Extracted algorithm research record
End of day breakout
Enters long or short positions based on end-of-day breakout and moving averages.
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
Build warnings
- DAILY_LOW_COUNT: daily-or-slower timeframe on a single instrument. Expect well under 100 trades in five years, so a backtest will rarely reach statistical significance on its own.
Recorded market & execution profile
- Recorded markets
- Not specified
- Recorded timeframes
- D1
- Recorded sessions
- Not specified
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| ExponentialAverage | {"period": 50} | close |
| ExponentialAverage | {"period": 100} | close |
| averagetruerange | {"period": 100} | null |
Extracted strategy rules
Recorded long-entry rules
- close > Highest[50](high[1])
- ExponentialAverage[50](close) > ExponentialAverage[100](close)
Recorded short-entry rules
- close < lowest[50](low[1])
- ExponentialAverage[50](close) < ExponentialAverage[100](close)
Recorded exit rules
- if longonmarket then sell at SL1 stop
- SL1 = highpoint - (averagetruerange[100]*3)
- highpoint = max(tradeprice, Highest[50](high[1]))
- if shortonmarket then sell at SL2 stop
- SL2 = lowpoint + (averagetruerange[100]*3)
- lowpoint = min(tradeprice, lowest[50](low[1]))
Recorded filters
- Not specified in the extracted record.
- Stop loss
- SL1 = highpoint - (averagetruerange[100]*3)
- Take profit
- null
- Position sizing
- positionsize=2
Questions about this record
What entry rules are recorded for End of day breakout?
Long: close > Highest[50](high[1]) ExponentialAverage[50](close) > ExponentialAverage[100](close) Short: close < lowest[50](low[1]) ExponentialAverage[50](close) < ExponentialAverage[100](close) These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: Not specified. Timeframes: D1. These are source-recorded labels, not verified execution behavior.