Extracted algorithm research record
AU_FTSEMIB
Buy FTSE MIB at 5:30 PM if the next day's open is below the previous day's close and the previous day's close is below the two previous days' lowest close, then sell at 9:30 AM the next day.
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
Opacity warnings
- UNDEFINED ENTRY TERM: the entry conditions are prose naming a concept with no numeric definition, so two readers would implement them differently. Advisory only -- this does not affect the score.
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
- FTSE MIB
- Recorded timeframes
- D1
- Recorded sessions
- London open 09:30-17:30 GMT
- Recorded regime
- trending|ranging|volatile|breakout|null
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
- priceopen < DClose(1) and (priceclose <= Min(Dlow(1), Dlow(2)))
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- timexit then sell at market
Recorded filters
- Not specified in the extracted record.
- Stop loss
- Not specified
- Take profit
- Not specified
- Position sizing
- size = 5
Questions about this record
What entry rules are recorded for AU_FTSEMIB?
Long: priceopen < DClose(1) and (priceclose <= Min(Dlow(1), Dlow(2))) Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: FTSE MIB. Timeframes: D1. These are source-recorded labels, not verified execution behavior.