Extracted algorithm research record
DayOpen Straddle
Buy above and sell short below the DayOpen price on the DAX 3-minute timeframe.
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
- DAX30 Cash
- Recorded timeframes
- 3M
- Recorded sessions
- 09:00-24:00 GMT
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| No indicator stack was recorded. This does not establish a price-action-only strategy. | ||
Extracted strategy rules
Recorded long-entry rules
- high > DayOpen + NOP
- tcLong
- tcxLong
Recorded short-entry rules
- low < DayOpen - NOP
- tcShort
- tcxShort
Recorded exit rules
- time >= closetime
- time >= closetimeFriday
- MAXPRICE - tradeprice(1) >= trailingstop * pipsize
- tradeprice(1) - MINPRICE >= trailingstop * pipsize
Recorded filters
- ExtraTradeCriteria
- max spread 1 pip
- Stop loss
- 0.60%
- Take profit
- 0.40%
- Position sizing
- 1 contract
Questions about this record
What entry rules are recorded for DayOpen Straddle?
Long: high > DayOpen + NOP tcLong tcxLong Short: low < DayOpen - NOP tcShort tcxShort These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: DAX30 Cash. Timeframes: 3M. These are source-recorded labels, not verified execution behavior.