Extracted algorithm research record
London Breakout
Trade the H1 close that breaks the Asian range (00:00–07:00 GMT) during the London window (07:00–10:00 GMT), filtered by the W1 EMA-26 trend, with TP at 1.5× Asian range and SL at the opposite range boundary. Force-close at 17:00 GMT.
Source & extraction context
Evidence label: backtest_shown (source claim, not independent verification). Recorded completeness: 80.0/100. Neither is a performance result.
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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
- GBPUSD
- Recorded timeframes
- H1
- Recorded sessions
- London open 07:00-10:00 GMT
- Recorded regime
- trending|volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| W1 EMA | {"period": 26} | close |
Extracted strategy rules
Recorded long-entry rules
- Close above the Asian high
Recorded short-entry rules
- Close below the Asian low
Recorded exit rules
- At 1.5× the Asian range or at 17:00 GMT
Recorded filters
- W1 EMA-26 trend
- Stop loss
- At the opposite range boundary
- Take profit
- At 1.5× the Asian range
- Position sizing
- 0.5% risk for 30 days, then 1.0% for 60 days, then 1.5% thereafter
Questions about this record
What entry rules are recorded for London Breakout?
Long: Close above the Asian high Short: Close below the Asian low These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: GBPUSD. Timeframes: H1. These are source-recorded labels, not verified execution behavior.