Extracted algorithm research record
Keltner Channel EMA Scalping Hybrid EA
A mean-reversion/breakout hybrid scalping strategy using Keltner Channels and H1 EMA trend bias.
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 timeframes
- M5
- Recorded sessions
- London Session: 08:00 - 17:00 GMT, New York Session: 13:00 - 22:00 GMT, London/NY Overlap: 13:00 - 17:00 GMT
- Recorded regime
- volatile|trending|ranging
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Keltner Channels | {"atr_multiplier": 2.0, "period": 20} | close |
| Trend Filter | {"period": 20} | close |
| ADX | {"period": 14} | close |
Extracted strategy rules
Recorded long-entry rules
- M5 close above lower Keltner band (crossing from below)
- H1 close above H1 20-EMA (bullish trend bias)
- Optional: ADX > 25 (if enabled)
Recorded short-entry rules
- M5 close below upper Keltner band (crossing from above)
- H1 close below H1 20-EMA (bearish trend bias)
- Optional: ADX > 25 (if enabled)
Recorded exit rules
- Stop Loss: ATR-based (1.0 × ATR) or Swing-based
- Take Profit: Scaled Partial TPs (33% at +1.5 × ATR, 33% at +3.0 × ATR, 34% at +4.5 × ATR) or Fixed Risk:Reward (1:2 or custom ratio)
Recorded filters
- ADX(14) > 25 for momentum confirmation
- Check Spread: Enabled
- Max Spread: 30 points
- Stop loss
- ATR-based: 1.0 × ATR(20) from entry; Swing-based: Below/above recent swing low/high
- Take profit
- Scaled Partial TPs: 33% at +1.5 × ATR, 33% at +3.0 × ATR, 34% at +4.5 × ATR; Fixed Risk:Reward: 1:2 or custom ratio
- Position sizing
- Risk % or fixed lot sizing
Questions about this record
What entry rules are recorded for Keltner Channel EMA Scalping Hybrid EA?
Long: M5 close above lower Keltner band (crossing from below) H1 close above H1 20-EMA (bullish trend bias) Optional: ADX > 25 (if enabled) Short: M5 close below upper Keltner band (crossing from above) H1 close below H1 20-EMA (bearish trend bias) Optional: ADX > 25 (if enabled) These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: XAUUSD, XAGUSD, BTCUSD, US30, NAS100. Timeframes: M5. These are source-recorded labels, not verified execution behavior.