Extracted algorithm research record
FSupertrendStrategy
Generates 3 Supertrend indicators for 'buy' and 'sell' strategies, entering trades when all 3 indicators agree.
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
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
- Not specified
- Recorded timeframes
- 1h
- Recorded sessions
- Not specified
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Supertrend | {"multiplier": 1, "period": 7} | close |
| Supertrend | {"multiplier": 3, "period": 7} | close |
| Supertrend | {"multiplier": 4, "period": 7} | close |
| Supertrend | {"multiplier": 8, "period": 14} | close |
| Supertrend | {"multiplier": 9, "period": 10} | close |
| Supertrend | {"multiplier": 8, "period": 10} | close |
| Supertrend | {"multiplier": 16, "period": 14} | close |
| Supertrend | {"multiplier": 18, "period": 10} | close |
| Supertrend | {"multiplier": 18, "period": 10} | close |
Extracted strategy rules
Recorded long-entry rules
- supertrend_1_buy_1_7 == 'up'
- supertrend_2_buy_3_10 == 'up'
- supertrend_3_buy_4_8 == 'up'
- volume > 0
Recorded short-entry rules
- supertrend_1_sell_1_14 == 'down'
- supertrend_2_sell_3_16 == 'down'
- supertrend_3_sell_4_18 == 'down'
- volume > 0
Recorded exit rules
- supertrend_2_sell_3_16 == 'down'
- supertrend_2_buy_4_8 == 'up'
Recorded filters
- Not specified in the extracted record.
- Stop loss
- -0.265
- Take profit
- Not specified
- Position sizing
- Not specified
Questions about this record
What entry rules are recorded for FSupertrendStrategy?
Long: supertrend_1_buy_1_7 == 'up' supertrend_2_buy_3_10 == 'up' supertrend_3_buy_4_8 == 'up' volume > 0 Short: supertrend_1_sell_1_14 == 'down' supertrend_2_sell_3_16 == 'down' supertrend_3_sell_4_18 == 'down' volume > 0 These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: Not specified. Timeframes: 1h. These are source-recorded labels, not verified execution behavior.