Extracted algorithm research record
Max/Min PreMarket
Enter long or short based on premarket max/min levels and EMA 13, exit on SuperTrend crossover and 1% profit target.
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
- AZioni USA
- Recorded timeframes
- 3M
- Recorded sessions
- Flat Before 08:00-22:00 GMT, Flat After 22:00-08:00 GMT
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| EMA | {"period": 13} | close |
| SuperTrend | {"multiplier": 52, "period": 4} | close |
Extracted strategy rules
Recorded long-entry rules
- close crosses over max/min premarket level
- low <= EMA 13
- close > EMA 13
Recorded short-entry rules
- close crosses under max/min premarket level
- high >= EMA 13
- close < EMA 13
Recorded exit rules
- close crosses under SuperTrend
- close crosses over SuperTrend
- 1% profit target
Recorded filters
- Flat Before 08:00-22:00 GMT, Flat After 22:00-08:00 GMT
- no trading on weekends
- Stop loss
- Stop loss set to entry price
- Take profit
- Take profit set to 1% of position
- Position sizing
- 10000 shares at entry, 5000 shares at 1% profit target
Questions about this record
What entry rules are recorded for Max/Min PreMarket?
Long: close crosses over max/min premarket level low <= EMA 13 close > EMA 13 Short: close crosses under max/min premarket level high >= EMA 13 close < EMA 13 These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: AZioni USA. Timeframes: 3M. These are source-recorded labels, not verified execution behavior.