Extracted algorithm research record
Supertrend + Parabolic SAR + MACD
Combines Supertrend, Parabolic SAR, and MACD for trading signals.
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
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
- any
- Recorded sessions
- any
- Recorded regime
- trending|ranging|volatile|breakout|any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| SuperTrend | {"multiplier": 5, "period": 3} | close |
| Parabolic SAR | {"acceleration": 0.02, "maximum": 0.03} | close |
| MACDline | {"fast_period": 12, "signal_period": 150, "slow_period": 26} | close |
| ExponentialAverage | {"period": 9} | MACDline[12, 26, 150](close) |
Extracted strategy rules
Recorded long-entry rules
- countB > 15 AND ST > ST[1] AND ParaSAR < close AND (Q-Q[1]) > (0.045 * POINTSIZE) AND SR > SR[1] AND a[1] > 2 * PIPSIZE
Recorded short-entry rules
- countS > 15 AND ST[1] > ST AND ParaSAR > close AND (Q[1] - Q) > (0.186 * POINTSIZE) AND SR < SR[1] AND a1 > 2 * PIPSIZE
Recorded exit rules
- none specified
Recorded filters
- none specified
- Stop loss
- none specified
- Take profit
- none specified
- Position sizing
- none specified
Questions about this record
What entry rules are recorded for Supertrend + Parabolic SAR + MACD?
Long: countB > 15 AND ST > ST[1] AND ParaSAR < close AND (Q-Q[1]) > (0.045 * POINTSIZE) AND SR > SR[1] AND a[1] > 2 * PIPSIZE Short: countS > 15 AND ST[1] > ST AND ParaSAR > close AND (Q[1] - Q) > (0.186 * POINTSIZE) AND SR < SR[1] AND a1 > 2 * PIPSIZE These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: any. Timeframes: any. These are source-recorded labels, not verified execution behavior.