Extracted algorithm research record
Crypto Portfolio Trend
Automated crypto trend strategy for BTCUSD and ETHUSD with breakout and trend filters, ATR stops, and portfolio risk management.
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 timeframes
- H1
- Recorded sessions
- Not specified
- Recorded regime
- trending|volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Donchian channel | {"period": 50} | close |
| EMA | {"period": 50} | close |
| EMA | {"period": 200} | close |
| ADX | {"period": 14} | close |
Extracted strategy rules
Recorded long-entry rules
- breakout from 50-bar Donchian channel
- EMA 50/200 crossover
- ADX threshold 27
- H4 trend check
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- 3 ATR stops
- 3 ATR trailing stop
Recorded filters
- maximum spread 0.25%
- broker-volume checks
- trade result verification
- Stop loss
- 3 ATR stops
- Take profit
- immediate 3 ATR trailing
- Position sizing
- 1% initial-entry risk, 9% portfolio risk, 6% per-symbol risk
Questions about this record
What entry rules are recorded for Crypto Portfolio Trend?
Long: breakout from 50-bar Donchian channel EMA 50/200 crossover ADX threshold 27 H4 trend check Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: BTCUSD, ETHUSD. Timeframes: H1. These are source-recorded labels, not verified execution behavior.