Extracted algorithm research record
AlphaTrend
Strategy uses AlphaTrend and PGO indicators to enter long and short positions based on MoneyFlowIndex and AverageTrueRange.
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
- FR40
- Recorded timeframes
- M15
- Recorded sessions
- any
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| AlphaTrend | {"Coeff": 1.5, "ap": 14} | close |
| MoneyFlowIndex | {} | close |
| AverageTrueRange | {"period": 22} | close |
| PGO | {"ATR_period": 22, "SMA_period": 22} | close |
Extracted strategy rules
Recorded long-entry rules
- indicator1 CROSSES OVER(-2)
- indicator2 = 1
Recorded short-entry rules
- indicator1 CROSSES UNDER 2
- indicator2 = -1
Recorded exit rules
- indicator1 CROSSES UNDER 2 (for long positions)
- indicator1 CROSSES OVER(-2) (for short positions)
Recorded filters
- volume check
- Stop loss
- Set Stop ploss 100 (for long positions), Set Stop ploss 87 (for short positions)
- Take profit
- Set Target profit 45 (for long positions), Set Target profit 97 (for short positions)
- Position sizing
- 0.5 CONTRACT
Questions about this record
What entry rules are recorded for AlphaTrend?
Long: indicator1 CROSSES OVER(-2) indicator2 = 1 Short: indicator1 CROSSES UNDER 2 indicator2 = -1 These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: FR40. Timeframes: M15. These are source-recorded labels, not verified execution behavior.