Extracted algorithm research record
AbacuQuant Portfolio
A multi-market, multi-asset portfolio trading strategy with validated presets and real-tick testing.
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
No automated warnings are recorded in this snapshot. This does not establish that the extraction or system is sound.
Recorded market & execution profile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| ATR | {"period": 14} | close |
| Fibonacci | {"period": null} | close |
| Candlestick | {"period": null} | close |
| Support and Resistance | {"period": null} | close |
| Bollinger Bands | {"period": 20} | close |
| RSI | {"period": 14} | close |
| Moving Average | {"period": 50} | close |
| MACD | {"fast_period": 26, "period": 12, "slow_period": 9} | close |
| ADX | {"period": 14} | close |
| Stochastic | {"period": 14} | close |
Extracted strategy rules
Recorded long-entry rules
- at least 4 signals agree
- stop loss set from ATR
- take profit set from ATR
Recorded short-entry rules
- at least 4 signals agree
- stop loss set from ATR
- take profit set from ATR
Recorded exit rules
- stop loss hit
- take profit hit
- risk limits exceeded
Recorded filters
- volatility-based stops
- real-tick testing
- global risk limits
- Stop loss
- set from ATR
- Take profit
- set from ATR
- Position sizing
- based on ATR and risk percentage
Questions about this record
What entry rules are recorded for AbacuQuant Portfolio?
Long: at least 4 signals agree stop loss set from ATR take profit set from ATR Short: at least 4 signals agree stop loss set from ATR take profit set from ATR These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: EURUSD, USDJPY, AUDUSD, EURJPY, XAUUSD, Dow Jones (WS30), Nasdaq 100 (NDX), Nikkei 225 (NI225), Australia 200 (AUS200), Euro Stoxx 50 (STOXX50E), FTSE 100 (UK100). Timeframes: H1. These are source-recorded labels, not verified execution behavior.