Extracted algorithm research record
Embarrassed breakout strategy
Buys when the close is above the previous high and above a 9-period EMA with a high RSI, and sells short when the close is below the previous high and below a 9-period EMA with a low RSI.
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
- any
- Recorded timeframes
- M15
- Recorded sessions
- London open 08:00-11:00 GMT
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| EMA | {"period": 9} | close |
| xRSI | {} | close |
| xATR | {} | close |
Extracted strategy rules
Recorded long-entry rules
- OpenTime = 080000
- Close < High[1]
- Close > Low[1]
- Close > EMA9
- xRSI > 50
Recorded short-entry rules
- OpenTime = 080000
- Close < High[1]
- Close > Low[1]
- Close < EMA9
- xRSI < 50
Recorded exit rules
- Set Target Profit xATR[1] * PipSize
Recorded filters
- Not specified in the extracted record.
- Stop loss
- Set Stop Loss (xATR + 15) * PipSize if xATR < 20, else Set Stop Loss (xATR + 30) * PipSize
- Take profit
- Set Target Profit xATR[1] * PipSize
- Position sizing
- 1 Contract
Questions about this record
What entry rules are recorded for Embarrassed breakout strategy?
Long: OpenTime = 080000 Close < High[1] Close > Low[1] Close > EMA9 xRSI > 50 Short: OpenTime = 080000 Close < High[1] Close > Low[1] Close < EMA9 xRSI < 50 These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: any. Timeframes: M15. These are source-recorded labels, not verified execution behavior.