Extracted algorithm research record
EventStraddleMarket
Placed a two-sided stop bracket before scheduled economic releases, trails the winner with ATR-based stop.
Source & extraction context
Evidence label: backtest_shown (source claim, not independent verification). Recorded completeness: 80.0/100. 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
Claim warnings
- IMPLAUSIBLE PROFIT FACTOR: claimed 6.49. Over any real sample this is far outside what retail FX sustains.
- THIN SAMPLE: 38 trades - below the ~100 needed before a win rate or profit factor carries much information.
Recorded market & execution profile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| ATR | {"period": 14} | close |
Extracted strategy rules
Recorded long-entry rules
- place a buy stop at +1.0 ATR
- place a sell stop at -1.0 ATR
Recorded short-entry rules
- ...
Recorded exit rules
- once the position is 1.0 ATR in profit, the stop follows the price at a distance of 0.5 ATR
- the position is closed after 24 hours at the latest
- orders that are never filled are removed after the release
Recorded filters
- max spread 2.0 pips
- execution filters based on spread and deviation
- Stop loss
- 2.0 ATR away from its entry
- Take profit
- not explicitly stated
- Position sizing
- fixed 0.10 lot
Questions about this record
What entry rules are recorded for EventStraddleMarket?
Long: place a buy stop at +1.0 ATR place a sell stop at -1.0 ATR Short: ... These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: GBPNZD, EURNZD, NZDCAD, AUDNZD, NZDCHF, NZDUSD, GBPUSD, EURGBP, EURCAD, XAGUSD, XAUUSD, USOIL. Timeframes: M1. These are source-recorded labels, not verified execution behavior.