{
  "id": 12412,
  "rank": 474,
  "name": "DTS Portfolio Trend System",
  "aka": [],
  "family": "A",
  "subtype": "A2",
  "one_liner": "A low-frequency trend-following Expert Advisor for the 4-hour chart, trading several uncorrelated instruments under one shared risk budget.",
  "market_regime": "trending",
  "timeframes": [
    "H4"
  ],
  "symbols": [
    "XAUUSD,USDJPY,EURUSD"
  ],
  "sessions": [],
  "indicators": [],
  "entry_long": [
    "price is above the upper band of the 55-day Donchian channel"
  ],
  "entry_short": [
    "price is below the lower band of the 55-day Donchian channel"
  ],
  "exit_rules": [
    "price closes back through the prior 5-bar low (for longs) or high (for shorts)"
  ],
  "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": null,
  "position_size": "Risk per trade = 0.35% of equity",
  "evidence_type": "backtest_shown",
  "completeness": 80.0,
  "signal_warnings": null,
  "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."
  ],
  "opacity_warnings": null,
  "build_warnings": null,
  "canonical": "https://prismaticalgos.com/compendium/algo/12412-dts-portfolio-trend-system",
  "snapshot": "2026-10-31 15:46 UTC",
  "source_url": "https://www.mql5.com/en/market/product/203684",
  "limitations": "These are machine-extracted research records, not verified trading systems. Catalog rank measures specification detail and claimed evidence, not profitability. The catalog extraction pipeline did not independently backtest these records. Its separate selected testing ledger does not validate the wider corpus. Rules, labels and parameters can be incomplete or wrong; consult the original source and its reuse terms."
}