Extracted algorithm research record
Envelope_Alligator_Strategy
Combines Envelopes and Alligator indicators to generate buy/sell signals based on crossing events and Alligator state.
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|null
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Envelopes | {"applied_price": "close", "deviation": 0.5, "method": "SMA", "period": 20} | close |
| Alligator | {"applied_price": "median", "jaws_period": 13, "jaws_shift": 8, "lips_period": 5, "lips_shift": 3, "method": "SMMA", "teeth_period": 8, "teeth_shift": 5} | median |
Extracted strategy rules
Recorded long-entry rules
- Close crosses from above to at or below the lower Envelope line
- Alligator state is confirmed upward or neutral
Recorded short-entry rules
- Close crosses from below to at or above the upper Envelope line
- Alligator state is confirmed downward or neutral
Recorded exit rules
- No explicit exit rules provided
Recorded filters
- Alligator state filter
- InpTrendMinBars persistence threshold
- InpSignalCooldown cooldown period
- Stop loss
- not specified
- Take profit
- not specified
- Position sizing
- not specified
Questions about this record
What entry rules are recorded for Envelope_Alligator_Strategy?
Long: Close crosses from above to at or below the lower Envelope line Alligator state is confirmed upward or neutral Short: Close crosses from below to at or above the upper Envelope line Alligator state is confirmed downward or neutral These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: any. Timeframes: any. These are source-recorded labels, not verified execution behavior.