Extracted algorithm research record
Megamax Donchian
Trend follower using Donchian channel breakout, ATR stop and trailing stop, with multiple risk tiers.
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
- UNSIZED CLAIM: performance figures are published with no trade count, so the sample behind them cannot be judged.
Recorded market & execution profile
- Recorded markets
- USDJPY
- Recorded timeframes
- H1
- Recorded sessions
- any
- Recorded regime
- trending
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Donchian channel | {"period": 20} | high and low |
| ATR | {"period": 14} | close |
Extracted strategy rules
Recorded long-entry rules
- price breaks above the Donchian channel high
Recorded short-entry rules
- price breaks below the Donchian channel low
Recorded exit rules
- price retraces by the trailing ATR distance
- position has not developed into a trend after 120 bars
Recorded filters
- economic-calendar news avoidance
- daily-loss stop
- consecutive-loss safety guards
- weekend close option
- Stop loss
- initial stop placed at 2.0× ATR from entry price
- Take profit
- no fixed take-profit, trailing stop at 4.0× ATR
- Position sizing
- risk percentage of balance against initial stop distance, with a hard maximum-lot cap
Questions about this record
What entry rules are recorded for Megamax Donchian?
Long: price breaks above the Donchian channel high Short: price breaks below the Donchian channel low These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: USDJPY. Timeframes: H1. These are source-recorded labels, not verified execution behavior.