Extracted algorithm research record
GoldBreakM15Short
Identifies high-probability bearish breakouts on Gold using multiple technical layers.
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
Claim warnings
- THIN SAMPLE: 63 trades - below the ~100 needed before a win rate or profit factor carries much information.
Recorded market & execution profile
- Recorded markets
- XAUUSD
- Recorded timeframes
- M15
- Recorded sessions
- Not specified
- Recorded regime
- breakout
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Keltner Channel | {"period": null} | close |
| WaveTrend | {"mode": "Reversal Mode, Continuation Mode"} | close |
| MFI | {"threshold": null} | close |
| EMA | {"period": "Fast EMA, Slow EMA"} | close |
| ATR | {"multiplier": null, "period": 20} | close |
| CCI | {"period": null} | close |
| Big-Move Exhaustion Guard | {} | close |
Extracted strategy rules
Recorded long-entry rules
- Not specified in the extracted record.
Recorded short-entry rules
- Keltner Channel Breakdown - Price closes below the lower band (EMA - ATR multiplier), confirming a structural momentum shift to the downside
- Hybrid WaveTrend Signal - Two modes, both bearish: - Reversal Mode: WaveTrend crosses from positive territory into negative within a configurable lookback window - catching early reversals at trend turns - Continuation Mode: WaveTrend is deeply negative (below a configurable threshold) - riding sustained downtrends without waiting for a fresh crossover
- Money Flow Index (MFI) < Threshold - Confirms genuine selling pressure backs the move, not a low-volume rejection spike
- EMA Downtrend Alignment - Price must be below both Fast EMA and Slow EMA simultaneously, requiring structural trend confirmation before entry
- ATR Expansion Filter - ATR must be expanding relative to its 20-bar baseline, confirming that momentum is present and not exhausted
- ATR Volatility Ceiling - ATR must remain below 1.55× its baseline, filtering out choppy, erratic conditions where breakouts are unreliable
- CCI Below Dynamic Lower Band - CCI must fall below its own SMA − StdDev band, requiring momentum confirmation from a second independent oscillator
Recorded exit rules
- Stop Loss is placed at the nearest confirmed pivot high plus an ATR buffer - a structural stop, not an arbitrary pip distance. When no valid pivot is found, an ATR-based fallback (SlMultiplier × WidthFactor × ATR) is used automatically.
- Take Profit is set at a configurable Reward:Risk multiple below the entry price. An optional TP Boost (×1.3 by default) applies when the entry bar is a wide-range impulse candle, the fast EMA has been falling for three consecutive bars, and the bar closes bearish — capturing stronger momentum moves with a proportionally wider target.
- Break-Even moves the Stop Loss to entry - a pip buffer once price reaches a configurable percentage of the distance to Take Profit, locking in the trade for free.
Recorded filters
- spread filter
- big-move exhaustion guard
- cooldown bars
- one position at a time
- Stop loss
- nearest confirmed pivot high plus an ATR buffer
- Take profit
- configurable Reward:Risk multiple below the entry price, with optional TP Boost
- Position sizing
- risk-based position sizing - lot size is calculated dynamically as a percentage of current account equity
Questions about this record
What entry rules are recorded for GoldBreakM15Short?
Long: Not specified. Short: Keltner Channel Breakdown - Price closes below the lower band (EMA - ATR multiplier), confirming a structural momentum shift to the downside Hybrid WaveTrend Signal - Two modes, both bearish: - Reversal Mode: WaveTrend crosses from positive territory into negative within a configurable lookback window - catching early reversals at trend turns - Continuation Mode: WaveTrend is deeply negative (below a configurable threshold) - riding sustained downtrends without waiting for a fresh crossover Money Flow Index (MFI) < Threshold - Confirms genuine selling pressure backs the move, not a low-volume rejection spike EMA Downtrend Alignment - Price must be below both Fast EMA and Slow EMA simultaneously, requiring structural trend confirmation before entry ATR Expansion Filter - ATR must be expanding relative to its 20-bar baseline, confirming that momentum is present and not exhausted ATR Volatility Ceiling - ATR must remain below 1.55× its baseline, filtering out choppy, erratic conditions where breakouts are unreliable CCI Below Dynamic Lower Band - CCI must fall below its own SMA − StdDev band, requiring momentum confirmation from a second independent oscillator These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: XAUUSD. Timeframes: M15. These are source-recorded labels, not verified execution behavior.