Extracted algorithm research record
Swing Structure Pullback
Trades pullbacks in the direction of the higher-timeframe trend using multi-timeframe analysis and ATR-based stop-loss and take-profit.
Source & extraction context
Evidence label: backtest_shown (source claim, not independent verification). Recorded completeness: 80.0/100. Neither is a performance result.
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Extraction warnings
Claim warnings
- THIN SAMPLE: 62 trades - below the ~100 needed before a win rate or profit factor carries much information.
Recorded market & execution profile
- Recorded timeframes
- H4, D1
- Recorded sessions
- Not specified
- Recorded regime
- trending|volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| EMA | {"period": 50} | close |
| EMA | {"period": 21} | close |
| EMA | {"period": 55} | close |
| ATR | {"period": 14} | close |
| RSI | {"period": 14} | close |
Extracted strategy rules
Recorded long-entry rules
- 50 EMA slopes up over the last 5 D1 bars and last D1 close is above 50 EMA
- 21 EMA is above 55 EMA
- Price within 0.3 ATR of 21 EMA in the last 8 H4 bars
- RSI(14) is 50 or lower
- H4 bar breaks the high of the previous 2 bars and closes on the trend side of 21 EMA
Recorded short-entry rules
- 50 EMA slopes down over the last 5 D1 bars and last D1 close is below 50 EMA
- 21 EMA is below 55 EMA
- Price within 0.3 ATR of 21 EMA in the last 8 H4 bars
- RSI(14) is 50 or higher
- H4 bar breaks the low of the previous 2 bars and closes on the trend side of 21 EMA
Recorded exit rules
- 50% take profit at 1R, stop moves to break-even
- 2.5 ATR trailing stop from the best price since entry
- Final take profit at 4R (can be switched off)
- Time exit after 90 H4 bars
- Optional exit when the daily trend turns against the position
Recorded filters
- News filter using the built-in MetaTrader 5 economic calendar
- Maximum spread (as a fraction of ATR or in points)
- Trading-hours window, no new trades late on Friday or in the first hours of the week
- Daily loss limit (% of the day-start balance, measured on equity)
- Maximum number of new trades per day
- Free margin, volume minimum, maximum, step and symbol volume limit, stops and freeze levels
- Symbol trade mode, whether the session is open
- OrderCheck
- Stop loss
- Initial stop beyond the pullback extreme plus 0.3 ATR, minimum 1 ATR
- Take profit
- 50% take profit at 1R, 2.5 ATR trailing stop, final take profit at 4R
- Position sizing
- Fixed lot or % risk of balance per trade (1% by default) with a maximum lot
Questions about this record
What entry rules are recorded for Swing Structure Pullback?
Long: 50 EMA slopes up over the last 5 D1 bars and last D1 close is above 50 EMA 21 EMA is above 55 EMA Price within 0.3 ATR of 21 EMA in the last 8 H4 bars RSI(14) is 50 or lower H4 bar breaks the high of the previous 2 bars and closes on the trend side of 21 EMA Short: 50 EMA slopes down over the last 5 D1 bars and last D1 close is below 50 EMA 21 EMA is below 55 EMA Price within 0.3 ATR of 21 EMA in the last 8 H4 bars RSI(14) is 50 or higher H4 bar breaks the low of the previous 2 bars and closes on the trend side of 21 EMA These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: XAUUSD, EURUSD, GBPUSD, USDJPY. Timeframes: H4, D1. These are source-recorded labels, not verified execution behavior.