Extracted algorithm research record
MTF Confluence Trend
Trend system using Supertrend, ADX, and volume filters on multiple timeframes.
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
- THIN SAMPLE: 48 trades - below the ~100 needed before a win rate or profit factor carries much information.
Recorded market & execution profile
- Recorded markets
- XAUUSD
- Recorded timeframes
- H1, H4
- Recorded sessions
- Not specified
- Recorded regime
- trending
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Supertrend | {"len": 10, "mult": 2} | close |
| ADX | {"len": 14, "minimum": 22} | close |
Extracted strategy rules
Recorded long-entry rules
- Supertrend on chart timeframe flips to bullish
- Supertrend on higher timeframe confirms bullish direction
- ADX is above 22 and volume is above its average
Recorded short-entry rules
- Supertrend on chart timeframe flips to bearish
- Supertrend on higher timeframe confirms bearish direction
- ADX is above 22 and volume is above its average
Recorded exit rules
- Not specified in the extracted record.
Recorded filters
- volume above average
- Stop loss
- 2 ATR
- Take profit
- null
- Position sizing
- fixed fractional risk, capped at 90% of equity
Questions about this record
What entry rules are recorded for MTF Confluence Trend?
Long: Supertrend on chart timeframe flips to bullish Supertrend on higher timeframe confirms bullish direction ADX is above 22 and volume is above its average Short: Supertrend on chart timeframe flips to bearish Supertrend on higher timeframe confirms bearish direction ADX is above 22 and volume is above its average These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: XAUUSD. Timeframes: H1, H4. These are source-recorded labels, not verified execution behavior.