# 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.

Canonical: https://prismaticalgos.com/compendium/algo/257-wavelet-lstm-money-management
Record ID: 257
Catalog rank: 336 (reading order, not performance)
Snapshot: 2026-10-31 15:46 UTC
Family: Statistical, Quantitative & Machine Learning (I)
Source: https://www.mql5.com/en/articles/23013
Evidence label (unverified): source_code

## 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: any
- timeframes: any
- sessions: any
- market_regime: volatile|trending

## Indicators

- Relative Strength Index (RSI): {}; applied to: close
- Average True Range (ATR): {}; applied to: close

## Recorded long-entry rules

- Not specified.

## Recorded short-entry rules

- Not specified.

## Recorded exit rules

- Not specified.

## Recorded filters

- RSI overbought/oversold conditions
- ATR-based volatility breakout

## Risk controls

- Stop loss: Not specified
- Take profit: Not specified
- Position sizing: dynamic lot sizing multiplier based on RSI, ATR, and Wavelet signal