Extracted algorithm research record
QueuBreakoutEA
Multi-motor EA using breakout, regression, mean reversion, and reversal strategies on XAUUSD and BTCUSD
Source & extraction context
Evidence label: backtest_shown (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
No automated warnings are recorded in this snapshot. This does not establish that the extraction or system is sound.
Recorded market & execution profile
- Recorded timeframes
- M1, M3, M5, M15
- Recorded sessions
- any
- Recorded regime
- trending|volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Donchian Channel | {"period": 20} | close |
| EMA | {"period": 21} | close |
| ADX | {"period": 14} | close |
| Linear Regression Channel | {"period": 25} | close |
Extracted strategy rules
Recorded long-entry rules
- previous close exceeds Donchian Channel by InpBreakoutATR × ATR
- filter of trend EMA (optional on higher timeframe)
- ADX filter: market is in expansion
- efficiency ratio filter
- cost filter: absolute spread and/or spread to ATR ratio
Recorded short-entry rules
- price retracts below the short regression line by InpReg_EntrySigma × σ
Recorded exit rules
- exit on break of regime when slopes cease to agree
- stop loss at InpReg_StopSigma × σ from the short regression line
- trailing stop at InpTrail_ATR × ATR
- partial take profit at InpPartial_R × R
Recorded filters
- cost filter: spread and/or spread to ATR ratio
- regime filter: slopes of long horizons must agree
- quality filter: R² of long horizon ≥ InpReg_MinR2 and normalized slope ≥ InpReg_MinSlopeATR
- timing filter: price must be below the short regression line by InpReg_EntrySigma × σ
- structure filter: price must stay on the correct side of the long regression line
- Stop loss
- InpReg_StopSigma × σ from the short regression line
- Take profit
- fixed take profit is disabled by default
- Position sizing
- adaptive sizing
Questions about this record
What entry rules are recorded for QueuBreakoutEA?
Long: previous close exceeds Donchian Channel by InpBreakoutATR × ATR filter of trend EMA (optional on higher timeframe) ADX filter: market is in expansion efficiency ratio filter cost filter: absolute spread and/or spread to ATR ratio Short: price retracts below the short regression line by InpReg_EntrySigma × σ These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: XAUUSD, BTCUSD. Timeframes: M1, M3, M5, M15. These are source-recorded labels, not verified execution behavior.