{
  "id": 2028,
  "rank": 2823,
  "name": "Momentum and Big Range",
  "aka": [
    "TEST KD1 MomtRange v1"
  ],
  "family": "A",
  "subtype": "A4",
  "one_liner": "A simple momentum and big range strategy with breakeven trailing stop and RSI-based exits.",
  "market_regime": "trending",
  "timeframes": [
    "15 min"
  ],
  "symbols": [
    "NASDAQ"
  ],
  "sessions": [
    "09:05-09:05 + 2500 minutes"
  ],
  "indicators": [
    {
      "name": "EMA",
      "params": {
        "period": 20
      },
      "applied_to": "close"
    },
    {
      "name": "RSI",
      "params": {
        "period": 14
      },
      "applied_to": "close"
    },
    {
      "name": "Bollinger Bands",
      "params": {
        "period": 20,
        "mult": 2
      },
      "applied_to": "close"
    }
  ],
  "entry_long": [
    "close-tradeprice(1)>=startBreakeven*pipsize",
    "openStrongLong = 1"
  ],
  "entry_short": [
    "//IF close < open and close < open[1] THEN openStrongShort = 1 //"
  ],
  "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"
  ],
  "filters": [
    "range OK 30 pips",
    "trade minimum 2500 pips",
    "Bollinger Bands percentage 50-100"
  ],
  "stop_loss": "100 pips",
  "take_profit": "175 pips",
  "position_size": "1 contract",
  "evidence_type": "source_code",
  "completeness": 80.0,
  "signal_warnings": null,
  "claim_warnings": null,
  "opacity_warnings": null,
  "build_warnings": null,
  "canonical": "https://prismaticalgos.com/compendium/algo/2028-momentum-and-big-range",
  "snapshot": "2026-10-31 15:46 UTC",
  "source_url": "https://www.prorealcode.com/topic/looking-for-momentum/",
  "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."
}