Price Source
QuantSoloTrader uses OANDA XAUUSD midpoint candles as the canonical research feed. Midpoint prices are useful for consistent strategy comparison, but they are not the same as executable bid/ask fills.
Methodology
How strategy results are produced
Data last updated: 2026-08-13 10:45:00 UTC
Backtest Window
Public backtest numbers are rerun from the earliest available local OANDA data through 2026-06-02, before the tracked live date of 2026-06-03 00:00 UTC.
Forward Replay
Forward results are daily model replays after the live date. They are not real-time account statements and should not be treated as executed broker performance.
TradingView Alerts
Imported TradingView alerts are used as a quality-control reference. The public forward results come from the OANDA replay model, not from alert counts alone.
Execution Model
Strategy logic uses modeled entry, take-profit, and stop-loss levels. Spread, slippage, broker execution rules, swaps, commissions, rejected orders, and latency are not fully represented unless specifically stated.
Timezones
Strategy logic is tracked in UTC. Bangkok time is UTC+7. Some higher-timeframe candles use explicit alignment profiles where the Pine logic requires them.