Extracted algorithm research record
CAC Breakout
Breakout strategy with defined buy and sell thresholds based on price amplitude and distance.
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
- DOW
- Recorded timeframes
- M15
- Recorded sessions
- London open 15:30-20:30 GMT
- Recorded regime
- trending
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
- (HighLevel - Close) >= MinSpread AND BuyTreshold = 0
Recorded short-entry rules
- (Close - LowLevel) >= MinSpread AND SellTreshold = 0
Recorded exit rules
- LongOnMarket AND (Time <= LimitHour AND SellPosition = 1) OR Time > LimitHour
- ShortOnMarket AND (Time <= LimitHour AND BuyPosition = 1) OR Time > LimitHour
Recorded filters
- trading day is 1st hour
- trading day is not 24th, 25th, 26th, 30th, or 31st of December
- trading day is not afternoon
- Stop loss
- MaxAmplitude
- Take profit
- not specified
- Position sizing
- 1
Questions about this record
What entry rules are recorded for CAC Breakout?
Long: (HighLevel - Close) >= MinSpread AND BuyTreshold = 0 Short: (Close - LowLevel) >= MinSpread AND SellTreshold = 0 These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: DOW. Timeframes: M15. These are source-recorded labels, not verified execution behavior.