Extracted algorithm research record
Dax Reversal Catcher M30
A mean reversion setup for DAX using Bollinger Bands, VWAP, and EMAs.
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
No automated warnings are recorded in this snapshot. This does not establish that the extraction or system is sound.
Recorded market & execution profile
- Recorded markets
- DAX
- Recorded timeframes
- M30
- Recorded sessions
- Not specified
- Recorded regime
- ranging|volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Bollinger Bands | {"mult": 1.5, "period": 20} | close |
| TEMA | {"period": 21} | close |
| TEMA | {"period": 50} | close |
| VWAP | {} | typicalprice |
Extracted strategy rules
Recorded long-entry rules
- Low[1] < BBlower[1] AND close > BBlower AND close < BBupper AND hhLLong AND upTrend AND vwapBreakout
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- (close > BBupper) OR (ema21 crosses under ema50)
Recorded filters
- Not specified in the extracted record.
- Stop loss
- low[1]
- Take profit
- null
- Position sizing
- 1 SHARES
Questions about this record
What entry rules are recorded for Dax Reversal Catcher M30?
Long: Low[1] < BBlower[1] AND close > BBlower AND close < BBupper AND hhLLong AND upTrend AND vwapBreakout Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: DAX. Timeframes: M30. These are source-recorded labels, not verified execution behavior.