Extracted algorithm research record
PRC Supertrend Extended
Strategy based on PRC Supertrend Extended with dual timeframes and trend filtering.
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
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
- 10 minutes
- Recorded sessions
- any
- Recorded regime
- trending|volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| PRC_SuperTrend Extended | {"midperiod": 10, "multiplier": 2.236, "period": 66, "type": 1} | close |
Extracted strategy rules
Recorded long-entry rules
- UP and UP10 and UE and LTC<1 and SRev<1 and Timeenterbefore and Timeenterafter and not onmarket
Recorded short-entry rules
- longonmarket[1] and not onmarket and strategyprofit<strategyprofit[1] and DWN and LRev<1
- DWN and DWN10 and DE and STC<1 and LRev<1 and Timeenterbefore and Timeenterafter and not onmarket
Recorded exit rules
- if trend=1 and trend[1]<>1 then
- if trend=-1 and trend[1]<>-1 then
Recorded filters
- time of day restrictions
- trend filtering
- Stop loss
- Lstp
- Take profit
- Ltgt
- Position sizing
- p contract
Questions about this record
What entry rules are recorded for PRC Supertrend Extended?
Long: UP and UP10 and UE and LTC<1 and SRev<1 and Timeenterbefore and Timeenterafter and not onmarket Short: longonmarket[1] and not onmarket and strategyprofit<strategyprofit[1] and DWN and LRev<1 DWN and DWN10 and DE and STC<1 and LRev<1 and Timeenterbefore and Timeenterafter and not onmarket These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: any. Timeframes: 10 minutes. These are source-recorded labels, not verified execution behavior.