Extracted algorithm research record
Gold Range Grid Mean Reversion
Trend-following system with mean reversion, adjusting exposure based on volatility and ATR.
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
- gold
- Recorded timeframes
- H1
- Recorded sessions
- Not specified
- Recorded regime
- trending|volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| EMA | {"period": 50} | close |
| ATR | {"period": 14} | null |
Extracted strategy rules
Recorded long-entry rules
- Not specified in the extracted record.
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- 8 ATR favorable move, then 6 ATR on completed bars
Recorded filters
- Not specified in the extracted record.
- Stop loss
- emergency ATR stop
- Take profit
- new profit trail after 8 ATR favorable move
- Position sizing
- 14% target-volatility setting, 1.35x exposure cap
Questions about this record
What entry rules are recorded for Gold Range Grid Mean Reversion?
Long: Not specified. Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: gold. Timeframes: H1. These are source-recorded labels, not verified execution behavior.