Extracted algorithm research record
Dax Short 15'
Intraday short strategy for DAX on 15-minute timeframe using MACD and EMA.
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
- DAX
- Recorded timeframes
- M15
- Recorded sessions
- 09:15-21:30 GMT, excluding Monday, Wednesday, Saturday
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| MACD | {"period_fast": 12, "period_signal": 9, "period_slow": 26} | close |
| EMA | {"period": 2000} | close |
Extracted strategy rules
Recorded long-entry rules
- Not specified in the extracted record.
Recorded short-entry rules
- MACD crosses under 0
- MACD line < 0
- close < EMA[2000]
- EMA[2000] < EMA[2000][1]
Recorded exit rules
- Trailing stop at 30 points
- Exit on trailing stop price level
Recorded filters
- no entry before 09:15 GMT
- no entry after 21:30 GMT
- excluding Monday, Wednesday, Saturday
- Stop loss
- Set Stop Ploss SL
- Take profit
- Set Target PProfit TP
- Position sizing
- 1 contract
Questions about this record
What entry rules are recorded for Dax Short 15'?
Long: Not specified. Short: MACD crosses under 0 MACD line < 0 close < EMA[2000] EMA[2000] < EMA[2000][1] These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: DAX. Timeframes: M15. These are source-recorded labels, not verified execution behavior.