Extracted algorithm research record
5th Trading Day Entry with 10 Day Exit
Enters on the 5th trading day of the month and exits after 10 days or at closing time.
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
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
- any
- Recorded timeframes
- D1
- Recorded sessions
- any
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| No indicator stack was recorded. This does not establish a price-action-only strategy. | ||
Extracted strategy rules
Recorded long-entry rules
- OpenMonth <> OpenMonth[1]
- OpenDay <> OpenDay[1]
- Tally = 5
- high > high[1]
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- OnMarket AND (Count = 10 AND (TF = 86400 AND Time = 230000 OR TF <> 86400))
Recorded filters
- Not specified in the extracted record.
- Stop loss
- SET STOP pLOSS 100
- Take profit
- SET TARGET pPROFIT 300
- Position sizing
- 1 CONTRACT
Questions about this record
What entry rules are recorded for 5th Trading Day Entry with 10 Day Exit?
Long: OpenMonth <> OpenMonth[1] OpenDay <> OpenDay[1] Tally = 5 high > high[1] Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: any. Timeframes: D1. These are source-recorded labels, not verified execution behavior.