Extracted algorithm research record
Nikkei 225 M5 BUY only strategy
A simple M5 strategy for the Nikkei 225 using CCI, STOCH, and SMA crossovers, focusing on buys.
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
- Nikkei 225
- Recorded timeframes
- M5
- Recorded sessions
- any
- Recorded regime
- trending|volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| EMA | {"period": 20} | close |
| EMA | {"period": 50} | close |
| EMA | {"period": 89} | close |
| CCI | {"period": 50} | close |
| Stochastic | {"k_period": 3, "period": 20} | close |
| ATR | {"period": 14} | close |
Extracted strategy rules
Recorded long-entry rules
- sma20 > sma50 AND sma50 > sma89 AND myCCI > 155 AND myStoch <= 80
Recorded short-entry rules
- sma20 < sma50 AND sma50 < sma89 AND myCCI < -155 AND myStoch >= 20
Recorded exit rules
- long: close > highestPrice THEN SELL AT chandelierStop STOP
- short: close < lowestPrice THEN EXITSHORT AT chandelierCover STOP
Recorded filters
- TrendFilterLong
- TrendFilterShort
- MomentumFilterLong
- MomentumFilterShort
- StochFilterLong
- StochFilterShort
- Stop loss
- 200
- Take profit
- chandelierStop = highestPrice - (myATR * atrMultiplier); SELL AT chandelierStop STOP
- Position sizing
- 2 CONTRACTS
Questions about this record
What entry rules are recorded for Nikkei 225 M5 BUY only strategy?
Long: sma20 > sma50 AND sma50 > sma89 AND myCCI > 155 AND myStoch <= 80 Short: sma20 < sma50 AND sma50 < sma89 AND myCCI < -155 AND myStoch >= 20 These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: Nikkei 225. Timeframes: M5. These are source-recorded labels, not verified execution behavior.