Extracted algorithm research record
yesterday_candle
Trade breakouts relative to yesterday’s candle body on the Daily timeframe, with directional permission from two higher timeframes.
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
- default current chart symbol
- Recorded timeframes
- D1, H1, H4
- Recorded sessions
- optional session filter with StartHour and EndHour
- Recorded regime
- breakout
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| EMA | {"applied_to": "close", "period": "Fast Period"} | HTF1 and HTF2 |
| EMA | {"applied_to": "close", "period": "Slow Period"} | HTF1 and HTF2 |
Extracted strategy rules
Recorded long-entry rules
- Signal TF closed bar strictly above YBH for the day
- HTF1 and HTF2 both have Fast MA > Slow MA on their most recent closed bars
Recorded short-entry rules
- Signal TF closed bar strictly below YBL for the day
- HTF1 and HTF2 both have Fast MA < Slow MA on their most recent closed bars
Recorded exit rules
- Stop Loss, Take Profit, Two-Stage Trailing Stop
Recorded filters
- Max Spread
- ATR Regime Filter
- Stop loss
- ATR-based: ATR on D1 × user multiplier; Fixed Points: user-defined points
- Take profit
- R-multiple: TP distance = SL distance × user R multiple; ATR-based: TP distance = ATR on D1 × user multiplier
- Position sizing
- Fixed Lots or Risk % of balance
Questions about this record
What entry rules are recorded for yesterday_candle?
Long: Signal TF closed bar strictly above YBH for the day HTF1 and HTF2 both have Fast MA > Slow MA on their most recent closed bars Short: Signal TF closed bar strictly below YBL for the day HTF1 and HTF2 both have Fast MA < Slow MA on their most recent closed bars These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: default current chart symbol. Timeframes: D1, H1, H4. These are source-recorded labels, not verified execution behavior.