# OnlineLogReg

Online logistic regression with SGD for adaptive trade signal filtering.

Canonical: https://prismaticalgos.com/compendium/algo/497-onlinelogreg
Record ID: 497
Catalog rank: 967 (reading order, not performance)
Snapshot: 2026-10-31 15:46 UTC
Family: Statistical, Quantitative & Machine Learning (I)
Source: https://www.mql5.com/en/articles/23700
Evidence label (unverified): backtest_shown

## 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

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 profile

- symbols: any
- timeframes: M15
- sessions: any
- market_regime: any

## Indicators

- EMA: {"period": 12, "period2": 26}; applied to: close
- RSI: {"period": 14}; applied to: close
- ATR: {"period": 14}; applied to: close
- MACD: {"fast_period": 12, "signal_period": 9, "slow_period": 26}; applied to: close
- SMA: {"period": 20}; applied to: volume

## Recorded long-entry rules

- Predict(feat) < InpProbThreshold

## Recorded short-entry rules

- ...

## Recorded exit rules

- ...

## Recorded filters

- Not specified.

## Risk controls

- 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