Extracted algorithm research record
DOW ORB 1545
Trade breakout of a range during the first 15 minutes of the Dow Jones session.
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
- Dow Jones
- Recorded timeframes
- M15
- Recorded sessions
- 153000h GMT+1 to 154500h GMT+1
- 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
- buy n share at top stop if Time = 153000
Recorded short-entry rules
- sellshort n share at bottom stop if Time = 153000
Recorded exit rules
- buytime = 1
- selltime = 1
Recorded filters
- Not specified in the extracted record.
- Stop loss
- amplitude+2
- Take profit
- amplitude*5.7
- Position sizing
- n = 0.4
Questions about this record
What entry rules are recorded for DOW ORB 1545?
Long: buy n share at top stop if Time = 153000 Short: sellshort n share at bottom stop if Time = 153000 These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: Dow Jones. Timeframes: M15. These are source-recorded labels, not verified execution behavior.