Extracted algorithm research record
BreakoutExitLab
Turtle-style Donchian channel breakouts with three exits: ATR trailing stop, Turtle exit channel, and fixed target.
Source & extraction context
Evidence label: backtest_shown (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
- H4, H1
- Recorded sessions
- any
- Recorded regime
- trending
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Donchian channel | {"period": 20} | close |
| ATR | {"period": 20} | close |
| EMA | {"period": 200} | close |
Extracted strategy rules
Recorded long-entry rules
- price closes above the highest high of the last 20 bars
- in an uptrend (optional trend filter)
Recorded short-entry rules
- price closes below the lowest low of the last 20 bars
- in a downtrend (optional trend filter)
Recorded exit rules
- ATR trail: the stop follows the best price since entry at 3.0 times ATR
- Turtle exit channel: the stop follows the lowest low of the last 10 bars for a long, the highest high for a short
- Fixed target: a take profit at 2R times the initial risk
Recorded filters
- optional trend filter on the side of a 200 EMA
- Stop loss
- ATR trail: the stop follows the best price since entry at 3.0 times ATR, never moves back
- Take profit
- Fixed target: a take profit at 2R times the initial risk
- Position sizing
- not specified
Questions about this record
What entry rules are recorded for BreakoutExitLab?
Long: price closes above the highest high of the last 20 bars in an uptrend (optional trend filter) Short: price closes below the lowest low of the last 20 bars in a downtrend (optional trend filter) These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: XAUUSD, EURUSD, GBPUSD, USDJPY. Timeframes: H4, H1. These are source-recorded labels, not verified execution behavior.