SupResFilter
Concept
SupResFilter is the most context-rich regime filter in the current stack. It combines:
- SupRes regression-channel slope
- multi-timeframe TrendMatrix direction and strength
- ATR-like volatility buckets on the signal timeframe
Long / Short Conditions
The filter can work in three broad modes:
- trend: only allow trades with the prevailing direction
- counter: only allow trades against the prevailing direction
- range: only allow trades when the combined regime looks range-like
It then optionally narrows this further by:
- required 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
- ATR lookback
Best suited for
- models that need explicit market-context gating
- signals that should behave differently in trend, counter-trend, and range regimes
- setups that benefit from combining structure and multi-timeframe context