{
  "id": 497,
  "rank": 967,
  "name": "OnlineLogReg",
  "aka": [
    "Online Machine Learning for Trade Signal Filtering in MQL5 (Part 1)"
  ],
  "family": "I",
  "subtype": "I1",
  "one_liner": "Online logistic regression with SGD for adaptive trade signal filtering.",
  "market_regime": "any",
  "timeframes": [
    "M15"
  ],
  "symbols": [
    "any"
  ],
  "sessions": [
    "any"
  ],
  "indicators": [
    {
      "name": "EMA",
      "params": {
        "period": 12,
        "period2": 26
      },
      "applied_to": "close"
    },
    {
      "name": "RSI",
      "params": {
        "period": 14
      },
      "applied_to": "close"
    },
    {
      "name": "ATR",
      "params": {
        "period": 14
      },
      "applied_to": "close"
    },
    {
      "name": "MACD",
      "params": {
        "fast_period": 12,
        "slow_period": 26,
        "signal_period": 9
      },
      "applied_to": "close"
    },
    {
      "name": "SMA",
      "params": {
        "period": 20
      },
      "applied_to": "volume"
    }
  ],
  "entry_long": [
    "Predict(feat) < InpProbThreshold"
  ],
  "entry_short": [
    "..."
  ],
  "exit_rules": [
    "..."
  ],
  "filters": [
    "none"
  ],
  "stop_loss": "ATR multiple, 1.5 by default",
  "take_profit": "ATR multiple, 2.5 by default",
  "position_size": "Fixed-fractional off the ATR-based stop distance, rounded to the broker's lot step and clamped to min/max volume",
  "evidence_type": "backtest_shown",
  "completeness": 50.0,
  "signal_warnings": null,
  "claim_warnings": null,
  "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."
  ],
  "build_warnings": null,
  "canonical": "https://prismaticalgos.com/compendium/algo/497-onlinelogreg",
  "snapshot": "2026-10-31 15:46 UTC",
  "source_url": "https://www.mql5.com/en/articles/23700",
  "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."
}