Extracted algorithm research record
Algorithmic Trio Expert
Multi-timeframe trend engine trading US index CFDs with ATR-based stop-loss and take-profit.
Source & extraction context
Evidence label: backtest_shown (source claim, not independent verification). Recorded completeness: 80.0/100. Neither is a performance result.
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Extraction warnings
Claim warnings
- THIN SAMPLE: 54 trades - below the ~100 needed before a win rate or profit factor carries much information.
Recorded market & execution profile
- Recorded markets
- SPX500, NAS100, US30
- Recorded timeframes
- M1, M5, M15, M30, H1, H4, D1
- Recorded sessions
- Anytime, as it is based on bar openings
- Recorded regime
- trending|volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| VAMA | {"period_max": 100, "period_min": 20} | close |
| ATR | {"period": 14} | close |
| EMA | {"period": 20} | close |
Extracted strategy rules
Recorded long-entry rules
- Composite score >= 0.15
- VAMA trend filter on H4
- M15 and H1 EMA20 on trade side of H4 VAMA
- No D1 breakout filter or M5/M15/H1 EMA20 agreement filter (if applicable)
Recorded short-entry rules
- Composite score <= -0.15
- VAMA trend filter on H4
- M15 and H1 EMA20 on trade side of H4 VAMA
- No D1 breakout filter or M5/M15/H1 EMA20 agreement filter (if applicable)
Recorded exit rules
- Stop-loss at ATR(14, H4) * SLMult
- Take-profit at 2.5 * ATR(14, H4)
- Close position if opposite signal is confirmed
- No re-entry on direction flip
Recorded filters
- Spread filter (skips if spread > 0.10% of price)
- One position filter (no stacking in same direction)
- Loss-streak halt (4 consecutive losses)
- Cooldown (6 hours for SPX500, 168 hours for NAS100 and US30)
- Slippage cap (30 points)
- Pause button (on-chart Trading ON/OFF switch)
- Stop loss
- ATR(14, H4) * SLMult
- Take profit
- 2.5 * ATR(14, H4)
- Position sizing
- Minimum lot per broker
Questions about this record
What entry rules are recorded for Algorithmic Trio Expert?
Long: Composite score >= 0.15 VAMA trend filter on H4 M15 and H1 EMA20 on trade side of H4 VAMA No D1 breakout filter or M5/M15/H1 EMA20 agreement filter (if applicable) Short: Composite score <= -0.15 VAMA trend filter on H4 M15 and H1 EMA20 on trade side of H4 VAMA No D1 breakout filter or M5/M15/H1 EMA20 agreement filter (if applicable) These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: SPX500, NAS100, US30. Timeframes: M1, M5, M15, M30, H1, H4, D1. These are source-recorded labels, not verified execution behavior.