Extracted algorithm research record
Night Trading Algorithm
Algorithm trades during the night and stops if daily profit or loss exceeds 100 or -100 dollars respectively.
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
- ES
- Recorded timeframes
- M5
- Recorded sessions
- 06:00-09:00 GMT
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| SMA | {"period": 20} | close |
Extracted strategy rules
Recorded long-entry rules
- Not OnMarket AND TradeON AND close CROSSES OVER SMA
Recorded short-entry rules
- Not OnMarket AND TradeON AND close CROSSES UNDER SMA
Recorded exit rules
- StrategyProfit - StrategyProfit[1] >= MaxProfit OR StrategyProfit - StrategyProfit[1] <= -MaxLoss THEN SELL AT MARKET, EXITSHORT AT MARKET, TradeON = 0
Recorded filters
- Not specified in the extracted record.
- Stop loss
- $LOSS MaxLoss
- Take profit
- $PROFIT MaxProfit
- Position sizing
- 1 CONTRACT
Questions about this record
What entry rules are recorded for Night Trading Algorithm?
Long: Not OnMarket AND TradeON AND close CROSSES OVER SMA Short: Not OnMarket AND TradeON AND close CROSSES UNDER SMA These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: ES. Timeframes: M5. These are source-recorded labels, not verified execution behavior.