Extracted algorithm research record
Daily range
Trades based on daily range calculations for Stop Loss and Take Profit levels.
Source & extraction context
Evidence label: source_code (source claim, not independent verification). Recorded completeness: 50.0/100. 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
- Not specified
- Recorded timeframes
- D1
- Recorded sessions
- Not specified
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| null | {} | null |
Extracted strategy rules
Recorded long-entry rules
- Price Ask >= Highest of the daily range + daily_range * Offset Coefficient
Recorded short-entry rules
- Price Bid <= Lowest of the daily range - daily_range * Offset Coefficient
Recorded exit rules
- Not specified in the extracted record.
Recorded filters
- Not specified in the extracted record.
- Stop loss
- SL = daily_range * Stop Loss Coefficient
- Take profit
- TP = daily_range * Take Profit Coefficient
- Position sizing
- Max Positions
Questions about this record
What entry rules are recorded for Daily range?
Long: Price Ask >= Highest of the daily range + daily_range * Offset Coefficient Short: Price Bid <= Lowest of the daily range - daily_range * Offset Coefficient These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: Not specified. Timeframes: D1. These are source-recorded labels, not verified execution behavior.