{
  "id": 930,
  "rank": 2377,
  "name": "CustomStoplossWithPSAR",
  "aka": [],
  "family": "A",
  "subtype": "A6",
  "one_liner": "Uses PSAR to dynamically adjust stop loss based on current price and previous SAR values",
  "market_regime": "any",
  "timeframes": [
    "1h"
  ],
  "symbols": [
    "all"
  ],
  "sessions": [],
  "indicators": [
    {
      "name": "PSAR",
      "params": {},
      "applied_to": "close"
    }
  ],
  "entry_long": [
    "(dataframe['sar'] < dataframe['sar'].shift())"
  ],
  "entry_short": [],
  "exit_rules": [
    "exit_long is always 0, no exit rules provided"
  ],
  "filters": [],
  "stop_loss": "custom_stoploss() function is used to dynamically set stop loss",
  "take_profit": null,
  "position_size": null,
  "evidence_type": "source_code",
  "completeness": 50.0,
  "signal_warnings": null,
  "claim_warnings": null,
  "opacity_warnings": null,
  "build_warnings": null,
  "canonical": "https://prismaticalgos.com/compendium/algo/930-customstoplosswithpsar",
  "snapshot": "2026-10-31 15:46 UTC",
  "source_url": "https://raw.githubusercontent.com/freqtrade/freqtrade-strategies/HEAD/user_data/strategies/CustomStoplossWithPSAR.py",
  "limitations": "These are machine-extracted research records, not verified trading systems. Catalog rank measures specification detail and claimed evidence, not profitability. The catalog extraction pipeline did not independently backtest these records. Its separate selected testing ledger does not validate the wider corpus. Rules, labels and parameters can be incomplete or wrong; consult the original source and its reuse terms."
}