Extracted algorithm research record
Volatility Trailing Stop Engine
Dynamic volatility-based trailing stop mechanism for automated trading systems.
Source & extraction context
Evidence label: source_code (source claim, not independent verification). Recorded completeness: 80.0/100. 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
- M15, H1, D1
- Recorded sessions
- any
- Recorded regime
- volatile|any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| No indicator stack was recorded. This does not establish a price-action-only strategy. | ||
Extracted strategy rules
Recorded long-entry rules
- Not specified in the extracted record.
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- True Range (TR) calculation over a period
- Trailing stop offset as a multiple of TR
- Stop level can only move in the direction of the position
- Minimum step filter
- Open price protection
- Broker constraint checks (STOPS_LEVEL, FREEZE_LEVEL)
Recorded filters
- min_step
- open_price_protection
- broker_constraints
- Stop loss
- Dynamic based on recent True Range
- Take profit
- Not specified
- Position sizing
- Not specified
Questions about this record
What entry rules are recorded for Volatility Trailing Stop Engine?
Long: Not specified. Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: EURUSD, GBPUSD, USDJPY. Timeframes: M15, H1, D1. These are source-recorded labels, not verified execution behavior.