NoFilter

Concept

NoFilter is the simplest possible regime filter: it does nothing.

Long / Short Conditions

• BUY (Long): always allowed
• SELL (Short): always allowed

What it means in practice

When a Trading Model shows NoFilter, the Entry Logic is not being gated by any explicit market-regime rule.

Historical models may still show this value. In newer model design, explicit regime filters are generally preferred when they improve robustness and signal quality.

Best suited for

• legacy or baseline comparisons
• experiments where you explicitly want the Entry Logic to stand alone

For most production-oriented model discovery, an explicit filter class is easier to reason about than a permanent pass-through filter.