Extracted algorithm research record
Nasdaq 5minutes Ichimoku
Strategy based on Ichimoku cloud with entry when close crosses over Senkou Span B and A, and trailing stop and take profit.
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
- NASDAQ
- Recorded timeframes
- M5
- Recorded sessions
- Any time, but no trades before 15:30 GMT or after 22:30 GMT, and no trades on weekends
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Senkou Span B | {"base": 52, "conversion": 26, "period": 9} | close |
Extracted strategy rules
Recorded long-entry rules
- close CROSSES OVER SenkouSpanB[9,26,52]
- close CROSSES OVER SenkouSpanA[9,26,52]
- time >= 153000
- time < 223000
- not OpenDayOfWeek = 6 OR OpenDayOfWeek = 0
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- Trailing stop and take profit based on percentage of profit and bar count
Recorded filters
- no trades before 15:30 GMT or after 22:30 GMT
- no trades on weekends
- Stop loss
- 2.0 pips
- Take profit
- 1.73 times the initial stop loss
- Position sizing
- 1 contract
Questions about this record
What entry rules are recorded for Nasdaq 5minutes Ichimoku?
Long: close CROSSES OVER SenkouSpanB[9,26,52] close CROSSES OVER SenkouSpanA[9,26,52] time >= 153000 time < 223000 not OpenDayOfWeek = 6 OR OpenDayOfWeek = 0 Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: NASDAQ. Timeframes: M5. These are source-recorded labels, not verified execution behavior.