Extracted algorithm research record
Wavelet-LSTM Money Management
Uses Wavelet-Thresholding to clean log-returns and LSTM to interpret the cleaned data for dynamic lot sizing in volatile markets.
Source & extraction context
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|trending
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| Relative Strength Index (RSI) | {} | close |
| Average True Range (ATR) | {} | close |
Extracted strategy rules
Recorded long-entry rules
- Not specified in the extracted record.
Recorded short-entry rules
- Not specified in the extracted record.
Recorded exit rules
- Not specified in the extracted record.
Recorded filters
- RSI overbought/oversold conditions
- ATR-based volatility breakout
- Stop loss
- Not specified
- Take profit
- Not specified
- Position sizing
- dynamic lot sizing multiplier based on RSI, ATR, and Wavelet signal
Questions about this record
What entry rules are recorded for Wavelet-LSTM Money Management?
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.