Extracted algorithm research record
Trend Confirm Lock
Trend-following strategy that confirms trend with pullback and locks profit after 20 price units.
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
- THIN SAMPLE: 90 trades - below the ~100 needed before a win rate or profit factor carries much information.
Recorded market & execution profile
- Recorded markets
- XAUUSDm
- Recorded timeframes
- M15, M30
- Recorded sessions
- any
- Recorded regime
- trending
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| SMMA | {"period": 20} | close |
| SMMA | {"period": 50} | close |
Extracted strategy rules
Recorded long-entry rules
- MA fast > MA slow
- MA gap ≥ 0.2 ATR
- MA fast slope up over 3 bars
- Close price > MA slow
Recorded short-entry rules
- ...
Recorded exit rules
- MA fast slope change > 0.1 ATR over 3 bars
- Held for 96 bars (24 hours)
- Profit ≥ 20 price units, SL locked at entry +10
Recorded filters
- max spread 1.0 price unit
- Stop loss
- Below the low of the confirmation bar and pullback bars, minus 0.1 ATR. Min 0.5 ATR, max 15 price units.
- Take profit
- Not used by default
- Position sizing
- Fixed lot size of 0.01 (1 price unit = $1)
Questions about this record
What entry rules are recorded for Trend Confirm Lock?
Long: MA fast > MA slow MA gap ≥ 0.2 ATR MA fast slope up over 3 bars Close price > MA slow Short: ... These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: XAUUSDm. Timeframes: M15, M30. These are source-recorded labels, not verified execution behavior.