Extracted algorithm research record
Maestrale EA
A fully automated mean-reversion system for XAUUSD M5 that buys oversold dips and sells overbought spikes with ATR-based stop loss, take profit, and time-based exit.
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
- XAUUSD
- Recorded timeframes
- M5
- Recorded sessions
- 24/5 on a VPS
- Recorded regime
- trending|ranging|volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| EMA | {"period": 200} | close |
| RSI | {"period": 14} | close |
| ATR | {"period": 14} | close |
Extracted strategy rules
Recorded long-entry rules
- close bar RSI below 30
- price at least 2.5 ATR away from EMA(20)
Recorded short-entry rules
- close bar RSI above 75
- price at least 2.5 ATR away from EMA(20)
Recorded exit rules
- take profit at 3 ATR
- catastrophic stop loss at 9 ATR
- forced time exit after 200 bars
- optional break-even and trailing stop
Recorded filters
- trend filter EMA(200)
- entry time window 01-18
- close all positions on Friday evening
- Stop loss
- catastrophic stop loss at 9 ATR
- Take profit
- take profit at 3 ATR
- Position sizing
- fixed lot, fixed USD risk or percent of balance, hard cap on position size
Questions about this record
What entry rules are recorded for Maestrale EA?
Long: close bar RSI below 30 price at least 2.5 ATR away from EMA(20) Short: close bar RSI above 75 price at least 2.5 ATR away from EMA(20) These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: XAUUSD. Timeframes: M5. These are source-recorded labels, not verified execution behavior.