Extracted algorithm research record
Donchian Trend Engine
Enters trades on genuine breakouts beyond a Donchian channel, with ATR-based stop-loss and trailing stop.
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 markets
- USDJPY
- Recorded timeframes
- H1
- Recorded sessions
- Not specified
- Recorded regime
- trending
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Donchian Channel | {"period": 40} | close |
| ATR | {} | close |
Extracted strategy rules
Recorded long-entry rules
- bar closes beyond the 40-bar Donchian channel
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- ATR trailing stop (8.0 ATR), plus a time-out after 60 bars if the move never develops
Recorded filters
- Not specified in the extracted record.
- Stop loss
- 2.0 ATR
- Take profit
- Not specified
- Position sizing
- 0.5% per trade
Questions about this record
What entry rules are recorded for Donchian Trend Engine?
Long: bar closes beyond the 40-bar Donchian channel Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: USDJPY. Timeframes: H1. These are source-recorded labels, not verified execution behavior.