Extracted algorithm research record
DAX 30 - Morning range breakout with order size increase
Enters long or short positions based on morning range breakout and adjusts position size based on performance.
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
- DAX30
- Recorded timeframes
- M1
- Recorded sessions
- 08:59-09:01 GMT
- 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
- close > HIGHEST[120](high) AND CurrentTime >= 090100 AND not daysForbiddenEntry AND timeEnterAfter
Recorded short-entry rules
- close < LOWEST[120](low) AND CurrentTime >= 090100 AND not daysForbiddenEntry AND timeEnterAfter
Recorded exit rules
- if LONGONMARKET = 1 then EXITLONG at POSITIONPRICE - sl STOP
- if SHORTONMARKET = 1 then EXITSHORT at POSITIONPRICE + sl STOP
Recorded filters
- no trading on weekends
- no trading after 10:00 GMT
- Stop loss
- POSITIONPRICE - sl
- Take profit
- POSITIONPRICE + sl
- Position sizing
- size = size - 1 if POSITIONPERF(1) > 0 and size > 1; size = size + 1 if POSITIONPERF(1) < 0
Questions about this record
What entry rules are recorded for DAX 30 - Morning range breakout with order size increase?
Long: close > HIGHEST[120](high) AND CurrentTime >= 090100 AND not daysForbiddenEntry AND timeEnterAfter Short: close < LOWEST[120](low) AND CurrentTime >= 090100 AND not daysForbiddenEntry AND timeEnterAfter These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: DAX30. Timeframes: M1. These are source-recorded labels, not verified execution behavior.