Extracted algorithm research record
DAX Ichimoku 3-timeframes
A strategy using Ichimoku cloud with 3 timeframes (M5, M15, M60) for entry and exit.
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
- M5, M15, M60
- Recorded sessions
- Intraday 08:05-15:25 GMT
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Tenkansen | {"period": 9} | high |
| Kijunsen | {"period": 26} | high |
| SSpanA | {"period": 26} | Tenkansen and Kijunsen |
| SSpanB | {"period": 52} | high and low |
| Chikou | {"period": 26} | close |
Extracted strategy rules
Recorded long-entry rules
- close > SSpanA and SSpanA > SSpanB or close > SSpanB and SSpanB > SSpanA
- Chikou > SSpanA[26] and Chikou > SSpanB[26]
Recorded short-entry rules
- close < SSpanA and SSpanA < SSpanB or close < SSpanB and SSpanB < SSpanA
- Chikou < SSpanA[26] and Chikou < SSpanB[26]
Recorded exit rules
- close CROSSES OVER Kijunsen and close > Tenkansen
- close CROSSES UNDER Kijunsen and close < Tenkansen
Recorded filters
- intraday session filter
- Stop loss
- pLOSS 10
- Take profit
- pPROFIT 120 for long, pPROFIT 150 for short
- Position sizing
- n shares
Questions about this record
What entry rules are recorded for DAX Ichimoku 3-timeframes?
Long: close > SSpanA and SSpanA > SSpanB or close > SSpanB and SSpanB > SSpanA Chikou > SSpanA[26] and Chikou > SSpanB[26] Short: close < SSpanA and SSpanA < SSpanB or close < SSpanB and SSpanB < SSpanA Chikou < SSpanA[26] and Chikou < SSpanB[26] These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: DAX. Timeframes: M5, M15, M60. These are source-recorded labels, not verified execution behavior.