Extracted algorithm research record
Breakout ProOrder
Breaks out of the last high and low price levels of the first 2 15 minutes bars of the market open, with positions closed at 7h45 PM, French time.
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
- CAC40
- Recorded timeframes
- M15
- Recorded sessions
- French time, 9:15 AM - 5:00 PM
- 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
- (HighLevel - Close) >= MinSpread AND BuyTreshold = 0
Recorded short-entry rules
- (Close - LowLevel) >= MinSpread AND SellTreshold = 0
Recorded exit rules
- LongOnMarket AND ((Time <= LimitHour AND SellPosition = 1) OR Time > LimitHour)
- ShortOnMarket AND ((Time <= LimitHour AND BuyPosition = 1) OR Time > LimitHour)
Recorded filters
- TradingDay = 1
- Month = 5 AND Day = 1
- Month = 12 AND (Day = 24 OR Day = 25 OR Day = 26 OR Day = 30 OR Day = 31)
- Stop loss
- SET STOP PLOSS MaxAmplitude
- Take profit
- Not specified
- Position sizing
- PositionSize = 2
Questions about this record
What entry rules are recorded for Breakout ProOrder?
Long: (HighLevel - Close) >= MinSpread AND BuyTreshold = 0 Short: (Close - LowLevel) >= MinSpread AND SellTreshold = 0 These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: CAC40. Timeframes: M15. These are source-recorded labels, not verified execution behavior.