Extracted algorithm research record
SuperTrend + Relative Volume (Percentile)
SuperTrend with volume filter using empirical percentile ranking
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
- any
- Recorded sessions
- any
- Recorded regime
- trending|ranging|volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| SuperTrend | {"atrLength": 10, "atrMult": 3} | close |
| EMA | {"period": 10} | buyVolRaw |
| EMA | {"period": 25} | buyVolRaw |
| EMA | {"period": 10} | sellVolRaw |
| EMA | {"period": 25} | sellVolRaw |
Extracted strategy rules
Recorded long-entry rules
- bullBreak AND thresholdOK
Recorded short-entry rules
- bearBreak AND thresholdOK
Recorded exit rules
- none specified
Recorded filters
- volume filter based on empirical percentile ranking
- Stop loss
- none specified
- Take profit
- none specified
- Position sizing
- none specified
Questions about this record
What entry rules are recorded for SuperTrend + Relative Volume (Percentile)?
Long: bullBreak AND thresholdOK Short: bearBreak AND thresholdOK These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: any. Timeframes: any. These are source-recorded labels, not verified execution behavior.