Extracted algorithm research record
First Fractal Breakout
Intraday strategy using Bill Williams fractals to determine breakout limits.
Source & extraction context
Evidence label: backtest_shown (source claim, not independent verification). Recorded completeness: 50.0/100. Neither is a performance result.
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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
- 9:00-18:45 MSK
- Recorded regime
- trending|ranging|volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Fractal | {} | close |
| ATR | {"period": 14} | close |
Extracted strategy rules
Recorded long-entry rules
- Current bid price > up fractal limit
Recorded short-entry rules
- Current bid price < down fractal limit
Recorded exit rules
- Stop loss placed at ATR percentage of D1 ATR
- Take profit placed at TP multiplier times ATR
Recorded filters
- no overnight risk
- Stop loss
- ATR percentage of D1 ATR
- Take profit
- TP multiplier times ATR
- Position sizing
- Risk percent per trade
Questions about this record
What entry rules are recorded for First Fractal Breakout?
Long: Current bid price > up fractal limit Short: Current bid price < down fractal limit These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: DAX. Timeframes: M5. These are source-recorded labels, not verified execution behavior.