Extracted algorithm research record
sunrise_ogle_xauusd
4-phase state machine entry system with ATR-based risk management for Gold (XAU/USD) on 5-minute timeframe
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 markets
- XAUUSD
- Recorded timeframes
- 5m
- Recorded sessions
- any
- Recorded regime
- volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| EMA | {"period": 1} | close |
| EMA | {"period": 14} | close |
| EMA | {"period": 18} | close |
| EMA | {"period": 24} | close |
| ATR | {"period": 14} | high-low |
Extracted strategy rules
Recorded long-entry rules
- EMA confirm period 1 crosses above EMA 14, 18, 24
- Price pulls back 1-3 candles
- Price breaks above volatility channel
- Global invalidation check passes
Recorded short-entry rules
- EMA confirm period 1 crosses below EMA 14, 18, 24
- Price pulls back 1-3 candles
- Price breaks below volatility channel
- Global invalidation check passes
Recorded exit rules
- Stop loss triggered (2.5x ATR)
- Take profit triggered (12.0x ATR)
Recorded filters
- EMA angle momentum filter
- ATR volatility filter
- Time-of-day filter
- Candle color confirmation
- Stop loss
- 2.5x ATR
- Take profit
- 12.0x ATR
- Position sizing
- 1% risk per trade
Questions about this record
What entry rules are recorded for sunrise_ogle_xauusd?
Long: EMA confirm period 1 crosses above EMA 14, 18, 24 Price pulls back 1-3 candles Price breaks above volatility channel Global invalidation check passes Short: EMA confirm period 1 crosses below EMA 14, 18, 24 Price pulls back 1-3 candles Price breaks below volatility channel Global invalidation check passes These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: XAUUSD. Timeframes: 5m. These are source-recorded labels, not verified execution behavior.