Extracted algorithm research record
GoldBreakM15Long
Identifies high-probability bullish breakouts on Gold with multi-layered technical conditions.
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 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 | {"period": null} | close |
| Money Flow Index (MFI) | {"period": null} | close |
| Average True Range (ATR) | {"period": null} | close |
| Commodity Channel Index (CCI) | {"period": null} | close |
Extracted strategy rules
Recorded long-entry rules
- Keltner Channel Breakout - Price closes above the upper band (EMA + ATR multiplier)
- WaveTrend Signal Line > 0
- MFI > Threshold
- ATR Expansion Filter
- CCI Above Dynamic Upper Band
- Big-Move Exhaustion Guard
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- Stop Loss at nearest confirmed pivot low minus ATR buffer
- Take Profit at configurable Reward:Risk multiple from entry price
- Break-Even moves Stop Loss to entry + pip buffer once price reaches configurable percentage of distance to Take Profit
Recorded filters
- spread filter
- cooldown bars
- one position at a time
- Stop loss
- nearest confirmed pivot low minus ATR buffer
- Take profit
- configurable Reward:Risk multiple from the entry price, with optional TP Boost (×1.2 by default) for wide-range impulse candle and rising fast EMA
- Position sizing
- risk-based position sizing as a percentage of current account equity, with minimum volume floor detection
Questions about this record
What entry rules are recorded for GoldBreakM15Long?
Long: Keltner Channel Breakout - Price closes above the upper band (EMA + ATR multiplier) WaveTrend Signal Line > 0 MFI > Threshold ATR Expansion Filter CCI Above Dynamic Upper Band Big-Move Exhaustion Guard Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: XAUUSD. Timeframes: M15. These are source-recorded labels, not verified execution behavior.