Extracted algorithm research record
Fair Value Gap
Enters short positions when the previous bar's high is below the next bar's low, and long positions when the previous bar's low is above the next bar's high.
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
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
- any
- Recorded timeframes
- any
- 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
- Not specified in the extracted record.
Recorded short-entry rules
- High[BI - 1] < Low[BI + 1]
Recorded exit rules
- Valid = 1 and imbalance is not mitigated
Recorded filters
- Not specified in the extracted record.
- Stop loss
- pLOSS 100
- Take profit
- pPROFIT 300
- Position sizing
- 1 CONTRACT
Questions about this record
What entry rules are recorded for Fair Value Gap?
Long: Not specified. Short: High[BI - 1] < Low[BI + 1] These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: any. Timeframes: any. These are source-recorded labels, not verified execution behavior.