Extracted algorithm research record
DAX - NIVEAUX CARRE DE CLOSE 17H35 J-1
Strategy based on the square root of the previous day's 17:35 close price with MACD conditions for entry and trailing stops for exits.
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
- 5 minutes
- Recorded sessions
- Not specified
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| MACD | {"fast_period": 12, "signal_period": 9, "slow_period": 26} | close |
Extracted strategy rules
Recorded long-entry rules
- close[1] <= buyLevel AND close > buyLevel AND macdBullish
Recorded short-entry rules
- close[1] >= sellLevel AND close < sellLevel AND macdBearish
Recorded exit rules
- Trailing stop at +10 points
- Take profit levels at +40, +80, and +120 points
Recorded filters
- Not specified in the extracted record.
- Stop loss
- Stop loss of 40 points
- Take profit
- Take profit levels at 40, 80, and 120 points
- Position sizing
- 4 contracts (50% + 25% + 25%)
Questions about this record
What entry rules are recorded for DAX - NIVEAUX CARRE DE CLOSE 17H35 J-1?
Long: close[1] <= buyLevel AND close > buyLevel AND macdBullish Short: close[1] >= sellLevel AND close < sellLevel AND macdBearish These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: DAX. Timeframes: 5 minutes. These are source-recorded labels, not verified execution behavior.