Extracted algorithm research record
Gold L1 Trend Filtering
Trend-following Expert Advisor using L1 piecewise-linear trend filter and multi-timeframe confirmation.
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
Claim warnings
- RECOVERY SIZING: position size increases after losses (martingale/grid/averaging). Equity curves look smooth until the run that does not recover - judge it on worst-case exposure, not win rate.
Recorded market & execution profile
- Recorded timeframes
- M15, H1, H4
- Recorded sessions
- Not specified
- Recorded regime
- trending
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| L1 piecewise-linear trend filter | {"lambda": 1.0, "lambda_atr_baseline_period": 50, "lambda_relative": true, "lookback_bars": 200, "reversal_mode": false, "slope_threshold": 0.0001, "volatility_adaptive_lambda": true} | Not specified |
| RSI | {"overbought_level": 70, "oversold_level": 30, "period": 14} | Not specified |
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
- Not specified in the extracted record.
Recorded filters
- news filter
- max spread 30 pips
- max slippage 30 pips
- Stop loss
- ATR-based with full tick-size price normalization
- Take profit
- ATR-based with full tick-size price normalization
- Position sizing
- five position sizing methods: Fixed Fractional, ATR-Adjusted, Fractional Kelly, Value at Risk (VaR), and Anti-Martingale
Questions about this record
What entry rules are recorded for Gold L1 Trend Filtering?
Long: Not specified. Short: Not specified. These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: XAUUSD, EURUSD, GBPUSD, USDJPY. Timeframes: M15, H1, H4. These are source-recorded labels, not verified execution behavior.