Extracted algorithm research record
Straddle TP/SL EA
Breakout straddle with risk-based position sizing, ATR-adaptive stop loss, and session-hour filtering.
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
- HIGH PROFIT FACTOR: claimed 3.01. Treat as an in-sample or curve-fitted figure until reproduced out of sample.
Recorded market & execution profile
- Recorded markets
- XAUUSD.sc
- Recorded timeframes
- M5
- Recorded sessions
- UTC hours 4,10,11,22,23 excluded
- Recorded regime
- breakout
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| ATR | {"period": 14} | close |
Extracted strategy rules
Recorded long-entry rules
- New M5 candle, flat market, Buy Stop above candle's high/low + buffer
Recorded short-entry rules
- New M5 candle, flat market, Sell Stop below candle's high/low + buffer
Recorded exit rules
- Trailing stop once profit clears live spread * 0.1, trail distance = 100 points
Recorded filters
- Session filter
- Min-range filter
- Daily profit/loss limits
- Weekly schedule
- Holiday list
- News filter
- Stop loss
- ATR(14) * 1.5
- Take profit
- Not explicitly stated
- Position sizing
- % of equity per trade (`InpRiskPercent`, default 0.5%)
Questions about this record
What entry rules are recorded for Straddle TP/SL EA?
Long: New M5 candle, flat market, Buy Stop above candle's high/low + buffer Short: New M5 candle, flat market, Sell Stop below candle's high/low + buffer These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: XAUUSD.sc. Timeframes: M5. These are source-recorded labels, not verified execution behavior.