Extracted algorithm research record
Breakout and Retest Signals
Detects high-quality breakout-and-retest signals based on liquidity sweeps and rejections.
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
- any
- Recorded timeframes
- any
- Recorded sessions
- any
- Recorded regime
- any
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
- low < demand zone extreme and close > demand zone body high
Recorded short-entry rules
- high > supply zone extreme and close < supply zone body low
Recorded exit rules
- zone invalidated when price closes beyond the extreme
- zone expires after maxLife bars
- only the most recent maxZones zones per side are kept
Recorded filters
- confluence filter
- mean-reversion at swing extremes
- Stop loss
- Not specified
- Take profit
- target is 1:1 measured move = sweep depth, projected 40 bars
- Position sizing
- Not specified
Questions about this record
What entry rules are recorded for Breakout and Retest Signals?
Long: low < demand zone extreme and close > demand zone body high Short: high > supply zone extreme and close < supply zone body low These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: any. Timeframes: any. These are source-recorded labels, not verified execution behavior.