Extracted algorithm research record
TrendContinuation and Pullback
Dual strategy for XAUUSD on M5 timeframe using EMA and ATR with fixed lot size and risk management.
Source & extraction context
Evidence label: source_code (source claim, not independent verification). Recorded completeness: 50.0/100. 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
Build warnings
- MT4_ONLY: the captured source is MQL4 / written for MetaTrader 4. It needs porting (order functions, indicator handles) before it runs on MT5.
Recorded market & execution profile
- Recorded markets
- XAUUSD
- Recorded timeframes
- M5
- Recorded sessions
- Not specified
- Recorded regime
- trending|volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| EMA | {"period": 9} | close |
| EMA | {"period": 21} | close |
| ATR | {"period": 14} | close |
Extracted strategy rules
Recorded long-entry rules
- EMA9 > EMA21
- Breakout of last two highs by ATR threshold
- Candle body reaches minimum ATR ratio
Recorded short-entry rules
- EMA9 < EMA21
- Rebound to trend direction
- Shadow rejection of minimum ATR ratio
Recorded exit rules
- Dynamic SL/TP with phase-based protection
Recorded filters
- ATR/Spread ratio minimum threshold
- Daily profit limit of $50
- Stop loss
- Initial SL, then phase-based adjustment
- Take profit
- Initial TP, then phase-based adjustment
- Position sizing
- 0.01
Questions about this record
What entry rules are recorded for TrendContinuation and Pullback?
Long: EMA9 > EMA21 Breakout of last two highs by ATR threshold Candle body reaches minimum ATR ratio Short: EMA9 < EMA21 Rebound to trend direction Shadow rejection of minimum ATR ratio These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: XAUUSD. Timeframes: M5. These are source-recorded labels, not verified execution behavior.