TrendRegimeFilter
Concept
TrendRegimeFilter derives regime directly from the signal timeframe itself. It measures:
- close-price slope over a trend window
- ATR-like volatility over a volatility lookback
- trend strength as slope relative to volatility
Long / Short Conditions
Depending on its genes, the filter can require:
- trading with the prevailing trend
- trading against the prevailing trend
- trading only in a range regime
It can then further restrict entries by:
- trend strength (
any,strong_only,weak_only,medium_or_strong) - volatility bucket (
any,low_only,high_only)
Genetic Algorithm Parameters
- Trend mode
- Trend strength mode
- Volatility mode
- Trend window
- Volatility lookback
- Minimum trend slope in pips per candle
- Maximum range slope in pips per candle