Extracted algorithm research record
Market Structure Algo
Detects market structure changes and provides entry and exit signals based on swing pivots and trend states.
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
- any
- Recorded timeframes
- any
- Recorded sessions
- any
- Recorded regime
- trending|volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Pivot High Detection | {"prdleftInt": 5} | high |
| Pivot Low Detection | {"prdleftInt": 5} | low |
| External Pivot High Detection | {"prdleftExt": 30} | high |
| External Pivot Low Detection | {"prdleftExt": 30} | low |
| ATR-based Value Zone | {"dist": 2.0} | close |
Extracted strategy rules
Recorded long-entry rules
- close > ph AND ms[1] < 0
- close > ph AND ms[1] > 0 AND NOT longsig1[1] AND NOT longsig[1]
Recorded short-entry rules
- close < pl AND ms[1] > 0
- close < pl AND ms[1] < 0 AND NOT shortsig1[1] AND NOT shortsig[1]
Recorded exit rules
- high > ph AND close < ph
- low < pl AND close > pl
Recorded filters
- Not specified in the extracted record.
- Stop loss
- last pivot level (ph for shorts, pl for longs)
- Take profit
- not explicitly stated
- Position sizing
- not explicitly stated
Questions about this record
What entry rules are recorded for Market Structure Algo?
Long: close > ph AND ms[1] < 0 close > ph AND ms[1] > 0 AND NOT longsig1[1] AND NOT longsig[1] Short: close < pl AND ms[1] > 0 close < pl AND ms[1] < 0 AND NOT shortsig1[1] AND NOT shortsig[1] These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: any. Timeframes: any. These are source-recorded labels, not verified execution behavior.