Extracted algorithm research record
Fractal Breakout
Intraday trading strategy using fractal breakout on M5 timeframe with ATR-based stop and take profit, trend and session filters, and trailing stop.
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
- XAUUSD
- Recorded timeframes
- M5
- Recorded sessions
- Asia 00:00-08:00, London 08:00-16:00, New York 13:00-21:00
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| iFractals | {"period": 50} | close |
Extracted strategy rules
Recorded long-entry rules
- bid >= fractal high
Recorded short-entry rules
- bid <= fractal low
Recorded exit rules
- stop loss at InpAtrPercent % of D1 ATR, take profit at InpAtrPercent * InpTpMultiplier * D1 ATR
Recorded filters
- trend filter
- session filter
- breakeven
- trailing stop
- max drawdown
- Stop loss
- InpAtrPercent % of D1 ATR
- Take profit
- InpAtrPercent * InpTpMultiplier * D1 ATR
- Position sizing
- fixed 0.01 lot
Questions about this record
What entry rules are recorded for Fractal Breakout?
Long: bid >= fractal high Short: bid <= fractal low These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: XAUUSD. Timeframes: M5. These are source-recorded labels, not verified execution behavior.