Extracted algorithm research record
Gold Quant Engine Hardened
Trend-following Expert Advisor for Gold (XAUUSD) that trades one position at a time with a stop loss and trails the stop.
Source & extraction context
Evidence label: backtest_shown (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
- THIN SAMPLE: 75 trades - below the ~100 needed before a win rate or profit factor carries much information.
Recorded market & execution profile
- Recorded markets
- XAUUSD
- Recorded timeframes
- H4
- Recorded sessions
- Optional session filter from 07:00 to 18:00 broker time
- Recorded regime
- trending
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Donchian | {"period": 20} | high/low |
| ATR | {"period": 14} | close |
Extracted strategy rules
Recorded long-entry rules
- Price breaks the highest high of the previous 20-bar Donchian period by more than the breakout padding
Recorded short-entry rules
- Price breaks the lowest low of the previous 20-bar Donchian period by more than the breakout padding
Recorded exit rules
- Trailing stop behind price at an ATR-based Chandelier distance, only moves in the trade's favor
Recorded filters
- Session filter
- Spread filter
- Stop loss
- ATR x multiplier from the entry price
- Take profit
- No fixed take profit, trailing stop only
- Position sizing
- Fixed lot size (default 0.05 lots)
Questions about this record
What entry rules are recorded for Gold Quant Engine Hardened?
Long: Price breaks the highest high of the previous 20-bar Donchian period by more than the breakout padding Short: Price breaks the lowest low of the previous 20-bar Donchian period by more than the breakout padding These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: XAUUSD. Timeframes: H4. These are source-recorded labels, not verified execution behavior.