Extracted algorithm research record
Larry-Connor-US100-M1
Buy when the latest bar close is higher than the 200-bar MA and lower than the 5-bar MA, with specific conditions on previous bars' highs and lows.
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
- US100
- Recorded timeframes
- M1
- Recorded sessions
- Not specified
- Recorded regime
- trending|ranging|volatile|breakout|any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| EMA | {"period": 200} | close |
| EMA | {"period": 5} | close |
Extracted strategy rules
Recorded long-entry rules
- Close > EMA(200)
- Close < EMA(5)
- High[2] < High[3]
- Low[2] < Low[3]
- High[1] < High[2]
- Low[1] < Low[2]
- High < High[1]
- Low < Low[1]
- time >= noEntryBeforeTime
- time <= noEntryAfterTime
Recorded short-entry rules
- Close > EMA(5)
- (dlow(0) < dlow(1) xor dhigh(0) < dhigh(1))
Recorded exit rules
- Close > EMA(5) and (dlow(0) < dlow(1) xor dhigh(0) < dhigh(1))
Recorded filters
- Not specified in the extracted record.
- Stop loss
- 1.4
- Take profit
- null
- Position sizing
- 1 contract
Questions about this record
What entry rules are recorded for Larry-Connor-US100-M1?
Long: Close > EMA(200) Close < EMA(5) High[2] < High[3] Low[2] < Low[3] High[1] < High[2] Low[1] < Low[2] High < High[1] Low < Low[1] time >= noEntryBeforeTime time <= noEntryAfterTime Short: Close > EMA(5) (dlow(0) < dlow(1) xor dhigh(0) < dhigh(1)) These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: US100. Timeframes: M1. These are source-recorded labels, not verified execution behavior.