Extracted algorithm research record
Trend Breakout
Trades based on diagonal trend line breakouts calculated from pivot points.
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
- EURUSD
- Recorded timeframes
- 1Hr
- Recorded sessions
- Outside market hours (9:00-22:00 GMT)
- Recorded regime
- trending
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Fractal | {} | high, low |
| AverageTrueRange | {"period": 7} | close |
| RSI | {"period": 2} | close |
| Bollinger Bands | {"deviations": 1.618, "periods": 34} | close |
Extracted strategy rules
Recorded long-entry rules
- Trend violation confirmed (Bear = 1) and (Trendbreak = 2)
- BreakoutL = Highest[2](high)
- Buy possize contract at BreakoutL + (AverageTrueRange[7](close)*0.3) stop
Recorded short-entry rules
- Trend violation confirmed (Bull = 1) and (Trendbreak = 2)
- BreakoutL = Lowest[2](low)
- Sellshort possize contract at BreakoutL - (AverageTrueRange[7](close)*0.3) stop
Recorded exit rules
- longonmarket and ((close[1] > BollU and close < BollU) or (high[1] > BollU and high < BollU) or (close > PSH or close < PSL))
- shortonmarket and ((close[1] < BollL and close > BollL) or (low[1] < BollL and low > BollL) or (close < PSL or close > PSH))
- longonmarket and LE = 1 and RS2 >= 85 and close < BollU
- shortonmarket and SE = 1 and RS2 <= 15 and close > BollL
Recorded filters
- Outside market hours (9:00-22:00 GMT)
- Stop loss
- N/A
- Take profit
- N/A
- Position sizing
- possize = 1
Questions about this record
What entry rules are recorded for Trend Breakout?
Long: Trend violation confirmed (Bear = 1) and (Trendbreak = 2) BreakoutL = Highest[2](high) Buy possize contract at BreakoutL + (AverageTrueRange[7](close)*0.3) stop Short: Trend violation confirmed (Bull = 1) and (Trendbreak = 2) BreakoutL = Lowest[2](low) Sellshort possize contract at BreakoutL - (AverageTrueRange[7](close)*0.3) stop These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: EURUSD. Timeframes: 1Hr. These are source-recorded labels, not verified execution behavior.