Extracted algorithm research record
DTS Portfolio Trend System
A low-frequency trend-following Expert Advisor for the 4-hour chart, trading several uncorrelated instruments under one shared risk budget.
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
Claim warnings
- UNSIZED CLAIM: performance figures are published with no trade count, so the sample behind them cannot be judged.
- UNDATED CLAIM: performance figures are published with no test period, so they cannot be checked or reproduced.
Recorded market & execution profile
- Recorded markets
- XAUUSD,USDJPY,EURUSD
- Recorded timeframes
- H4
- Recorded sessions
- Not specified
- Recorded regime
- trending
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| No indicator stack was recorded. This does not establish a price-action-only strategy. | ||
Extracted strategy rules
Recorded long-entry rules
- price is above the upper band of the 55-day Donchian channel
Recorded short-entry rules
- price is below the lower band of the 55-day Donchian channel
Recorded exit rules
- price closes back through the prior 5-bar low (for longs) or high (for shorts)
Recorded filters
- daily loss limit of 3.0%
- maximum drawdown halt of 8.0%
- maximum simultaneous positions of 2
- maximum combined open risk of 1.0%
- minimum margin level of 200%
- Stop loss
- 1.5 × ATR(14) measured at the signal bar and does not move
- Take profit
- Not specified
- Position sizing
- Risk per trade = 0.35% of equity
Questions about this record
What entry rules are recorded for DTS Portfolio Trend System?
Long: price is above the upper band of the 55-day Donchian channel Short: price is below the lower band of the 55-day Donchian channel These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: XAUUSD,USDJPY,EURUSD. Timeframes: H4. These are source-recorded labels, not verified execution behavior.