Extracted algorithm research record
BGC Grid EA
A regime-aware, restartable grid-trading system based on BGC stochastic process research.
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
Claim warnings
- RECOVERY SIZING: position size increases after losses (martingale/grid/averaging). Equity curves look smooth until the run that does not recover - judge it on worst-case exposure, not win rate.
Opacity warnings
- UNDEFINED ENTRY TERM: the entry conditions are prose naming a concept with no numeric definition, so two readers would implement them differently. Advisory only -- this does not affect the score.
Recorded market & execution profile
- Recorded markets
- XAUUSD
- Recorded timeframes
- M1, H4, D1
- Recorded sessions
- any
- Recorded regime
- trending|ranging|volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| VolatilityGate | {"atr_period": 14, "maperiod": 20, "regime_tf": "H4"} | close |
| CPDEngine | {"delta": 2.0, "threshold": 15.0, "window": 50} | close |
Extracted strategy rules
Recorded long-entry rules
- not explicitly stated
Recorded short-entry rules
- not explicitly stated
Recorded exit rules
- profit target
- drawdown threshold
- age limit
- weekend rule
Recorded filters
- CPD block
- price-level filter near recent extremes
- BGT disable mode
- Stop loss
- not explicitly stated
- Take profit
- not explicitly stated
- Position sizing
- equity-based dynamic lot sizing, with mild multiplier or stress-responsive dynamic lot mode
Questions about this record
What entry rules are recorded for BGC Grid EA?
Long: not explicitly stated Short: not explicitly stated These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: XAUUSD. Timeframes: M1, H4, D1. These are source-recorded labels, not verified execution behavior.