Extracted algorithm research record
LivermoreEA
Automates Jesse Livermore's Market Key system with four tranches and abnormal behavior exit.
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
Build warnings
- DAILY_LOW_COUNT: daily-or-slower timeframe on a single instrument. Expect well under 100 trades in five years, so a backtest will rarely reach statistical significance on its own.
Recorded market & execution profile
- Recorded markets
- any
- Recorded timeframes
- D1
- Recorded sessions
- any
- Recorded regime
- trending
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| ATR | {"period": 14} | close |
Extracted strategy rules
Recorded long-entry rules
- price breaks above the consolidation high on expanding volume
- price does not show abnormal behavior since the breakout
Recorded short-entry rules
- price breaks below the consolidation low on expanding volume
- price does not show abnormal behavior since the breakout
Recorded exit rules
- price moves against the trend by more than 1.0 ATR on volume above 1.5 times the campaign average
- high-volume reaction is treated as abnormal behavior
Recorded filters
- hedging account required
- account mode validation
- Stop loss
- stop loss is placed at the consolidation low for long campaigns and the consolidation high for short campaigns
- Take profit
- Not specified
- Position sizing
- full position size is calculated once at the first tranche entry and stored. All subsequent tranches are expressed as percentages of that stored value
Questions about this record
What entry rules are recorded for LivermoreEA?
Long: price breaks above the consolidation high on expanding volume price does not show abnormal behavior since the breakout Short: price breaks below the consolidation low on expanding volume price does not show abnormal behavior since the breakout These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: any. Timeframes: D1. These are source-recorded labels, not verified execution behavior.