# Gold L1 Trend Filtering

Trend-following Expert Advisor using L1 piecewise-linear trend filter and multi-timeframe confirmation.

Canonical: https://prismaticalgos.com/compendium/algo/9264-gold-l1-trend-filtering
Record ID: 9264
Catalog rank: 2631 (reading order, not performance)
Snapshot: 2026-10-31 15:46 UTC
Family: Mean Reversion & Counter-Trend (B)
Source: https://www.mql5.com/en/market/product/183174
Evidence label (unverified): backtest_shown

## Scope and 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.

No endorsement, ownership claim or source-code reuse permission is implied.

## 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 profile

- symbols: XAUUSD, EURUSD, GBPUSD, USDJPY
- timeframes: M15, H1, H4
- sessions: Not specified
- market_regime: trending

## Indicators

- 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}; applied to: Not specified
- RSI: {"overbought_level": 70, "oversold_level": 30, "period": 14}; applied to: Not specified

## Recorded long-entry rules

- Not specified.

## Recorded short-entry rules

- Not specified.

## Recorded exit rules

- Not specified.

## Recorded filters

- news filter
- max spread 30 pips
- max slippage 30 pips

## Risk controls

- 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