Regime Filter types explained
Trading Models can use a Regime Filter to decide whether an Entry Logic is allowed to trade at a given candle.
Important:
- the Entry Logic decides what kind of setup is present
- the Regime Filter decides whether that setup is allowed in the current market regime
- the filter does not open, manage, or close trades by itself
Common Regime Filter Types
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Sma Allows longs only above a moving average and shorts only below it.
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Rsi Compares a short RSI against a long RSI to gate entries by relative momentum.
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RsiBand Allows trades only when RSI reaches oversold or overbought bands.
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SupResFilter Combines TrendMatrix, SupRes regression, and ATR-like volatility buckets.
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TrendRegimeFilter Uses price slope and ATR-like volatility to classify trend, counter-trend, or range regimes.
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NoFilter Legacy pass-through filter. Historical models may still show it, but newer training is intended to prefer explicit filters.
Why Regime Filters Matter
- They stop otherwise valid setups from trading in the wrong environment.
- They let the same Entry Logic behave differently in trend, counter-trend, or range regimes.
- They reduce the need to bake all market-context logic directly into the Entry Logic itself.