Extracted algorithm research record
sunrise_ogle
Automated trading system implementing Ray Dalio's All-Weather Portfolio allocation with 6-layer entry filters and 4-phase state machine.
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 timeframes
- M5
- Recorded sessions
- UTC 08:00-16:00
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| EMA | {"period": 50} | close |
| ATR | {"period": 14} | close |
Extracted strategy rules
Recorded long-entry rules
- EMA crossover detected
- ATR filter passes
- Angle filter passes
- Price filter passes
- Candle filter passes
- EMA ordering filter passes
- Time filter passes
Recorded short-entry rules
- EMA crossover detected
- ATR filter passes
- Angle filter passes
- Price filter passes
- Candle filter passes
- EMA ordering filter passes
- Time filter passes
Recorded exit rules
- Window breakout detected
Recorded filters
- ATR filter
- Angle filter
- Price filter
- Candle filter
- EMA ordering filter
- Time filter
- Stop loss
- 4.5x ATR
- Take profit
- 6.5x ATR
- Position sizing
- Dynamic based on broker-specific tick values
Questions about this record
What entry rules are recorded for sunrise_ogle?
Long: EMA crossover detected ATR filter passes Angle filter passes Price filter passes Candle filter passes EMA ordering filter passes Time filter passes Short: EMA crossover detected ATR filter passes Angle filter passes Price filter passes Candle filter passes EMA ordering filter passes Time filter passes These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: EURUSD, GBPUSD, XAUUSD, AUDUSD, XAGUSD, USDCHF, EURJPY, USDJPY. Timeframes: M5. These are source-recorded labels, not verified execution behavior.