Extracted algorithm research record
XAUUSD Trend-Following System
A long-only, trend-following strategy for XAUUSD with ATR-based stop and target, and daily loss circuit breaker.
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
- H1
- Recorded sessions
- London open 08:00-11:00 GMT
- Recorded regime
- trending
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| EMA | {"period": 200} | close |
| ADX | {"period": 14} | close |
| MACD | {} | close |
| Stochastic | {"period": 14} | close |
Extracted strategy rules
Recorded long-entry rules
- Price[close, shift=1] > EMA(200)[shift=1]
- ADX(14)[shift=1] >= 20.0
- MACD_Line[1] > Signal_Line[1] AND MACD_Line[2] <= Signal_Line[2]
- %K[1] > %D[1] AND %K[2] <= %D[2] AND %K[1] < InpStoch_MaxLevel
- EMA(9)[1] > EMA(21)[1] AND EMA(9)[2] <= EMA(21)[2]
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- ManageOpenPositions()
- IsNewBar()
Recorded filters
- news filter
- max spread 0.30 pips
- daily loss limit 4.0%
- max drawdown limit 8.0%
- Stop loss
- Ask - (InpSL_ATR × ATR[1])
- Take profit
- Ask + (InpTP_ATR × ATR[1])
- Position sizing
- Risk Money = Account Balance × (InpRiskPercent / 100); Loss Per Lot = (SL Distance / Tick Size) × Tick Value; Lot Size = Risk Money / Loss Per Lot
Questions about this record
What entry rules are recorded for XAUUSD Trend-Following System?
Long: Price[close, shift=1] > EMA(200)[shift=1] ADX(14)[shift=1] >= 20.0 MACD_Line[1] > Signal_Line[1] AND MACD_Line[2] <= Signal_Line[2] %K[1] > %D[1] AND %K[2] <= %D[2] AND %K[1] < InpStoch_MaxLevel EMA(9)[1] > EMA(21)[1] AND EMA(9)[2] <= EMA(21)[2] Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: XAUUSD. Timeframes: H1. These are source-recorded labels, not verified execution behavior.