Extracted algorithm research record
Range Breakout - Pullback - Breakout Long
A strategy that identifies long trades based on a range breakout followed by a pullback and a second breakout.
Source & extraction context
Evidence label: backtest_shown (source claim, not independent verification). Recorded completeness: 50.0/100. 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 - Germany 40 Cash
- Recorded timeframes
- 5 minutes
- Recorded sessions
- 09:00 - 09:30 GMT
- Recorded regime
- trending
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| WMA | {"period": 8640} | close |
Extracted strategy rules
Recorded long-entry rules
- Price breaks above range high
- Price returns into the range
- Pullback is classified by depth
- Price breaks above range high again
- Close must be above WMA[8640]
- Daily filter: At least one bullish candle in the last 5 days, no lower Low than the previous candle after the bullish candle
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- Not specified in the extracted record.
Recorded filters
- 5-day bullish candle filter
- 5-minute close above WMA[8640]
- Stop loss
- 10 points below range low
- Take profit
- 2R
- Position sizing
- 1 contract
Questions about this record
What entry rules are recorded for Range Breakout - Pullback - Breakout Long?
Long: Price breaks above range high Price returns into the range Pullback is classified by depth Price breaks above range high again Close must be above WMA[8640] Daily filter: At least one bullish candle in the last 5 days, no lower Low than the previous candle after the bullish candle Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: DAX - Germany 40 Cash. Timeframes: 5 minutes. These are source-recorded labels, not verified execution behavior.