Extracted algorithm research record
Volume Breakout Zone EA
Trades the break of a resistance zone with abnormal volume, using ATR and moving averages for filtering and 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 markets
- USDJPY
- Recorded timeframes
- M30
- Recorded sessions
- Not specified
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| ATR | {} | close |
| EMA | {"period": 21} | close |
| EMA | {"period": 9} | close |
Extracted strategy rules
Recorded long-entry rules
- Pivot highs are detected and grouped into a zone when they fall within an ATR-scaled tolerance of each other.
- The breakout candle must show relative volume above a multiple of its own moving average.
- A trend filter on a long moving average allows entries only in the direction of the dominant move.
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- Optional break-even and pivot-based trailing are available and disabled by default.
Recorded filters
- daily loss limit
- ratcheting maximum loss limit
- margin ceiling
- Stop loss
- placed below a second, shorter moving average with an ATR buffer
- Take profit
- fixed reward-to-risk multiple
- Position sizing
- Percentage of equity risked per trade, with an optional maximum lot and a maximum number of simultaneous positions
Questions about this record
What entry rules are recorded for Volume Breakout Zone EA?
Long: Pivot highs are detected and grouped into a zone when they fall within an ATR-scaled tolerance of each other. The breakout candle must show relative volume above a multiple of its own moving average. A trend filter on a long moving average allows entries only in the direction of the dominant move. Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: USDJPY. Timeframes: M30. These are source-recorded labels, not verified execution behavior.