Regime Filters
Reference documentation for the filter layer that decides whether an Entry Logic is allowed to trade in the current market regime.
Overview of the Regime Filters used by Trading Models, including SMA, RSI, RsiBand, SupResFilter, TrendRegimeFilter, and the legacy NoFilter.
- SMA Filter
The SMA Filter gates Trading Models by requiring price to be above the moving average for longs and below it for shorts.
- RSI Filter
The RSI Filter compares a short RSI with a long RSI and gates entries based on relative momentum strength.
- RsiBand Filter
The RsiBand Filter enables mean-reversion gating by allowing longs only in oversold RSI zones and shorts only in overbought zones.
- SupResFilter
SupResFilter gates entries using a combined regime model from SupRes regression, TrendMatrix direction and strength, and ATR-like volatility buckets.
- TrendRegimeFilter
TrendRegimeFilter classifies trend, counter-trend, and range environments from price slope and ATR-like volatility, then gates entry signals accordingly.
- NoFilter
NoFilter is a legacy pass-through regime filter that always allows entries and applies no market-context gating.