{
  "id": 2453,
  "rank": 2580,
  "name": "AlphaTrend",
  "aka": [
    "Alpha trend"
  ],
  "family": null,
  "subtype": null,
  "one_liner": "Strategy uses AlphaTrend and PGO indicators to enter long and short positions based on MoneyFlowIndex and AverageTrueRange.",
  "market_regime": "any",
  "timeframes": [
    "M15"
  ],
  "symbols": [
    "FR40"
  ],
  "sessions": [
    "any"
  ],
  "indicators": [
    {
      "name": "AlphaTrend",
      "params": {
        "ap": 14,
        "Coeff": 1.5
      },
      "applied_to": "close"
    },
    {
      "name": "MoneyFlowIndex",
      "params": {},
      "applied_to": "close"
    },
    {
      "name": "AverageTrueRange",
      "params": {
        "period": 22
      },
      "applied_to": "close"
    },
    {
      "name": "PGO",
      "params": {
        "SMA_period": 22,
        "ATR_period": 22
      },
      "applied_to": "close"
    }
  ],
  "entry_long": [
    "indicator1 CROSSES OVER(-2)",
    "indicator2 = 1"
  ],
  "entry_short": [
    "indicator1 CROSSES UNDER 2",
    "indicator2 = -1"
  ],
  "exit_rules": [
    "indicator1 CROSSES UNDER 2 (for long positions)",
    "indicator1 CROSSES OVER(-2) (for short positions)"
  ],
  "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_size": "0.5 CONTRACT",
  "evidence_type": "source_code",
  "completeness": 80.0,
  "signal_warnings": null,
  "claim_warnings": null,
  "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."
  ],
  "build_warnings": null,
  "canonical": "https://prismaticalgos.com/compendium/algo/2453-alphatrend",
  "snapshot": "2026-10-31 15:46 UTC",
  "source_url": "https://www.prorealcode.com/topic/arret-du-systeme-par-manque-dhistorique/",
  "limitations": "These are machine-extracted research records, not verified trading systems. Catalog rank measures specification detail and claimed evidence, not profitability. The catalog extraction pipeline did not independently backtest these records. Its separate selected testing ledger does not validate the wider corpus. Rules, labels and parameters can be incomplete or wrong; consult the original source and its reuse terms."
}