Extracted algorithm research record
Supertrend-against-the-trend
Long entry if supertrend is short and price goes over EMA, closing under Bollinger bands middle; exit long if supertrend is long and price goes under EMA and closes under Bollinger bands middle.
Source & extraction context
Evidence label: source_code (source claim, not independent verification). Recorded completeness: 80.0/100. 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 markets
- DAX, EUROSTOX, CAC, MIB, GOLD, WTI
- Recorded timeframes
- H1
- Recorded sessions
- 8:00-22:00 GMT, 8:00-18:00 GMT, 0:00-24:00 GMT
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| EMA | {"period": 10} | close |
| Bollinger Bands | {"period": 25} | close |
| Average True Range | {"period": 14} | close |
Extracted strategy rules
Recorded long-entry rules
- supertrend is short
- price goes over EMA
- current hour is between OraInizio and OraFine
- volatility is high (AverageTrueRange[ATRvolaDown] > AverageTrueRange[ATRvolaUp])
Recorded short-entry rules
- supertrend is long
- price goes under EMA
- current hour is between OraInizio and OraFine
- volatility is high (AverageTrueRange[ATRvolaDown] > AverageTrueRange[ATRvolaUp])
Recorded exit rules
- exit long if supertrend is long and price goes under EMA and closes under Bollinger bands middle
- exit short if supertrend is short and price goes over EMA and closes above Bollinger bands middle
Recorded filters
- time of day filter for spread considerations
- Stop loss
- stop price = AverageTrueRange[ATR](close) * x
- Take profit
- Not specified
- Position sizing
- number of contracts = 1
Questions about this record
What entry rules are recorded for Supertrend-against-the-trend?
Long: supertrend is short price goes over EMA current hour is between OraInizio and OraFine volatility is high (AverageTrueRange[ATRvolaDown] > AverageTrueRange[ATRvolaUp]) Short: supertrend is long price goes under EMA current hour is between OraInizio and OraFine volatility is high (AverageTrueRange[ATRvolaDown] > AverageTrueRange[ATRvolaUp]) These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: DAX, EUROSTOX, CAC, MIB, GOLD, WTI. Timeframes: H1. These are source-recorded labels, not verified execution behavior.