Extracted algorithm research record
DAX Scalping Strategy
Enters trades based on 7-period SMA crossing 20-period SMA, with break-even and profit targets.
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
- DAX
- Recorded timeframes
- M5, M50
- Recorded sessions
- any
- Recorded regime
- trending|ranging|volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| SMA | {"period": 7} | close |
| SMA | {"period": 20} | close |
| SMA | {"period": 50} | close |
| SMA | {"period": 600} | close |
Extracted strategy rules
Recorded long-entry rules
- mm7 CROSSES OVER mm20 and close > mm50
Recorded short-entry rules
- mm7 CROSSES UNDER mm20 and close < mm50
Recorded exit rules
- breakevenLevel > 0 then SELL AT breakevenLevel STOP
- shortonmarket and (tradeprice-close) >= (startBreakeven1 * pipsize) then EXITSHORT AT breakevenLevel STOP
Recorded filters
- Not specified in the extracted record.
- Stop loss
- 20 pips
- Take profit
- 30 pips for long, 70 pips for short
- Position sizing
- 1 contract for long, 1 contract for short
Questions about this record
What entry rules are recorded for DAX Scalping Strategy?
Long: mm7 CROSSES OVER mm20 and close > mm50 Short: mm7 CROSSES UNDER mm20 and close < mm50 These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: DAX. Timeframes: M5, M50. These are source-recorded labels, not verified execution behavior.