# Meta-labeled RSI

RSI trades filtered and sized by a secondary classifier based on 27 contextual features

Canonical: https://prismaticalgos.com/compendium/algo/139-meta-labeled-rsi
Record ID: 139
Catalog rank: 665 (reading order, not performance)
Snapshot: 2026-10-31 15:46 UTC
Family: Mean Reversion & Counter-Trend (B)
Source: https://www.mql5.com/en/articles/22274
Evidence label (unverified): forward_results

## Scope and 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.

No endorsement, ownership claim or source-code reuse permission is implied.

## Extraction warnings

No automated warnings recorded; this is not validation.

## Recorded profile

- symbols: EURUSD
- timeframes: H1
- sessions: Sydney session 21:00-06:00 GMT, Tokyo session 00:00-09:00 GMT, London session 07:00-16:00 GMT, NY session 13:00-22:00 GMT, Session overlap
- market_regime: trending|ranging

## Indicators

- RSI: {"period": 14}; applied to: close
- ADX: {"period": 14}; applied to: close
- ATR: {"period": 14}; applied to: high, low, close

## Recorded long-entry rules

- RSI crosses oversold threshold

## Recorded short-entry rules

- RSI crosses overbought threshold

## Recorded exit rules

- Triple-barrier labeling with profit-take and stop-loss multiples of 1.5 * ATR(14)

## Recorded filters

- Random Forest classifier with 27 contextual features, confidence threshold of 0.55

## Risk controls

- Stop loss: 1.5 * ATR(14) from entry
- Take profit: 1.5 * ATR(14) from entry
- Position sizing: Scaled linearly from 0 at 0.5 to 1.0 at 1.0, with outputs clustering between 0.55 and 0.70
