Extracted algorithm research record
Straddle Dayopen V2.0
Enters long or short based on the day open price and exits based on trailing stops and 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
- DAX 30
- Recorded timeframes
- M10
- Recorded sessions
- Custom trading hours: 09:00-17:25 GMT, Friday extended to 17:35 GMT
- 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
- High > Dayopen + 16 points
Recorded short-entry rules
- Low < Dayopen - 12 points
Recorded exit rules
- MFE trailing stop
- Williams 3-bar trailing stop
- Break-even stop
- Close at end of trading session
Recorded filters
- Exclude first 2 weeks of every year
- Custom trading hours
- Stop loss
- 0.6% of trade value
- Take profit
- 1.5% of trade value
- Position sizing
- 1 contract
Questions about this record
What entry rules are recorded for Straddle Dayopen V2.0?
Long: High > Dayopen + 16 points Short: Low < Dayopen - 12 points These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: DAX 30. Timeframes: M10. These are source-recorded labels, not verified execution behavior.