Extracted algorithm research record
Nexfin Donchian Trend
Enters when a bar closes beyond the highest high or lowest low of the entry window, exits on the shorter opposite channel or on an ATR trailing 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: 72 trades - below the ~100 needed before a win rate or profit factor carries much information.
Recorded market & execution profile
- Recorded timeframes
- D1
- Recorded sessions
- Not specified
- Recorded regime
- trending|volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Donchian Channel | {"period": 20} | high/low |
Extracted strategy rules
Recorded long-entry rules
- bar closes above the highest high of the entry window
Recorded short-entry rules
- bar closes below the lowest low of the entry window
Recorded exit rules
- on the shorter opposite channel
- ATR trailing stop
Recorded filters
- news filter
- max spread 50 pips
- Stop loss
- null
- Take profit
- null
- Position sizing
- risk-based or fixed lot
Questions about this record
What entry rules are recorded for Nexfin Donchian Trend?
Long: bar closes above the highest high of the entry window Short: bar closes below the lowest low of the entry window These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: BTCUSD, XAUUSD, US100, EURUSD. Timeframes: D1. These are source-recorded labels, not verified execution behavior.