Extracted algorithm research record
Donchian ATR Trailing Stop
Visualizes Donchian channel breakout and ATR trailing stop for trend following.
Source & extraction context
Evidence label: backtest_shown (source claim, not independent verification). Recorded completeness: 50.0/100. 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 | {"N_Channel": 40} | close |
| ATR | {"ATR_Period": 14} | close |
Extracted strategy rules
Recorded long-entry rules
- bar closes above the upper Donchian channel
Recorded short-entry rules
- bar closes below the lower Donchian channel
Recorded exit rules
- ATR trailing stop moves toward price and disappears when price closes through it
Recorded filters
- Not specified in the extracted record.
- Stop loss
- ATR trailing stop
- Take profit
- not explicitly stated
- Position sizing
- not explicitly stated
Questions about this record
What entry rules are recorded for Donchian ATR Trailing Stop?
Long: bar closes above the upper Donchian channel Short: bar closes below the lower Donchian channel These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: USDJPY. Timeframes: H1. These are source-recorded labels, not verified execution behavior.