# Peregrine Gold Quant

Systematic trend following with seven volatility-normalised trend signals and Kalman filter.

Canonical: https://prismaticalgos.com/compendium/algo/7960-peregrine-gold-quant
Record ID: 7960
Catalog rank: 1865 (reading order, not performance)
Snapshot: 2026-10-31 15:46 UTC
Family: Statistical, Quantitative & Machine Learning (I)
Source: https://www.mql5.com/en/market/product/195273
Evidence label (unverified): backtest_shown

## Scope and limitations

These are machine-extracted research records, not verified trading systems. Catalog rank measures specification detail and claimed evidence, not profitability. The catalog extraction pipeline did not independently backtest these records. Its separate selected testing ledger does not validate the wider corpus. Rules, labels and parameters can be incomplete or wrong; consult the original source and its reuse terms.

No endorsement, ownership claim or source-code reuse permission is implied.

## Extraction warnings

Claim warnings: UNSIZED CLAIM: performance figures are published with no trade count, so the sample behind them cannot be judged.
Opacity warnings: UNDEFINED ENTRY TERM: the entry conditions are prose naming a concept with no numeric definition, so two readers would implement them differently. Advisory only -- this does not affect the score.

## Recorded profile

- symbols: XAUUSD
- timeframes: H1
- sessions: trades around the clock
- market_regime: trending

## Indicators

- EMA: {"period": 9}; applied to: close
- EMA: {"period": 2}; applied to: close
- EMA: {"period": 21}; applied to: close
- Kalman filter: {}; applied to: close
- Kalman filter: {}; applied to: close
- USD trend signal: {}; applied to: EURUSD
- USD trend signal: {}; applied to: USDJPY

## Recorded long-entry rules

- forecast > 10

## Recorded short-entry rules

- forecast < -10

## Recorded exit rules

- forecast < 5

## Recorded filters

- protective stop on every position
- daily loss limit
- maximum equity drawdown
- minimum margin level
- orders capped at 90% of free margin and maximum lot size
- no orders during broker's gold session closure
- risk budget not smaller than broker's minimum lot

## Risk controls

- Stop loss: 4x daily volatility
- Take profit: Not specified
- Position sizing: 12% annual volatility of account, adjusted for volatility