Extracted algorithm research record
Donchian complexifié
Strategy uses Donchian channels and exponential moving averages to enter long positions based on multiple conditions.
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
- Dax
- Recorded timeframes
- M5
- Recorded sessions
- any
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Donchian channel | {"period_hi": 50, "period_lo": 50} | high, low |
| EMA | {"period": 3} | close |
| EMA | {"period": 20} | close |
Extracted strategy rules
Recorded long-entry rules
- close crosses over CanalHi[1]
- not longonmarket and mmcourte crosses over mmlongue and barindex>crossbar and crossbar>0 and close crosses over crosshigh
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- close crosses under canallo[1]
Recorded filters
- Not specified in the extracted record.
- Stop loss
- Not specified
- Take profit
- Not specified
- Position sizing
- Not specified
Questions about this record
What entry rules are recorded for Donchian complexifié?
Long: close crosses over CanalHi[1] not longonmarket and mmcourte crosses over mmlongue and barindex>crossbar and crossbar>0 and close crosses over crosshigh Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: Dax. Timeframes: M5. These are source-recorded labels, not verified execution behavior.