Extracted algorithm research record
OnlineLogReg
Online logistic regression with SGD for adaptive trade signal filtering.
Source & extraction context
Evidence label: backtest_shown (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
Opacity warnings
- UNDEFINED ENTRY TERM: the entry conditions are prose naming a concept with no numeric definition, so two readers would implement them differently. Advisory only -- this does not affect the score.
Recorded market & execution profile
- Recorded markets
- any
- Recorded timeframes
- M15
- Recorded sessions
- any
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| EMA | {"period": 12, "period2": 26} | close |
| RSI | {"period": 14} | close |
| ATR | {"period": 14} | close |
| MACD | {"fast_period": 12, "signal_period": 9, "slow_period": 26} | close |
| SMA | {"period": 20} | volume |
Extracted strategy rules
Recorded long-entry rules
- Predict(feat) < InpProbThreshold
Recorded short-entry rules
- ...
Recorded exit rules
- ...
Recorded filters
- Not specified in the extracted record.
- Stop loss
- ATR multiple, 1.5 by default
- Take profit
- ATR multiple, 2.5 by default
- Position sizing
- Fixed-fractional off the ATR-based stop distance, rounded to the broker's lot step and clamped to min/max volume
Questions about this record
What entry rules are recorded for OnlineLogReg?
Long: Predict(feat) < InpProbThreshold Short: ... These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: any. Timeframes: M15. These are source-recorded labels, not verified execution behavior.