Extracted algorithm research record
Trend Follower ESR
EMA trend following with Bollinger Band squeeze-release confirmation and ATR-based risk management
Source & extraction context
Evidence label: backtest_shown (source claim, not independent verification). Recorded completeness: 50.0/100. 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
- M5
- Recorded sessions
- Not specified
- Recorded regime
- trending
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| EMA | {"period": 9} | close |
| EMA | {"period": 21} | close |
| Bollinger Bands | {"deviation": 2.0, "percentile": 80, "period": 20} | close |
| ATR | {"period": 14} | high, low, close |
Extracted strategy rules
Recorded long-entry rules
- fast EMA crosses above slow EMA
- Bollinger Band squeeze followed by release
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- EMA crossovers
- ATR-based stop loss and take profit
Recorded filters
- ADX and Choppiness Index
- M15 Bollinger Band squeeze-release
- Stop loss
- ATR-based, configurable multiplier
- Take profit
- ATR-based, configurable multiplier
- Position sizing
- fixed, configurable
Questions about this record
What entry rules are recorded for Trend Follower ESR?
Long: fast EMA crosses above slow EMA Bollinger Band squeeze followed by release Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: XAUUSD, BTCUSD. Timeframes: M5. These are source-recorded labels, not verified execution behavior.