Extracted algorithm research record
Self-Aware Trend System
A self-adapting SuperTrend with a dynamic quality index and asymmetric bands.
Source & extraction context
Evidence label: source_code (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
Opacity warnings
- UNDEFINED ENTRY TERM: the entry conditions are prose naming a concept with no numeric definition, so two readers would implement them differently. Advisory only -- this does not affect the score.
Recorded market & execution profile
- Recorded markets
- any
- Recorded timeframes
- H1, H4, D1
- Recorded sessions
- any
- Recorded regime
- trending|choppy|volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| SuperTrend | {"atrLen": 14, "baseMult": 2.0} | close |
| Trend Quality Index (TQI) | {"momLen": 10, "structLen": 20, "wEr": 0.35, "wMom": 0.2, "wStruct": 0.25, "wVol": 0.2} | Not specified |
Extracted strategy rules
Recorded long-entry rules
- TQI > charFlipHighTqi and TQI < charFlipLowTqi and trend alive for at least charFlipMinAge bars
Recorded short-entry rules
- ...
Recorded exit rules
- ...
Recorded filters
- volume filter
- TQI filter
- self-calibration filter
- Stop loss
- slAtrMult * atrEffective
- Take profit
- tp1R, tp2R, tp3R scaled by TQI and volatility ratio
- Position sizing
- not specified
Questions about this record
What entry rules are recorded for Self-Aware Trend System?
Long: TQI > charFlipHighTqi and TQI < charFlipLowTqi and trend alive for at least charFlipMinAge bars Short: ... These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: any. Timeframes: H1, H4, D1. These are source-recorded labels, not verified execution behavior.