Extracted algorithm research record
PPO Divergence Alerts
Detects divergences between price and PPO to generate trading signals.
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
- any
- Recorded sessions
- any
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| EMA | {"period": 12} | close |
| EMA | {"period": 26} | close |
| EMA | {"period": 9} | close |
| EMA | {"period": 2} | close |
Extracted strategy rules
Recorded long-entry rules
- currenttrough4 > lowest(d, div_lookback_period)
- y9 < LongTermBullFilt
- delayedlow < LongTermBullFilt
Recorded short-entry rules
- currenttrough5 < highest[divlookbackperiod](d)
- y10 > LongtermBearFilt
- delayedhigh > LongtermBearFilt
Recorded exit rules
- Not specified in the extracted record.
Recorded filters
- Not specified in the extracted record.
- Stop loss
- none
- Take profit
- none
- Position sizing
- none
Questions about this record
What entry rules are recorded for PPO Divergence Alerts?
Long: currenttrough4 > lowest(d, div_lookback_period) y9 < LongTermBullFilt delayedlow < LongTermBullFilt Short: currenttrough5 < highest[divlookbackperiod](d) y10 > LongtermBearFilt delayedhigh > LongtermBearFilt These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: any. Timeframes: any. These are source-recorded labels, not verified execution behavior.