Extracted algorithm research record
Gold_Donchian40_SMA200
Close above/below the 40-bar high/low, SL 2 ATR, Chandelier 3 ATR
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 markets
- XAUUSD
- Recorded timeframes
- H4
- Recorded sessions
- Not specified
- Recorded regime
- trending
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| SMA | {"period": 200} | close |
| Donchian | {"period": 40} | close |
Extracted strategy rules
Recorded long-entry rules
- Close above the 40-bar high
Recorded short-entry rules
- Close below the 40-bar low
Recorded exit rules
- Chandelier 3 ATR
Recorded filters
- Trend filter: long only when the close is above yesterday's daily SMA200, short only below it. An unfiltered opposite signal still closes the position.
- Stop loss
- 2 ATR
- Take profit
- null
- Position sizing
- InpRiskPercent (default 1 %)
Questions about this record
What entry rules are recorded for Gold_Donchian40_SMA200?
Long: Close above the 40-bar high Short: Close below the 40-bar low These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: XAUUSD. Timeframes: H4. These are source-recorded labels, not verified execution behavior.