Extracted algorithm research record
SP500 Optimizer 5min Strategy
A small time frame strategy that attempts to enter the market and take profit quickly while allowing for quick reversals if the position becomes unprofitable.
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.
Recorded market & execution profile
- Recorded markets
- SP500
- Recorded timeframes
- 5M
- Recorded sessions
- Not specified
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| average | {"offset": 4, "period": 11} | close |
| average | {"offset": 4, "period": 13} | close |
| average | {"period": 3} | close |
Extracted strategy rules
Recorded long-entry rules
- fast > medium
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- longonmarket and close >= positionprice + pointsp and close < close[1]
- longonmarket and close <= positionprice - pointsb
- shortonmarket and close <= positionprice - pointsp and close > close[1]
- shortonmarket and close >= positionprice + pointsb
Recorded filters
- Not specified in the extracted record.
- Stop loss
- SELLSHORT possize*2 CONTRACT AT MARKET if shortonmarket and close >= positionprice + pointsb
- Take profit
- SET TARGET pPROFIT 50
- Position sizing
- possize = 1
Questions about this record
What entry rules are recorded for SP500 Optimizer 5min Strategy?
Long: fast > medium Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: SP500. Timeframes: 5M. These are source-recorded labels, not verified execution behavior.