Extracted algorithm research record
Periodic Range Breakout 2.0
A mechanical trading strategy that uses breakout levels based on a specified range to enter trades.
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
Claim warnings
- RECOVERY SIZING: position size increases after losses (martingale/grid/averaging). Equity curves look smooth until the run that does not recover - judge it on worst-case exposure, not win rate.
Recorded market & execution profile
- Recorded markets
- Not specified
- Recorded timeframes
- Not specified
- Recorded sessions
- Not specified
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| ATR | {"period": 20} | close |
Extracted strategy rules
Recorded long-entry rules
- price breaks high level upward
Recorded short-entry rules
- price breaks low level downward
Recorded exit rules
- take-profit and stop-loss levels are determined by a specific portion of the range in pips
Recorded filters
- Not specified in the extracted record.
- Stop loss
- stop-loss in pips as percentage of derived range
- Take profit
- take-profit in pips as percentage of derived range
- Position sizing
- volume management based on lot management mode
Questions about this record
What entry rules are recorded for Periodic Range Breakout 2.0?
Long: price breaks high level upward Short: price breaks low level downward These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: Not specified. Timeframes: Not specified. These are source-recorded labels, not verified execution behavior.