin
Questions about this record
What entry rules are recorded for Crash300EA?
Long: open-to-low drop above SPIKE_THRESHOLD bull candle within ENTRY_MAX_BARS_AFTER_SPIKE bars after spike Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: Crash 300 Index. Timeframes: M1. These are source-recorded labels, not verified execution behavior.