Extracted algorithm research record
COT1
A strategy using Commitments of Traders (COT) and Super Trend indicator
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
- 232741, 099741, 096742, 112741, 090741, 092741, 097741, 098662
- Recorded timeframes
- M15
- Recorded sessions
- Monday and Tuesday
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| SuperTrend | {"multiplier": 3, "period": 10} | close |
Extracted strategy rules
Recorded long-entry rules
- COT primary class and mode signal is 'buy'
- COT secondary class and mode signal is 'buy'
- SuperTrend is below the close price
Recorded short-entry rules
- COT primary class and mode signal is 'sell'
- COT secondary class and mode signal is 'sell'
- SuperTrend is above the close price
Recorded exit rules
- Trailing stop enabled with a level of 50%
- Equity drawdown limit is disabled
Recorded filters
- News filter
- Max spread 30 pips
- Margin limit 1500%
- Spread limit 30 pips
- Stop loss
- Stop loss is placed using the SuperTrend indicator
- Take profit
- Take profit is placed at a coefficient of 2.0 times the stop loss distance
- Position sizing
- Risk is set to 3.5% of the account
Questions about this record
What entry rules are recorded for COT1?
Long: COT primary class and mode signal is 'buy' COT secondary class and mode signal is 'buy' SuperTrend is below the close price Short: COT primary class and mode signal is 'sell' COT secondary class and mode signal is 'sell' SuperTrend is above the close price These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: 232741, 099741, 096742, 112741, 090741, 092741, 097741, 098662. Timeframes: M15. These are source-recorded labels, not verified execution behavior.