Extracted algorithm research record
RedRose
High win-rate trading on gold using 19 independent sub-strategies
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
No automated warnings are recorded in this snapshot. This does not establish that the extraction or system is sound.
Recorded market & execution profile
- Recorded timeframes
- M15, M30, H1
- Recorded sessions
- Not specified
- Recorded regime
- trending|volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| MACD | {"period": 12, "signal": 26, "smooth": 9} | close |
| Keltner Channel | {"mult": 1.5, "period": 20} | close |
| Keltner Channel | {"mult": 2.0, "period": 20} | close |
| ADX | {"period": 14} | close |
| CCI | {"period": 20} | close |
| Donchian Channel | {"period": 10} | close |
| EMA | {"period": 20} | close |
| EMA | {"period": 10} | close |
| EMA | {"period": 50} | close |
| Stochastic | {"period_d": 3, "period_k": 14, "smooth_d": 3} | close |
| Stochastic | {"period_d": 3, "period_k": 14} | close |
| Aroon | {"period": 14} | close |
| Z-Score | {"period": 20} | close |
| Z-Score | {"period": 20} | close |
| Williams %R | {"period": 14} | close |
| RSI | {"period": 14} | close |
Extracted strategy rules
Recorded long-entry rules
- MACD(12,26,9): MACD line above signal line
- Keltner Channel(20,1.5): close above upper band
- Keltner Channel(20,2.0): close above upper band
- ADX(14): ADX ≥ 25, EMA10 above EMA30
- CCI(20): CCI crossing above +100
- Donchian Channel(10): close above 10-bar high
- EMA pullback: price pulls back to EMA20 while holding above EMA50
- Stochastic(14,3,3): K>D, K>50
- Stochastic(14,3): K crossing above D, K<20
- Aroon(14): Up line above Down line
- Z-Score(20): Z-score ≤ -2.0
- Z-Score(20): Z-score ≤ -2.5
- EMA pullback: price pulls back to EMA10 while holding above EMA30
- EMA pullback: price pulls back to EMA20 while holding above EMA50
Recorded short-entry rules
- MACD(12,26,9): MACD line below signal line
- Keltner Channel(20,1.5): close below lower band
- Keltner Channel(20,2.0): close below lower band
- ADX(14): ADX ≥ 25, EMA10 below EMA30
- CCI(20): CCI crossing below -100
- Donchian Channel(10): close below 10-bar low
- EMA pullback: price pulls back to EMA20 while holding below EMA50
- Stochastic(14,3,3): K<D, K<50
- Stochastic(14,3): K crossing below D, K>80
- Aroon(14): Up line below Down line
- Z-Score(20): Z-score ≥ +2.0
- Z-Score(20): Z-score ≥ +2.5
- EMA pullback: price pulls back to EMA10 while holding below EMA30
- EMA pullback: price pulls back to EMA20 while holding below EMA50
Recorded exit rules
- Not specified in the extracted record.
Recorded filters
- session aware
- market state
- minimum stop distance
- volume cap
- margin usage
- Stop loss
- scaled by ATR
- Take profit
- null
- Position sizing
- seven-tier risk dropdown from 0.1% to 3.5% in seven steps
Questions about this record
What entry rules are recorded for RedRose?
Long: MACD(12,26,9): MACD line above signal line Keltner Channel(20,1.5): close above upper band Keltner Channel(20,2.0): close above upper band ADX(14): ADX ≥ 25, EMA10 above EMA30 CCI(20): CCI crossing above +100 Donchian Channel(10): close above 10-bar high EMA pullback: price pulls back to EMA20 while holding above EMA50 Stochastic(14,3,3): K>D, K>50 Stochastic(14,3): K crossing above D, K<20 Aroon(14): Up line above Down line Z-Score(20): Z-score ≤ -2.0 Z-Score(20): Z-score ≤ -2.5 EMA pullback: price pulls back to EMA10 while holding above EMA30 EMA pullback: price pulls back to EMA20 while holding above EMA50 Short: MACD(12,26,9): MACD line below signal line Keltner Channel(20,1.5): close below lower band Keltner Channel(20,2.0): close below lower band ADX(14): ADX ≥ 25, EMA10 below EMA30 CCI(20): CCI crossing below -100 Donchian Channel(10): close below 10-bar low EMA pullback: price pulls back to EMA20 while holding below EMA50 Stochastic(14,3,3): K<D, K<50 Stochastic(14,3): K crossing below D, K>80 Aroon(14): Up line below Down line Z-Score(20): Z-score ≥ +2.0 Z-Score(20): Z-score ≥ +2.5 EMA pullback: price pulls back to EMA10 while holding below EMA30 EMA pullback: price pulls back to EMA20 while holding below EMA50 These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: XAUUSD, XAUUSDc, XAUUSD.m. Timeframes: M15, M30, H1. These are source-recorded labels, not verified execution behavior.