Extracted algorithm research record
Larry Connors Style (slightly adjusted)
A spread-bet test strategy for the DAX with conditions for entering and exiting long and short positions based on moving averages and RSI.
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
- D1
- Recorded sessions
- Not specified
- Recorded regime
- null
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Average | {"period": 200} | close |
| Average | {"period": 5} | close |
| RSI | {"period": 2} | close |
Extracted strategy rules
Recorded long-entry rules
- close > Average[200](close)
- close < Average[5](close)
- RSI[2](close) < 13
Recorded short-entry rules
- close < Average[200](close)
- close > Average[5](close)
- RSI[2](close) > 83
Recorded exit rules
- close CROSSES OVER Average[9](close)
- close CROSSES UNDER Average[5](close)
Recorded filters
- Not specified in the extracted record.
- Stop loss
- null
- Take profit
- null
- Position sizing
- 5 PERPOINT
Questions about this record
What entry rules are recorded for Larry Connors Style (slightly adjusted)?
Long: close > Average[200](close) close < Average[5](close) RSI[2](close) < 13 Short: close < Average[200](close) close > Average[5](close) RSI[2](close) > 83 These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: DAX. Timeframes: D1. These are source-recorded labels, not verified execution behavior.