Extracted algorithm research record
Breakout Strategy
Enters trades based on ADR and rangebox during specific time periods.
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
Signal warnings
- TIME-ONLY ENTRY: the entry conditions reference only clock time or session, with no market condition. This opens positions on a schedule.
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
- US30, DOW
- Recorded timeframes
- M1, M2
- Recorded sessions
- 00:00-15:30 GMT, 15:30-18:00 GMT
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| ADR | {"period": 20} | high, low |
| range | {"period": 300} | close |
Extracted strategy rules
Recorded long-entry rules
- Time <= 153000 AND c1
- Time >= 153000 AND Time <= 180000 AND c1 AND Tally < MaxTrades AND Not OnMarket
Recorded short-entry rules
- Time <= 153000 AND c1
- Time >= 153000 AND Time <= 180000 AND c1 AND Tally < MaxTrades AND Not OnMarket
Recorded exit rules
- LongOnMarket AND (close - TradePrice) >= 25 * pipsize
- ShortOnMarket AND (TradePrice - close) >= 25 * pipsize
Recorded filters
- MaxTrades 2 per day
- Time-based entry and exit
- Stop loss
- 100 pips
- Take profit
- 50 pips
- Position sizing
- 0.2 Contract
Questions about this record
What entry rules are recorded for Breakout Strategy?
Long: Time <= 153000 AND c1 Time >= 153000 AND Time <= 180000 AND c1 AND Tally < MaxTrades AND Not OnMarket Short: Time <= 153000 AND c1 Time >= 153000 AND Time <= 180000 AND c1 AND Tally < MaxTrades AND Not OnMarket These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: US30, DOW. Timeframes: M1, M2. These are source-recorded labels, not verified execution behavior.