Extracted algorithm research record
TickRobust
Mean-reversion EA with Once-per-bar decisions and cost-aware exits for XAUUSD on M1
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 markets
- XAUUSD
- Recorded timeframes
- M1
- Recorded sessions
- 10:00–20:00
- Recorded regime
- ranging
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Z-Score | {} | close |
| ADX | {} | close |
| ATR | {"period": 50} | close |
Extracted strategy rules
Recorded long-entry rules
- Z < -2.2
- Turn confirmation
- ADX ≤ 22
- ATR between 0.4× and 2.0× of its 50-bar average
- Spread ≤ 50 pts
- Session 10:00–20:00
- No red-folder USD news
- Loss cooldown elapsed
Recorded short-entry rules
- Z > 2.2
- Turn confirmation
- ADX ≤ 22
- ATR between 0.4× and 2.0× of its 50-bar average
- Spread ≤ 50 pts
- Session 10:00–20:00
- No red-folder USD news
- Loss cooldown elapsed
Recorded exit rules
- Server-side limit TP at the mean
- |Z| ≤ 0.2
- Time exit — 40 bars
- Breakeven after 1×ATR in profit
- Server-side SL — max(800 pts, 2.5×ATR)
Recorded filters
- news filter
- max spread 50 pts
- volatility filter
- session filter
- loss cooldown
- Stop loss
- max(800 pts, 2.5×ATR)
- Take profit
- server-side limit TP at the mean, |Z| ≤ 0.2, time exit, breakeven
- Position sizing
- risk tiers based on equity
Questions about this record
What entry rules are recorded for TickRobust?
Long: Z < -2.2 Turn confirmation ADX ≤ 22 ATR between 0.4× and 2.0× of its 50-bar average Spread ≤ 50 pts Session 10:00–20:00 No red-folder USD news Loss cooldown elapsed Short: Z > 2.2 Turn confirmation ADX ≤ 22 ATR between 0.4× and 2.0× of its 50-bar average Spread ≤ 50 pts Session 10:00–20:00 No red-folder USD news Loss cooldown elapsed These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: XAUUSD. Timeframes: M1. These are source-recorded labels, not verified execution behavior.