Extracted algorithm research record
lwTDWStudy
A daily volatility breakout strategy that trades based on the day of the week.
Source & extraction context
Evidence label: source_code (source claim, not independent verification). Recorded completeness: 50.0/100. 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
- _Symbol
- Recorded timeframes
- PERIOD_CURRENT
- Recorded sessions
- Not specified
- 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
- IsNewBar(_Symbol, timeframe, lastBarOpenTime)
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- askPrice crosses lwVolatilityLevels.buyEntryPrice
Recorded filters
- tradeDayMode
- tradeSunday
- tradeMonday
- tradeTuesday
- tradeWednesday
- tradeThursday
- tradeFriday
- tradeSaturday
- Stop loss
- Not specified
- Take profit
- Not specified
- Position sizing
- positionSize
Questions about this record
What entry rules are recorded for lwTDWStudy?
Long: IsNewBar(_Symbol, timeframe, lastBarOpenTime) Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: _Symbol. Timeframes: PERIOD_CURRENT. These are source-recorded labels, not verified execution behavior.