# greg_regime_risk_v2

Trend-following EA with EMA crossover, RSI pullback, ADX filter, ATR-based risk management, and volatility-regime adaptive SL/TP.

Canonical: https://prismaticalgos.com/compendium/algo/11448-greg-regime-risk-v2
Record ID: 11448
Catalog rank: 375 (reading order, not performance)
Snapshot: 2026-10-31 15:46 UTC
Family: Mean Reversion & Counter-Trend (B)
Source: https://github.com/christianteohx/MQL5
Evidence label (unverified): source_code

## Scope and limitations

These are machine-extracted research records, not verified trading systems. Catalog rank measures specification detail and claimed evidence, not profitability. The catalog extraction pipeline did not independently backtest these records. Its separate selected testing ledger does not validate the wider corpus. Rules, labels and parameters can be incomplete or wrong; consult the original source and its reuse terms.

No endorsement, ownership claim or source-code reuse permission is implied.

## Extraction warnings

No automated warnings recorded; this is not validation.

## Recorded profile

- symbols: US500
- timeframes: H1
- sessions: 24/7 (broker time)
- market_regime: volatile

## Indicators

- EMA: {"period": 20}; applied to: close
- EMA: {"period": 200}; applied to: close
- RSI: {"period": 14}; applied to: close
- ADX: {"period": 14}; applied to: close
- ATR: {"period": 14}; applied to: close

## Recorded long-entry rules

- Fast EMA > Slow EMA AND RSI >= RSI_Buy_Min AND RSI rising
- ADX >= ADXMin (optional)

## Recorded short-entry rules

- Fast EMA < Slow EMA AND RSI <= RSI_Sell_Max AND RSI falling
- ADX >= ADXMin (optional)

## Recorded exit rules

- Reward:risk >= BeThreshold → SL moves to entry (risk-free)
- Standard ATR-based trailing stop activates after SL move

## Recorded filters

- Max daily loss (2.0%)
- Max consecutive losses (4)
- Max spread (50.0 pips)
- Session time filter (24/7)

## Risk controls

- Stop loss: ATR-based, with multipliers adjusted by volatility regime
- Take profit: ATR-based, with multipliers adjusted by volatility regime
- Position sizing: % of equity × RiskPercent