Extracted algorithm research record
Aurum Surge
A fully automated trend-following breakout scalper for XAUUSD on the M15 timeframe.
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
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
- M15
- Recorded sessions
- Not specified
- Recorded regime
- trending
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| EMA | {"period": 50} | close |
| EMA | {"period": 200} | close |
| ATR | {"period": 14} | close |
| ATR | {"period": 100} | close |
| Donchian | {"period": 50} | close |
Extracted strategy rules
Recorded long-entry rules
- EMA(50) is above EMA(200)
- Donchian channel breakout above high
- Impulse strength: distance from current price to channel high >= 1.5 x ATR(14)
- Momentum body: bar body >= 0.8 x ATR(14)
- Volatility compression: ATR <= 1.2 x 100-bar average ATR
- Level latch: channel extreme is armed only once
Recorded short-entry rules
- EMA(50) is below EMA(200)
- Donchian channel breakout below low
- Impulse strength: distance from current price to channel low >= 1.5 x ATR(14)
- Momentum body: bar body >= 0.8 x ATR(14)
- Volatility compression: ATR <= 1.2 x 100-bar average ATR
- Level latch: channel extreme is armed only once
Recorded exit rules
- Fixed initial stop-loss: 8.50 USD per ounce
- Break-even lock: stop-loss moved to entry price + 0.30 USD
- Tight trailing: stop-loss trails price with step of 2.00 USD
Recorded filters
- Impulse strength: distance from current price to channel extreme >= 1.5 x ATR(14)
- Momentum body: bar body >= 0.8 x ATR(14)
- Volatility compression: ATR <= 1.2 x 100-bar average ATR
- Extension guard: price not stretched more than 3 x ATR from EMA(50)
- Level latch: each channel extreme armed only once
- Stop loss
- 8.50 USD per ounce
- Take profit
- 31.64 USD
- Position sizing
- 3 percent of balance, adjusted for distance to stop-loss
Questions about this record
What entry rules are recorded for Aurum Surge?
Long: EMA(50) is above EMA(200) Donchian channel breakout above high Impulse strength: distance from current price to channel high >= 1.5 x ATR(14) Momentum body: bar body >= 0.8 x ATR(14) Volatility compression: ATR <= 1.2 x 100-bar average ATR Level latch: channel extreme is armed only once Short: EMA(50) is below EMA(200) Donchian channel breakout below low Impulse strength: distance from current price to channel low >= 1.5 x ATR(14) Momentum body: bar body >= 0.8 x ATR(14) Volatility compression: ATR <= 1.2 x 100-bar average ATR Level latch: channel extreme is armed only once These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: XAUUSD. Timeframes: M15. These are source-recorded labels, not verified execution behavior.