Extracted algorithm research record
Aurum Trend Engine
Multi-filter trend-following Expert Advisor for XAUUSD with H1 and M1 analysis, dynamic stop loss, and strong trend boost.
Source & extraction context
Evidence label: backtest_shown (source claim, not independent verification). Recorded completeness: 85.0/100. 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.
Recorded market & execution profile
- Recorded markets
- XAUUSD
- Recorded timeframes
- M1, H1
- Recorded sessions
- London 08:00-16:00 GMT, New York 08:00-16:00 GMT
- Recorded regime
- trending
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| EMA | {"period": 50} | close |
| Bollinger Bands | {"deviation": 2.0, "period": 20} | close |
| LWMA | {"fast_period": 5, "slow_period": 10} | close |
| TrendSlope | {"period": 20} | close |
| ATR | {"period": 14} | close |
Extracted strategy rules
Recorded long-entry rules
- H1 trend direction is bullish
- Trend strength is between 0.4 and 1.6
- Price is at least 1.0 ATR away from 50-period EMA
- 5 consecutive directional bars within 20 bars lookback
- LWMA alignment confirms trend direction
Recorded short-entry rules
- H1 trend direction is bearish
- Trend strength is between 0.4 and 1.6
- Price is at least 1.0 ATR away from 50-period EMA
- 5 consecutive directional bars within 20 bars lookback
- LWMA alignment confirms trend direction
Recorded exit rules
- Tiered take profit with 5 levels at 40-point spacing
- Dynamic stop loss based on market structure
- Stale trade exit after 300 bars without reaching 0.5 gain
- Break-even stop at 3.0 ATR profit
Recorded filters
- news filter
- max spread 20 points
- Stop loss
- Dynamic stop loss based on market structure
- Take profit
- 5 levels at 40-point spacing
- Position sizing
- Sizing rule based on account balance
Questions about this record
What entry rules are recorded for Aurum Trend Engine?
Long: H1 trend direction is bullish Trend strength is between 0.4 and 1.6 Price is at least 1.0 ATR away from 50-period EMA 5 consecutive directional bars within 20 bars lookback LWMA alignment confirms trend direction Short: H1 trend direction is bearish Trend strength is between 0.4 and 1.6 Price is at least 1.0 ATR away from 50-period EMA 5 consecutive directional bars within 20 bars lookback LWMA alignment confirms trend direction These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: XAUUSD. Timeframes: M1, H1. These are source-recorded labels, not verified execution behavior.