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quant-trading-strategy-temp…/templates/xauusd-atr-breakout

XAUUSD ATR Precision Breakout

Custom Python precision-breakout baseline for XAUUSD.

This project avoids ML on purpose. It is useful as a transparent benchmark to compare against heavier gold models like XGBoost or LightGBM.

The default gate is tuned for the 1m XAUUSD chart and small accounts. It prioritizes controlled churn over forcing oversized trades. The continuation paths are available as parameters, but they are disabled by default because one-day lab tests showed the stricter breakout profile had cleaner drawdown.

It includes:

  • hard ATR breakout entries
  • optional near-breakout pressure entries
  • optional trend-continuation entries after range pressure
  • EMA trend alignment
  • short momentum measured in ATR units

Current defaults:

  • lookback: 96
  • timeframe: 1m
  • breakout_window: 45
  • atr_mult: 0.02
  • near_breakout_atr: 0.18
  • pullback_atr: 0.35
  • min_momentum_atr: 0
  • fast_ema: 8
  • slow_ema: 34
  • enable_near_breakout: false
  • enable_continuation: false
  • assigned runtime: Modal, because this starter uses pandas

For more activity, enable enable_near_breakout first. Enable enable_continuation only after PPE confirms the drawdown remains acceptable.