Extracted algorithm research record
STEA Supertrend
Automated trend-following system based on the Supertrend indicator with additional filters and dynamic risk management.
Source & extraction context
Evidence label: backtest_shown (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
- M1, M5, M15, M30, H1, H4
- Recorded sessions
- Not specified
- Recorded regime
- trending
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Supertrend | {"atr_calc_method": "Wilder", "atr_multiplier": 3.0, "atr_period": 10, "calc_bars": 10, "source_price": "Close"} | Not specified |
| ADX | {"period": 22, "threshold": 20} | Not specified |
| Moving Average | {"method": "SMA", "period": 100, "slope_bars": 100} | Not specified |
| ATR | {"period": 10} | Not specified |
Extracted strategy rules
Recorded long-entry rules
- price closes above Supertrend band
- ADX > 20
- price aligns with 100-period MA slope
- current ATR is at least 0.80 of recent average
Recorded short-entry rules
- price closes below Supertrend band
- ADX > 20
- price aligns with 100-period MA slope
- current ATR is at least 0.80 of recent average
Recorded exit rules
- Stop Loss at Supertrend 'trend begins' level
- Trailing Stop at 1.8–2.0 times Stop Loss distance
- Take Profit at 2.0–3.0 times Stop Loss distance
Recorded filters
- ADX Filter
- Moving Average Filter
- Volatility Filter
- Stop loss
- at Supertrend 'trend begins' level
- Take profit
- at 2.0–3.0 times Stop Loss distance
- Position sizing
- fixed lot or risk-based from account balance %
Questions about this record
What entry rules are recorded for STEA Supertrend?
Long: price closes above Supertrend band ADX > 20 price aligns with 100-period MA slope current ATR is at least 0.80 of recent average Short: price closes below Supertrend band ADX > 20 price aligns with 100-period MA slope current ATR is at least 0.80 of recent average These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: any. Timeframes: M1, M5, M15, M30, H1, H4. These are source-recorded labels, not verified execution behavior.