{
  "id": 2408,
  "rank": 819,
  "name": "Night Trading Algorithm",
  "aka": [
    "Night Trading Strategy"
  ],
  "family": null,
  "subtype": null,
  "one_liner": "Algorithm trades during the night and stops if daily profit or loss exceeds 100 or -100 dollars respectively.",
  "market_regime": "any",
  "timeframes": [
    "M5"
  ],
  "symbols": [
    "ES"
  ],
  "sessions": [
    "06:00-09:00 GMT"
  ],
  "indicators": [
    {
      "name": "SMA",
      "params": {
        "period": 20
      },
      "applied_to": "close"
    }
  ],
  "entry_long": [
    "Not OnMarket AND TradeON AND close CROSSES OVER SMA"
  ],
  "entry_short": [
    "Not OnMarket AND TradeON AND close CROSSES UNDER SMA"
  ],
  "exit_rules": [
    "StrategyProfit - StrategyProfit[1] >= MaxProfit OR StrategyProfit - StrategyProfit[1] <= -MaxLoss THEN SELL AT MARKET, EXITSHORT AT MARKET, TradeON = 0"
  ],
  "filters": [
    "none"
  ],
  "stop_loss": "$LOSS MaxLoss",
  "take_profit": "$PROFIT MaxProfit",
  "position_size": "1 CONTRACT",
  "evidence_type": "source_code",
  "completeness": 80.0,
  "signal_warnings": null,
  "claim_warnings": null,
  "opacity_warnings": null,
  "build_warnings": null,
  "canonical": "https://prismaticalgos.com/compendium/algo/2408-night-trading-algorithm",
  "snapshot": "2026-10-31 15:46 UTC",
  "source_url": "https://www.prorealcode.com/topic/test-performance-algo-trading/",
  "limitations": "These are machine-extracted research records, not verified trading systems. Catalog rank measures specification detail and claimed evidence, not profitability. The catalog extraction pipeline did not independently backtest these records. Its separate selected testing ledger does not validate the wider corpus. Rules, labels and parameters can be incomplete or wrong; consult the original source and its reuse terms."
}