{
  "id": 1114,
  "rank": 2776,
  "name": "Machine Learning Z-Score",
  "aka": [
    "PRC_Machine Learning Z-Score v2.4",
    "PRC_Machine Learning Z-Score"
  ],
  "family": "I",
  "subtype": "I1",
  "one_liner": "A mean-reversion strategy with automatic lookback selection and optional detrending, using z-scores and regime filters.",
  "market_regime": "ranging",
  "timeframes": [
    "any"
  ],
  "symbols": [
    "any"
  ],
  "sessions": [
    "any"
  ],
  "indicators": [
    {
      "name": "LinearRegression",
      "params": {
        "period": 14
      },
      "applied_to": "close"
    },
    {
      "name": "R2",
      "params": {
        "period": 50
      },
      "applied_to": "close"
    },
    {
      "name": "Average",
      "params": {
        "period": 100
      },
      "applied_to": "src"
    },
    {
      "name": "Std",
      "params": {
        "period": 100
      },
      "applied_to": "src"
    }
  ],
  "entry_long": [
    "buyCross = (z[1] <= -zthreshold) AND (z > -zthreshold)",
    "allowLong = 1 AND z < 0 AND rrLong >= minRR AND barssincebuy >= cooldownBars"
  ],
  "entry_short": [
    "sellCross = (z[1] >= zthreshold) AND (z < zthreshold)",
    "allowShort = 1 AND z > 0 AND rrShort >= minRR AND barssincesell >= cooldownBars"
  ],
  "exit_rules": [
    "IF inLong = 1 THEN",
    "   IF low <= slLevelLong THEN",
    "      inLong = 0",
    "   ELSIF high >= tpLevelLong THEN",
    "      inLong = 0",
    "ENDIF",
    "IF inShort = 1 THEN",
    "   IF high >= slLevelShort THEN",
    "      inShort = 0",
    "   ELSIF low <= tpLevelShort THEN",
    "      inShort = 0",
    "ENDIF"
  ],
  "filters": [
    "regimeFilter",
    "useDetrend",
    "max spread 2.0 pips"
  ],
  "stop_loss": "slLong  = close - slMult * atr",
  "take_profit": "tpRef = meanSrc",
  "position_size": null,
  "evidence_type": "backtest_shown",
  "completeness": 50.0,
  "signal_warnings": null,
  "claim_warnings": null,
  "opacity_warnings": [
    "PARTLY OPAQUE ENTRY: 2.0 of 4 entry conditions reference a value the source never published. The rest is specified."
  ],
  "build_warnings": null,
  "canonical": "https://prismaticalgos.com/compendium/algo/1114-machine-learning-z-score",
  "snapshot": "2026-10-31 15:46 UTC",
  "source_url": "https://www.prorealcode.com/prorealtime-indicators/machine-learning-z-score/",
  "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."
}