Extracted algorithm research record
ckcpdi-crossovers-live-trading
Detects Chikou Span crossovers over Kijun-sen, with ADX/DI filtering and session gating for live trading.
Source & extraction context
Evidence label: backtest_shown (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 timeframes
- M1, M30
- Recorded sessions
- Frankfurt open 08:00-11:00 GMT
- Recorded regime
- volatile|trending
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Ichimoku | {"kijun": 26, "senkou": 52, "tenkan": 9} | close |
| ADX | {"period": 14} | close |
Extracted strategy rules
Recorded long-entry rules
- Chikou crosses above Kijun
- ADX +DI > -DI
- Chikou beyond price (CP) confirmation
- DI gate
Recorded short-entry rules
- Chikou crosses below Kijun
- ADX -DI > +DI
- Chikou beyond price (CP) confirmation
- DI gate
Recorded exit rules
- Opposite DI cross
- Fixed pip target (30 pips on Gold)
- Price closes beyond Tenkan
- Chikou crosses Kijun again
Recorded filters
- Session filter for Frankfurt open 08:00-11:00 GMT
- Stop loss
- Size stop losses to the timeframe — M30 swings can need a wider stop held over several hours
- Take profit
- Fixed pip target (30 pips on Gold)
- Position sizing
- 0.10 lots, 20 deviation points
Questions about this record
What entry rules are recorded for ckcpdi-crossovers-live-trading?
Long: Chikou crosses above Kijun ADX +DI > -DI Chikou beyond price (CP) confirmation DI gate Short: Chikou crosses below Kijun ADX -DI > +DI Chikou beyond price (CP) confirmation DI gate These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: XAUUSD, NAS100, US30, BTCUSD. Timeframes: M1, M30. These are source-recorded labels, not verified execution behavior.