Extracted algorithm research record
MSL Trend Follow
Trend-following indicator using pivot-based structure break detection and ATR adaptive trailing stop.
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
- H1, H4, D1
- Recorded sessions
- Not specified
- Recorded regime
- trending
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Pivot | {"pivot_length": 10} | high, low |
| ATR | {"length": 14} | close |
Extracted strategy rules
Recorded long-entry rules
- Close crosses over last confirmed swing high
Recorded short-entry rules
- Close crosses under last confirmed swing low
Recorded exit rules
- Not specified in the extracted record.
Recorded filters
- Not specified in the extracted record.
- Stop loss
- Trailing stop follows price with a one-directional ratchet
- Take profit
- null
- Position sizing
- null
Questions about this record
What entry rules are recorded for MSL Trend Follow?
Long: Close crosses over last confirmed swing high Short: Close crosses under last confirmed swing low 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.