Extracted algorithm research record
Momentum and Big Range
A simple momentum and big range strategy with breakeven trailing stop and RSI-based exits.
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
- NASDAQ
- Recorded timeframes
- 15 min
- Recorded sessions
- 09:05-09:05 + 2500 minutes
- Recorded regime
- trending
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| EMA | {"period": 20} | close |
| RSI | {"period": 14} | close |
| Bollinger Bands | {"mult": 2, "period": 20} | close |
Extracted strategy rules
Recorded long-entry rules
- close-tradeprice(1)>=startBreakeven*pipsize
- openStrongLong = 1
Recorded short-entry rules
- //IF close < open and close < open[1] THEN openStrongShort = 1 //
Recorded exit rules
- IF longonmarket and barindex-tradeindex>1600 and close<positionprice THEN sell at market
- IF shortonmarket and barindex-tradeindex>1800 and close>positionprice THEN exitshort at market
- IF myrsiM5<30 and barindex-tradeindex>1 and longonmarket and close>positionprice THEN sell at market
- IF myrsiM5>70 and barindex-tradeindex>1 and shortonmarket and close<positionprice THEN exitshort at market
Recorded filters
- range OK 30 pips
- trade minimum 2500 pips
- Bollinger Bands percentage 50-100
- Stop loss
- 100 pips
- Take profit
- 175 pips
- Position sizing
- 1 contract
Questions about this record
What entry rules are recorded for Momentum and Big Range?
Long: close-tradeprice(1)>=startBreakeven*pipsize openStrongLong = 1 Short: //IF close < open and close < open[1] THEN openStrongShort = 1 // These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: NASDAQ. Timeframes: 15 min. These are source-recorded labels, not verified execution behavior.