Extracted algorithm research record
Angora Trading System
A mean-reversion Expert Advisor that trades based on Bollinger Bands and RSI, with optional ATR-based grid and ADX regime filter.
Source & extraction context
Evidence label: backtest_shown (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
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
- Every tick based on real ticks
- Recorded sessions
- Not specified
- Recorded regime
- ranging
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Bollinger Bands | {"ma_method": "SMA", "period": 20, "std_dev": 2.0} | close |
| RSI | {"period": 14} | close |
| ADX | {"period": 14} | close |
| EMA | {"period": 100} | close |
| ATR | {"period": 14} | close |
Extracted strategy rules
Recorded long-entry rules
- previous bar touched or closed outside upper band, last bar closed back inside, RSI in oversold zone
- previous bar touched or closed outside lower band, last bar closed back inside, RSI in oversold zone
- previous bar touched or closed outside upper band, last bar closed back inside, RSI in overbought zone
- previous bar touched or closed outside lower band, last bar closed back inside, RSI in overbought zone
Recorded short-entry rules
- previous bar touched or closed outside lower band, last bar closed back inside, RSI in oversold zone
- previous bar touched or closed outside upper band, last bar closed back inside, RSI in oversold zone
- previous bar touched or closed outside lower band, last bar closed back inside, RSI in overbought zone
- previous bar touched or closed outside upper band, last bar closed back inside, RSI in overbought zone
Recorded exit rules
- middle band (or opposite band) with at least 0.05R profit
- break-even lock and trailing profit floor (measured in R)
- basket max loss of 1.0R
- soft time exit after 32 bars
- hard time exit after 96 bars
- trend break exit if ADX above 35
Recorded filters
- minimum band width of 2.0 x ATR
- minimum target distance of 0.8 x ATR
- spread filter
- session filter
- account guard
- Stop loss
- sent with every order, beyond the last possible level
- Take profit
- middle band (or opposite band) with at least 0.05R profit
- Position sizing
- fixed lot per leg or lot calculated from Basket Risk %
Questions about this record
What entry rules are recorded for Angora Trading System?
Long: previous bar touched or closed outside upper band, last bar closed back inside, RSI in oversold zone previous bar touched or closed outside lower band, last bar closed back inside, RSI in oversold zone previous bar touched or closed outside upper band, last bar closed back inside, RSI in overbought zone previous bar touched or closed outside lower band, last bar closed back inside, RSI in overbought zone Short: previous bar touched or closed outside lower band, last bar closed back inside, RSI in oversold zone previous bar touched or closed outside upper band, last bar closed back inside, RSI in oversold zone previous bar touched or closed outside lower band, last bar closed back inside, RSI in overbought zone previous bar touched or closed outside upper band, last bar closed back inside, RSI in overbought zone These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: XAUUSD. Timeframes: Every tick based on real ticks. These are source-recorded labels, not verified execution behavior.