Extracted algorithm research record
Kalman Hull Supertrend
Combines Kalman Filter with Hull Moving Average and Supertrend algorithm for trend following.
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 |
|---|---|---|
| Kalman Filter | {"measurementNoise": 3, "processNoise": 0.01} | close |
| Hull Moving Average | {} | Kalman Filter output |
| Supertrend | {"atrPeriod": 12, "factor": 1.7} | Hull Moving Average |
Extracted strategy rules
Recorded long-entry rules
- direction crosses under 0
Recorded short-entry rules
- direction crosses over 0
Recorded exit rules
- not provided in the source
Recorded filters
- not provided in the source
- Stop loss
- not provided in the source
- Take profit
- not provided in the source
- Position sizing
- not provided in the source
Questions about this record
What entry rules are recorded for Kalman Hull Supertrend?
Long: direction crosses under 0 Short: direction crosses over 0 These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: any. Timeframes: any. These are source-recorded labels, not verified execution behavior.