Extracted algorithm research record
Machine Learning Adaptive SuperTrend
Adapts SuperTrend sensitivity based on real-time volatility regimes using K-Means Clustering.
Source & extraction context
Evidence label: source_code (source claim, not independent verification). Recorded completeness: 50.0/100. 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
- any
- Recorded sessions
- any
- Recorded regime
- volatile
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| AverageTrueRange | {"period": 10} | close |
| K-Means Clustering | {"eps": 1e-05, "highPct": 0.75, "lowPct": 0.25, "maxIter": 20, "midPct": 0.5, "trainingPeriod": 100} | ATR |
Extracted strategy rules
Recorded long-entry rules
- not explicitly stated
Recorded short-entry rules
- not explicitly stated
Recorded exit rules
- not explicitly stated
Recorded filters
- not explicitly stated
- Stop loss
- not explicitly stated
- Take profit
- not explicitly stated
- Position sizing
- not explicitly stated
Questions about this record
What entry rules are recorded for Machine Learning Adaptive SuperTrend?
Long: not explicitly stated Short: not explicitly stated These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: any. Timeframes: any. These are source-recorded labels, not verified execution behavior.