Extracted algorithm research record
Pivot Breakout High & Low Signals
Detects pivot highs and lows, waits for retest, and triggers signals based on EMA trend filter.
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
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| EMA | {"period": 200} | close |
Extracted strategy rules
Recorded long-entry rules
- close crosses over lastPivotHigh AND low <= lastPivotHigh * (1 + retestTol) AND low >= lastPivotHigh * (1 - retestTol) AND close > lastPivotHigh AND (emaFilter = 0 OR close > emaV)
Recorded short-entry rules
- close crosses under lastPivotLow AND high >= lastPivotLow * (1 - retestTol) AND high <= lastPivotLow * (1 + retestTol) AND close < lastPivotLow AND (emaFilter = 0 OR close < emaV)
Recorded exit rules
- Not specified in the extracted record.
Recorded filters
- EMA trend filter on (1) or off (0)
- Stop loss
- Not specified
- Take profit
- Not specified
- Position sizing
- Not specified
Questions about this record
What entry rules are recorded for Pivot Breakout High & Low Signals?
Long: close crosses over lastPivotHigh AND low <= lastPivotHigh * (1 + retestTol) AND low >= lastPivotHigh * (1 - retestTol) AND close > lastPivotHigh AND (emaFilter = 0 OR close > emaV) Short: close crosses under lastPivotLow AND high >= lastPivotLow * (1 - retestTol) AND high <= lastPivotLow * (1 + retestTol) AND close < lastPivotLow AND (emaFilter = 0 OR close < emaV) These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: any. Timeframes: any. These are source-recorded labels, not verified execution behavior.