# Multi-Threshold Directional Changes (MTDC)

Detects directional change events and predicts overshoot length with genetic programming, then trades based on weighted voting and genetic algorithm optimization.

Canonical: https://prismaticalgos.com/compendium/algo/683-multi-threshold-directional-changes-mtdc
Record ID: 683
Catalog rank: 1991 (reading order, not performance)
Snapshot: 2026-10-31 15:46 UTC
Family: Statistical, Quantitative & Machine Learning (I)
Source: https://github.com/Gregox01/algo-trading-directional-changes
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

Claim warnings: UNSIZED CLAIM: performance figures are published with no trade count, so the sample behind them cannot be judged.

## Recorded profile

- symbols: ETHUSDT
- timeframes: 15m
- sessions: Not specified
- market_regime: any

## Indicators

No indicator stack recorded.

## Recorded long-entry rules

- Not specified.

## Recorded short-entry rules

- Not specified.

## Recorded exit rules

- Not specified.

## Recorded filters

- Not specified.

## Risk controls

- Stop loss: null
- Take profit: null
- Position sizing: null