Extracted algorithm research record
Quant Momentum Gold
Automated Gold trading system using Donchian channels and ATR for trend following.
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 timeframes
- H1
- Recorded sessions
- Not specified
- Recorded regime
- trending
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Donchian | {"period": 80} | high, low |
| ATR | {} | close |
Extracted strategy rules
Recorded long-entry rules
- Close beyond 80-bar Donchian channel
- Confirmed by a H1 bar close
Recorded short-entry rules
- Close below 80-bar Donchian channel
- Confirmed by a H1 bar close
Recorded exit rules
- 30-bar Donchian channel closes position when momentum reverses
- ATR trailing stop follows favorable movement
Recorded filters
- Spread-to-volatility filter
- Daily-loss and peak-equity entry guards
- Stop loss
- Initial stop distance based on ATR
- Take profit
- Not explicitly stated
- Position sizing
- Calculated from equity and stop distance
Questions about this record
What entry rules are recorded for Quant Momentum Gold?
Long: Close beyond 80-bar Donchian channel Confirmed by a H1 bar close Short: Close below 80-bar Donchian channel Confirmed by a H1 bar close These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: XAUUSD, GOLD. Timeframes: H1. These are source-recorded labels, not verified execution behavior.