Extracted algorithm research record
DAX P Daily Strategy
A simple mechanical long/short system using moving averages, RSI, and ATR-based exits.
Source & extraction context
Evidence label: backtest_shown (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
Build warnings
- DAILY_LOW_COUNT: daily-or-slower timeframe on a single instrument. Expect well under 100 trades in five years, so a backtest will rarely reach statistical significance on its own.
Recorded market & execution profile
- Recorded markets
- ^GDAXI
- Recorded timeframes
- 1d
- Recorded sessions
- Not specified
- Recorded regime
- trending|volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| EMA | {"period": 38} | close |
| EMA | {"period": 61} | close |
| EMA | {"period": 21} | close |
| RSI | {"period": 7} | Not specified |
| ATR | {"period": 11} | Not specified |
| ATR | {"period": 17} | Not specified |
Extracted strategy rules
Recorded long-entry rules
- NOT LONGONMARKET AND CLOSE > AVERAGE[38, 8](close)
Recorded short-entry rules
- NOT SHORTONMARKET AND (AVERAGE[21, 3](close) CROSSES UNDER AVERAGE[61, 2](close) AND RSI[7] > 51)
Recorded exit rules
- BuyCondition AND NOT SellCondition THEN BUY AT MARKET, SET STOP LOSS (2.7 * AVERAGETRUERANGE[11]), SET TARGET PROFIT (2.9 * AVERAGETRUERANGE[17])
- SellCondition AND NOT BuyCondition THEN SELLSHORT AT MARKET, SET STOP %LOSS (1.7), SET TARGET %PROFIT (3.4)
Recorded filters
- Not specified in the extracted record.
- Stop loss
- 2.7 times the 11-period ATR
- Take profit
- 2.9 times the 17-period ATR
- Position sizing
- null
Questions about this record
What entry rules are recorded for DAX P Daily Strategy?
Long: NOT LONGONMARKET AND CLOSE > AVERAGE[38, 8](close) Short: NOT SHORTONMARKET AND (AVERAGE[21, 3](close) CROSSES UNDER AVERAGE[61, 2](close) AND RSI[7] > 51) These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: ^GDAXI. Timeframes: 1d. These are source-recorded labels, not verified execution behavior.