Extracted algorithm research record
Bullion Trend Follower
Breakouts of a 30-bar Donchian channel with ATR trailing stop.
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
- H4
- Recorded sessions
- any
- Recorded regime
- trending
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Donchian | {"period": 30} | high, low |
| ATR | {"period": 14} | close |
Extracted strategy rules
Recorded long-entry rules
- Breakout of 30-bar Donchian channel
Recorded short-entry rules
- ...
Recorded exit rules
- ATR trailing stop
Recorded filters
- News filter that pauses new entries around scheduled releases
- Daily loss and daily profit limits
- Spread protection measured as a percentage of the stop distance
- Optional weekend close
- Stop loss
- Hard stop loss on every position, sent with the order and verified afterwards
- Take profit
- Not specified
- Position sizing
- 0.5% of account equity per trade, capped at 2.0% in code
Questions about this record
What entry rules are recorded for Bullion Trend Follower?
Long: Breakout of 30-bar Donchian channel Short: ... These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: XAUUSD, XAGUSD. Timeframes: H4. These are source-recorded labels, not verified execution behavior.