Extracted algorithm research record
EGADE369 v1.0
Institutional-grade mean-reversion trading system with a 280-point recovery grid and dynamic take-profit.
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
Claim warnings
- RECOVERY SIZING: position size increases after losses (martingale/grid/averaging). Equity curves look smooth until the run that does not recover - judge it on worst-case exposure, not win rate.
Recorded market & execution profile
- Recorded markets
- XAUUSD
- Recorded timeframes
- M1
- Recorded sessions
- any
- Recorded regime
- ranging|volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Bollinger Bands | {"deviations": 2.0, "period": 20} | close |
Extracted strategy rules
Recorded long-entry rules
- 20-period Bollinger Bands touch (upper band)
Recorded short-entry rules
- 20-period Bollinger Bands touch (lower band)
Recorded exit rules
- 130 points (1.30) for normal basket, 45 points (0.45) for adverse squeeze
Recorded filters
- 60 minutes before and after high-impact macroeconomic events
- real-time detection of abnormal M1 spikes (>250 points) with 15-minute trading freeze
- Stop loss
- 20.0% Drawdown
- Take profit
- 130 points (1.30) for normal basket, 45 points (0.45) for adverse squeeze
- Position sizing
- 1.4x lot multiplier every 3 layers, max 0.15 lot
Questions about this record
What entry rules are recorded for EGADE369 v1.0?
Long: 20-period Bollinger Bands touch (upper band) Short: 20-period Bollinger Bands touch (lower band) These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: XAUUSD. Timeframes: M1. These are source-recorded labels, not verified execution behavior.