Extracted algorithm research record
BreakOut15
Trades based on moving averages crossing and specific time range.
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
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
- Not specified
- Recorded timeframes
- D1
- Recorded sessions
- Not specified
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| iMA | {"period": null} | close |
| MACD | {"period": null} | close |
| Stochastic | {"period": null} | close |
Extracted strategy rules
Recorded long-entry rules
- MA Fast on bar #0 > MA Slow on bar #0
Recorded short-entry rules
- MA Fast on bar #0 < MA Slow on bar #0
Recorded exit rules
- opposite signal
Recorded filters
- Start Hour - starting the time range (hours); '-1' disables BOTH parameters: Start Hour and Stop Hour; Stop Hour - ending the time range (hours), '-1' disables BOTH parameters: Start Hour and Stop Hour; Friday Close Hour - closing on Friday (hours), '-1' disables the parameter
- Stop loss
- Stop Loss - stop loss ('0' disables the parameter)
- Take profit
- Take Profit - take profit ('0' disables the parameter)
- Position sizing
- Lots - lot size is constant, parameter Risk having to be equal to '0'; or Risk - lot size is dynamic, in risk percents per trade, parameter Lots having to be equal to '0'
Questions about this record
What entry rules are recorded for BreakOut15?
Long: MA Fast on bar #0 > MA Slow on bar #0 Short: MA Fast on bar #0 < MA Slow on bar #0 These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: Not specified. Timeframes: D1. These are source-recorded labels, not verified execution behavior.