{
  "id": 9264,
  "rank": 2631,
  "name": "Gold L1 Trend Filtering",
  "aka": [
    "Gold L1 Trend Filtering"
  ],
  "family": "B",
  "subtype": "B2",
  "one_liner": "Trend-following Expert Advisor using L1 piecewise-linear trend filter and multi-timeframe confirmation.",
  "market_regime": "trending",
  "timeframes": [
    "M15",
    "H1",
    "H4"
  ],
  "symbols": [
    "XAUUSD",
    "EURUSD",
    "GBPUSD",
    "USDJPY"
  ],
  "sessions": [
    "null"
  ],
  "indicators": [
    {
      "name": "L1 piecewise-linear trend filter",
      "params": {
        "lambda": 1.0,
        "lookback_bars": 200,
        "lambda_relative": true,
        "slope_threshold": 0.0001,
        "volatility_adaptive_lambda": true,
        "lambda_atr_baseline_period": 50,
        "reversal_mode": false
      }
    },
    {
      "name": "RSI",
      "params": {
        "period": 14,
        "overbought_level": 70,
        "oversold_level": 30
      }
    }
  ],
  "entry_long": [
    "null"
  ],
  "entry_short": [
    "null"
  ],
  "exit_rules": [
    "null"
  ],
  "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_size": "five position sizing methods: Fixed Fractional, ATR-Adjusted, Fractional Kelly, Value at Risk (VaR), and Anti-Martingale",
  "evidence_type": "backtest_shown",
  "completeness": 50.0,
  "signal_warnings": null,
  "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."
  ],
  "opacity_warnings": null,
  "build_warnings": null,
  "canonical": "https://prismaticalgos.com/compendium/algo/9264-gold-l1-trend-filtering",
  "snapshot": "2026-10-31 15:46 UTC",
  "source_url": "https://www.mql5.com/en/market/product/183174",
  "limitations": "These are machine-extracted research records, not verified trading systems. Catalog rank measures specification detail and claimed evidence, not profitability. The catalog extraction pipeline did not independently backtest these records. Its separate selected testing ledger does not validate the wider corpus. Rules, labels and parameters can be incomplete or wrong; consult the original source and its reuse terms."
}