Extracted algorithm research record
Supertrend x EMA
Enters long when close is above Supertrend and EMA 200, exits when close is below Supertrend. Enters short when close is below Supertrend and EMA 200, exits when close is above Supertrend.
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
- M15
- Recorded sessions
- 13:00 - 19:00 GMT
- Recorded regime
- trending|ranging|volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| SuperTrend | {"multiplier": 20, "period": 5} | close |
| EMA | {"period": 200} | close |
Extracted strategy rules
Recorded long-entry rules
- close > SuperTrend[5,20] AND close > ExponentialAverage[200](close)
Recorded short-entry rules
- close < ExponentialAverage[200](close) AND close < SuperTrend[5,20]
Recorded exit rules
- close < SuperTrend[5,20]
- close > ExponentialAverage[200](close)
Recorded filters
- no new orders after 19:00 GMT
- no new orders on weekends
- Stop loss
- Not specified
- Take profit
- 100 points
- Position sizing
- 1 contract
Questions about this record
What entry rules are recorded for Supertrend x EMA?
Long: close > SuperTrend[5,20] AND close > ExponentialAverage[200](close) Short: close < ExponentialAverage[200](close) AND close < SuperTrend[5,20] These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: any. Timeframes: M15. These are source-recorded labels, not verified execution behavior.