Extracted algorithm research record
Donchian Breakout Failures
Enters opposite to Donchian channel breakouts to catch failure reversals.
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
- DAX
- Recorded timeframes
- 5M
- Recorded sessions
- 20:30 GMT close
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Donchian (canal) | {"N": 8} | high, low |
Extracted strategy rules
Recorded long-entry rules
- close < myLowerband AND NOT ONMARKET
- SHORTONMARKET AND (CLOSE-TRADEPRICE) > FlipPosition
Recorded short-entry rules
- close > myUpperband AND NOT ONMARKET
- LONGONMARKET AND (CLOSE-TRADEPRICE) < -FlipPosition
Recorded exit rules
- Not specified in the extracted record.
Recorded filters
- Not specified in the extracted record.
- Stop loss
- 10xATR
- Take profit
- 15xATR
- Position sizing
- 1 contract
Questions about this record
What entry rules are recorded for Donchian Breakout Failures?
Long: close < myLowerband AND NOT ONMARKET SHORTONMARKET AND (CLOSE-TRADEPRICE) > FlipPosition Short: close > myUpperband AND NOT ONMARKET LONGONMARKET AND (CLOSE-TRADEPRICE) < -FlipPosition These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: DAX. Timeframes: 5M. These are source-recorded labels, not verified execution behavior.