Extracted algorithm research record
GapCatcherMLD_W
Enters long or short based on gap between mid-level day indicators and previous day close.
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
- AEX25
- Recorded timeframes
- 2 minutes
- Recorded sessions
- 09:00-24:00 GMT, Closes at 22:00 on Friday
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| 3 bars trailing stop Williams | {} | close |
| Mid-level day indicator | {} | close |
Extracted strategy rules
Recorded long-entry rules
- close < md3 and md1 < md5 and abs((high-low[1]) / low[1]) > amplitude
Recorded short-entry rules
- close > md3 and md1 > md5 and abs((low-high[1]) / high[1]) > amplitude
Recorded exit rules
- detector=-1 and low[1] > ref[1] and high < ref
- profittake=1 and low[1] > ref[1] and high < ref
- time >= closetime or (CurrentDayOfWeek=5 and time>=closetimefriday)
Recorded filters
- Not specified in the extracted record.
- Stop loss
- SET STOP %LOSS sl
- Take profit
- Not specified
- Position sizing
- 2 lots
Questions about this record
What entry rules are recorded for GapCatcherMLD_W?
Long: close < md3 and md1 < md5 and abs((high-low[1]) / low[1]) > amplitude Short: close > md3 and md1 > md5 and abs((low-high[1]) / high[1]) > amplitude These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: AEX25. Timeframes: 2 minutes. These are source-recorded labels, not verified execution behavior.