Extracted algorithm research record
MTF Gold
Trend-following system for XAUUSD with pullback entries and risk management rules.
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 markets
- XAUUSDs
- Recorded timeframes
- D1, H4, H1, M15
- Recorded sessions
- London session 08:00-11:00 GMT
- Recorded regime
- trending
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| No indicator stack was recorded. This does not establish a price-action-only strategy. | ||
Extracted strategy rules
Recorded long-entry rules
- bias D1 + bias H4 + bias H1 >= 4
- location H1 >= 1 ATR(M15) swing leg
- M15 trigger price >= swing high/low BOS
Recorded short-entry rules
- ...
Recorded exit rules
- 1R → 50% close + SL to breakeven
- trail SL after breakeven
- time stop 12 bars (3 hours)
- max hold 96 bars (24 hours)
Recorded filters
- news filter ±30 minutes around USD high
- max spread 25% of ATR(M15)
- max 2 consecutive losses
- max 24-hour drawdown 5% of week opening balance
- max 3 consecutive losses 24 hours
- Stop loss
- swing M15 opposite side ± 0.5 × ATR(M15)
- Take profit
- end of H1 leg (h1Hi for long)
- Position sizing
- risk% ÷ SL width, rounded down
Questions about this record
What entry rules are recorded for MTF Gold?
Long: bias D1 + bias H4 + bias H1 >= 4 location H1 >= 1 ATR(M15) swing leg M15 trigger price >= swing high/low BOS Short: ... These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: XAUUSDs. Timeframes: D1, H4, H1, M15. These are source-recorded labels, not verified execution behavior.