Extracted algorithm research record
Sanju
Trend-following strategy using three EMAs and ATR for risk management.
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
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, H2, H3, H4
- Recorded sessions
- London/New York hours
- Recorded regime
- trending
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| EMA | {"period": 9} | close |
| EMA | {"period": 21} | close |
| EMA | {"period": 55} | close |
| ATR | {"period": 14} | price |
Extracted strategy rules
Recorded long-entry rules
- all three EMAs aligned upwards
- price pulls back to medium EMA
Recorded short-entry rules
- all three EMAs aligned downwards
- price pulls back to medium EMA
Recorded exit rules
- ATR-based trailing stop after break-even
- partial close at R-multiple
- automatic break-even stop move
Recorded filters
- London/New York hours
- Stop loss
- ATR-based, multiplier 1.5
- Take profit
- 3.5R risk:reward ratio
- Position sizing
- fixed % of account balance, 0.5–1% per trade
Questions about this record
What entry rules are recorded for Sanju?
Long: all three EMAs aligned upwards price pulls back to medium EMA Short: all three EMAs aligned downwards price pulls back to medium EMA These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: US30, EURUSD. Timeframes: H1, H2, H3, H4. These are source-recorded labels, not verified execution behavior.