Extracted algorithm research record
CSR strategy DAX 1 D
Trailing stop and Donchian channel stop with cumulative orders based on RSI 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
- DAX
- Recorded timeframes
- Daily
- Recorded sessions
- Not specified
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| RSI | {"period": 2} | close |
| average | {"period": 100} | close |
| average | {"period": 110} | close |
| highest | {"period": 25} | high |
| lowest | {"period": 25} | low |
Extracted strategy rules
Recorded long-entry rules
- Close>AVG AND CUMRSI<35 AND CUM
Recorded short-entry rules
- Close<AVGS AND CUMRSI > 175
Recorded exit rules
- TGL and TGS trailing stop
- Donchian channel stop
Recorded filters
- Cumulative orders
- Spread 5 - 95% of Position open at 010000 am
- Stop loss
- Donchian channel stop
- Take profit
- Trailing stop
- Position sizing
- initLOT = 1
Questions about this record
What entry rules are recorded for CSR strategy DAX 1 D?
Long: Close>AVG AND CUMRSI<35 AND CUM Short: Close<AVGS AND CUMRSI > 175 These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: DAX. Timeframes: Daily. These are source-recorded labels, not verified execution behavior.