Extracted algorithm research record
QuantEdge Trend Follower
A classic trend following Expert Advisor that buys new highs and sells new lows with a trailing stop.
Source & extraction context
Evidence label: backtest_shown (source claim, not independent verification). Recorded completeness: 50.0/100. Neither is a performance result.
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Extraction warnings
Claim warnings
- HIGH PROFIT FACTOR: claimed 3.06. Treat as an in-sample or curve-fitted figure until reproduced out of sample.
- UNSIZED CLAIM: performance figures are published with no trade count, so the sample behind them cannot be judged.
- RECOVERY SIZING: position size increases after losses (martingale/grid/averaging). Equity curves look smooth until the run that does not recover - judge it on worst-case exposure, not win rate.
Recorded market & execution profile
- Recorded markets
- Bitcoin, Ethereum, Gold
- Recorded timeframes
- H4
- Recorded sessions
- Not specified
- Recorded regime
- trending
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| EMA | {"period": 50} | close |
| EMA | {"period": 200} | close |
| ATR | {} | close |
Extracted strategy rules
Recorded long-entry rules
- H4 candle closes above the highest high of the previous 55 candles
Recorded short-entry rules
- H4 candle closes below the lowest low of the previous 55 candles
Recorded exit rules
- Trailing stop on the low/high of the last 27 closed candles, moved at each candle close, only in your favour
Recorded filters
- news filter
- max spread 3x your setting
- Stop loss
- 1.5 x ATR
- Take profit
- Not specified
- Position sizing
- Lot from the real profit value reported by MT5 (some brokers publish a wrong tick value - we found a 10x error on gold), commission included, Lot rounded down; trade skipped if even the minimum lot would risk more than 3x your setting, Free margin and broker volume limit checked, One position per symbol: no martingale, no grid, no averaging down
Questions about this record
What entry rules are recorded for QuantEdge Trend Follower?
Long: H4 candle closes above the highest high of the previous 55 candles Short: H4 candle closes below the lowest low of the previous 55 candles These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: Bitcoin, Ethereum, Gold. Timeframes: H4. These are source-recorded labels, not verified execution behavior.