Extracted algorithm research record
Opening Range Breakout with NR4 / NR7 Contraction Filters
Trades based on the opening range breakout and contraction/expansion concepts with optional filters.
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
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
- XAUUSD
- Recorded timeframes
- M1, D1
- Recorded sessions
- London time with automatic daylight saving, or broker server time, session start hour and minute
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| No indicator stack was recorded. This does not establish a price-action-only strategy. | ||
Extracted strategy rules
Recorded long-entry rules
- offset mode (stretch or ATR) + stretch lookback or ATR period + ATR multiple + NR4 or NR7 or Inside day + NR4 or 3-bar NR + entry window (minutes)
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- exit (minutes after the start)
Recorded filters
- NR4
- NR7
- Inside day + NR4
- 3-bar NR
- Optional: skip the day after a wide-range day (WS4 or WS7)
- max spread as % of the offset
- optional hard cap in points
- skip Fridays
- Stop loss
- stop loss is the opposite level of the entry order
- Take profit
- take-profit multiple (0 = off)
- Position sizing
- lot size from % risk per trade and the stop distance, daily loss limit based on account equity, maximum fills per session, spread filter measured as a % of the offset, free-margin and volume-limit checks
Questions about this record
What entry rules are recorded for Opening Range Breakout with NR4 / NR7 Contraction Filters?
Long: offset mode (stretch or ATR) + stretch lookback or ATR period + ATR multiple + NR4 or NR7 or Inside day + NR4 or 3-bar NR + entry window (minutes) Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: XAUUSD. Timeframes: M1, D1. These are source-recorded labels, not verified execution behavior.