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Extracted algorithm research record

Sliding Window Median and Bidirectional LSTM Trailing Stop

Uses Sliding Window Median and Bidirectional LSTM for dynamic trailing stop adjustments in Z-type markets.

Record 136 · Catalog rank 288 · Statistical, Quantitative & Machine Learning · Subtype I1 · Snapshot 2026-10-31 15:46 UTC

Source & extraction context

Open original source ↗

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
volatile|breakout

Recorded indicators & parameters

Extracted indicator stack
IndicatorParametersApplied to
Bollinger Bands{}close
Relative Strength Index{}close

Extracted strategy rules

Recorded long-entry rules

Recorded short-entry rules

Recorded exit rules

Recorded filters

Stop loss
not explicitly defined
Take profit
Not specified
Position sizing
Not specified

Questions about this record

What entry rules are recorded for Sliding Window Median and Bidirectional LSTM Trailing Stop?

Long: Not specified. Short: Not specified. These are unverified extracted rules.

Which markets and timeframes are recorded?

Markets: any. Timeframes: any. These are source-recorded labels, not verified execution behavior.