Extracted algorithm research record
Last Minute Bar
Shorts entries in the last minute of European trading session when the market is overbought.
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
Signal warnings
- TIME-ONLY ENTRY: the entry conditions reference only clock time or session, with no market condition. This opens positions on a schedule.
Recorded market & execution profile
- Recorded markets
- DAX, FTSE, Dow Jones
- Recorded timeframes
- Not specified
- Recorded sessions
- European last minute market 15:00-18:00 GMT
- Recorded regime
- trending
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| SMA | {"period": 6} | close |
| SMA | {"period": 23} | close |
| ATR | {"period": 50} | range |
Extracted strategy rules
Recorded long-entry rules
- Not specified in the extracted record.
Recorded short-entry rules
- time > 150000 and time < 180000 and SMA1 < SMA2 and lowest[50](SMA1 < SMA2) = 1
Recorded exit rules
- IF (Barindex-TRADEINDEX)>5+Kt and (close-TRADEPRICE)/pipsize > stoplosslong THEN SELL AT MARKET
- IF (Barindex-TRADEINDEX)>7+Kt and (close-TRADEPRICE)/pipsize > 0.5*stoplosslong THEN SELL AT MARKET
- IF (Barindex-TRADEINDEX)>9+Kt and (close-TRADEPRICE)/pipsize > 0 THEN SELL AT MARKET
- IF (Barindex-TRADEINDEX)>11+Kt and (close-TRADEPRICE)/pipsize < 0 THEN SELL AT MARKET
Recorded filters
- Not specified in the extracted record.
- Stop loss
- min( (close-low+myATR)/pipsize , maxrisk0)
- Take profit
- Kp*stoplosslong
- Position sizing
- 1 CONTRACTS
Questions about this record
What entry rules are recorded for Last Minute Bar?
Long: Not specified. Short: time > 150000 and time < 180000 and SMA1 < SMA2 and lowest[50](SMA1 < SMA2) = 1 These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: DAX, FTSE, Dow Jones. Timeframes: Not specified. These are source-recorded labels, not verified execution behavior.