Extracted algorithm research record
Two Frame Momentum Trend
Momentum trigger on chart timeframe with trend filter from higher timeframe and fixed stop-loss and take-profit.
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
- M5, H1
- Recorded sessions
- Not specified
- Recorded regime
- trending|volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| RSI | {"period": 14} | close |
| EMA | {"period": 21} | close |
| EMA | {"period": 50} | close |
| ATR | {"period": 14} | close |
Extracted strategy rules
Recorded long-entry rules
- RSI crossed the 50 level on the last closed candle
- Chart EMA and higher-timeframe EMA are on the same side
- Optional support/resistance filter not active or not blocking
Recorded short-entry rules
- RSI crossed the 50 level on the last closed candle
- Chart EMA and higher-timeframe EMA are on the same side
- Optional support/resistance filter not active or not blocking
Recorded exit rules
- Stop-loss based on ATR, moved to entry price when price moves 1R in profit
- Take-profit is a fixed multiple of the stop-loss distance (2.0)
Recorded filters
- Optional maximum-spread filter (disabled by default)
- Stop loss
- Based on ATR, moved to entry price when price moves 1R in profit
- Take profit
- Fixed multiple of the stop-loss distance (2.0)
- Position sizing
- Fixed lot size (default 0.01)
Questions about this record
What entry rules are recorded for Two Frame Momentum Trend?
Long: RSI crossed the 50 level on the last closed candle Chart EMA and higher-timeframe EMA are on the same side Optional support/resistance filter not active or not blocking Short: RSI crossed the 50 level on the last closed candle Chart EMA and higher-timeframe EMA are on the same side Optional support/resistance filter not active or not blocking These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: XAUUSD. Timeframes: M5, H1. These are source-recorded labels, not verified execution behavior.