# Straddle Dayopen V2.0

Enters long or short based on the day open price and exits based on trailing stops and time.

Canonical: https://prismaticalgos.com/compendium/algo/1711-straddle-dayopen-v2-0
Record ID: 1711
Catalog rank: 773 (reading order, not performance)
Snapshot: 2026-10-31 15:46 UTC
Family: Volatility-Based (G)
Source: https://www.prorealcode.com/topic/auto-goes-opposite-from-backtest/
Evidence label (unverified): source_code

## Scope and limitations

These are machine-extracted research records, not verified trading systems. Catalog rank measures specification detail and claimed evidence, not profitability. The catalog extraction pipeline did not independently backtest these records. Its separate selected testing ledger does not validate the wider corpus. Rules, labels and parameters can be incomplete or wrong; consult the original source and its reuse terms.

No endorsement, ownership claim or source-code reuse permission is implied.

## Extraction warnings

No automated warnings recorded; this is not validation.

## Recorded profile

- symbols: DAX 30
- timeframes: M10
- sessions: Custom trading hours: 09:00-17:25 GMT, Friday extended to 17:35 GMT
- market_regime: any

## Indicators

No indicator stack recorded.

## 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

## Risk controls

- Stop loss: 0.6% of trade value
- Take profit: 1.5% of trade value
- Position sizing: 1 contract
