Extracted algorithm research record
Session Breakout Portfolio EA
A session-range breakout portfolio for indices, gold and forex, traded from one chart.
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 timeframes
- M1
- Recorded sessions
- New York 09:30-10:00, Frankfurt 09:00-09:30, Tokyo 09:00-09:30, New York 09:30-09:45, Asian range 00:00-07:00 London
- Recorded regime
- breakout
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| ATR | {"period": 14} | close |
| ATR | {"period": 50} | close |
| EMA | {"period": 14} | close |
Extracted strategy rules
Recorded long-entry rules
- OCO buy stop above the range
- OCO sell stop below the range
Recorded short-entry rules
- ...
Recorded exit rules
- hard stop (fraction of the range, capped by ATR)
- optional R-multiple target
- optional break-even
- optional ATR trailing stop
- session time exit
Recorded filters
- minimum / maximum range size in multiples of the daily ATR
- optional daily trend filter (prior close vs daily EMA)
- volatility regime filter (ATR5/ATR50)
- trading days
- high-impact news filter (MT5 economic calendar, live)
- spread guard (spread as % of the stop)
- correlation groups (US indices, EU indices, Asia indices, metals, USD pairs with USD direction)
- Stop loss
- fraction of the range, capped by ATR
- Take profit
- optional R-multiple target
- Position sizing
- risk per trade as % of balance, % of equity, fixed money or fixed lots; min-lot protection
Questions about this record
What entry rules are recorded for Session Breakout Portfolio EA?
Long: OCO buy stop above the range OCO sell stop below the range Short: ... These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: USTEC/NAS100, DE40/GER40, JP225, XAUUSD/GOLD, USDJPY. Timeframes: M1. These are source-recorded labels, not verified execution behavior.