Nodes: Filters

Filter nodes act as gatekeepers — they allow or block entry/exit signals based on market conditions. Unlike conditions (which evaluate to true/false and feed into logic/entry), filters attach directly to Entry/Exit nodes via dedicated filter-* handles.

A filter producing gate=true ALLOWS the entry; gate=false BLOCKS it. This separation means your signal logic (conditions) stays clean and focused, while market-context rules (filters) are applied independently at the execution layer.

Common Properties of All Filter Nodes

• A gate output handle (RIGHT edge) that connects to Entry filter-0 through filter-4 or Exit filter-0 through filter-4 handles.
• A filterType selector (trend, volatility, volume, time, regime) that determines the inspector form and available configuration options.
• Config options that vary by filter type — each filter type reveals a tailored set of parameters in the inspector panel.
• Optional per-node MTF (Multi-Timeframe) override, allowing each filter to operate on a different symbol, bar type, or timeframe than the data source default.

Filter Slots and Stacking

Entry nodes have 5 filter slots — you can stack up to 5 filters per entry direction (Long or Short). Exit nodes also have 5 filter slots for signal-based exits.ALL active filters must pass (gate=true) for the entry or exit to fire. There is no “OR” mode for filters — they always AND together. If you need OR logic between filters, use a Logic Gate node to combine their outputs before connecting to the Entry/Exit filter handle.

Filter Node Parameters (Common)

Filters entries based on trend direction determined by a connected indicator. The trend filter is the most commonly used filter type — it ensures you only trade in the direction of the prevailing trend, one of the oldest and most reliable edges in trading.

Filter Type

trend

Input Handle

filter-indicator (LEFT edge). Connect an indicator node here. The trend filter reads the indicator's current value at each bar to determine trend direction. The connected indicator must output a scalar or series value — you cannot connect data sources or other filter types to this handle.

Trend Direction

How to interpret the indicator value relative to the threshold:

Common Trend Indicator Pairings

• ADX(14) > 25: Market is trending (not ranging). Use before trend-following entries to avoid chop. Set direction to above, threshold to 25.
• SuperTrend indicator = 1 (bullish): Use a SuperTrend indicator that outputs 1 for bullish and -1 for bearish. Set direction to above, threshold to 0 to only allow entries when SuperTrend is bullish.
• EMA 50 slope > 0: Use a custom indicator that calculates the slope of EMA 50. Positive slope = uptrend. Set direction to above, threshold to 0.
• Price relative to SMA 200: Use a custom indicator that outputs the percentage distance from SMA 200. Set direction to above, threshold to 0 (price above SMA) or a positive value (price significantly above SMA).

Threshold

A fixed numeric value to compare against the indicator's current value. The comparison is determined by the Trend Direction setting:

• For above: Indicator value > threshold
• For below: Indicator value < threshold
• For cross_above: Indicator crossed from below to above threshold
• For cross_below: Indicator crossed from above to below threshold

Lookback

Integer number of bars for cross detection. Only meaningful when Trend Direction is cross_above or cross_below. Determines how many bars back to check for the crossing event. Default: 1 (checks only the previous bar). Larger values (3-5) can filter out whipsaw crosses but introduce a slight delay.

Output Handle

gate (RIGHT). Connect to Entry/Exit filter-0 through filter-4.

MTF Support

When data source MTF is enabled, the trend filter can use its own symbol, bar_type, and timeframe selectors independently. This is powerful: you can have a 1h data source feeding an entry node, but the trend filter checks the daily trend (1d timeframe) to ensure the macro trend aligns with your entry direction.

Trend Filter Parameters

Filters entries based on market volatility conditions. Use this filter to avoid trading when the market is too calm (no movement = no opportunity) or too volatile (wide spreads, slippage risk). The volatility filter connects to a data source and computes volatility from price data.

Filter Type

volatility

Input Handle

filter-ds (LEFT edge). Connect a data source node here. The volatility filter uses OHLC price data from the data source to compute volatility according to the selected method.

Method

Period

Integer lookback period for the selected volatility method:

• ATR: Default 14. Shorter periods (7-10) for responsive volatility, longer (20-30) for smoother readings.
• Bollinger: Default 20. This is the SMA period for the middle band. The width is computed from this middle band and the upper/lower bands.
• Historical: Default 20. Number of bars over which to compute the standard deviation of returns.

Threshold

The volatility value to compare against. Entry is allowed when volatility is above or below this value, depending on the Comparison setting. The threshold should be set based on the asset and method:

• ATR: For a stock trading at $100, ATR(14) of $2.50 means the average bar range is 2.5% of price. Set threshold to 2.0 to require at least $2 of range per bar.
• Bollinger: Width of 5% means the bands are narrow (low vol). Width of 15% means wide (high vol). Threshold depends on the asset's typical width range.
• Historical: Annualized vol of 20% is moderate for equities, 50%+ is high. Crypto typically runs 60-100%+ annualized vol.

Comparison

Output Handle

gate (RIGHT). Connect to Entry/Exit filter-0 through filter-4.

Volatility Filter Parameters

Filters entries based on trading volume conditions. Volume confirms price action — a breakout on high volume is more significant than one on low volume. The volume filter connects to a data source and uses the volume data from each bar.

Filter Type

volume

Input Handle

filter-ds (LEFT edge). Connect a data source node. The volume filter reads the volume field from each bar (and OHLC for VWAP) to compute volume-based conditions. The data source must provide volume data — most exchange data sources include this by default.

Method

Method Details

SMA_volume

The simplest and most widely used volume filter. Computes a Simple Moving Average of volume over the lookback period. At each bar, divides current volume by the SMA to get a ratio. A ratio of 1.0 means average volume. 2.0 means double the average — a significant surge.

Example: Set threshold to 1.5 and comparison to above. Entry only fires when current volume is at least 1.5x the 20-bar average volume. This filters out low-volume breakouts and ensures you enter on conviction.

VWAP

VWAP resets daily (or per-session in crypto). It is the benchmark for institutional execution quality. Price above VWAP means the average participant is profitable on the day — bullish sentiment. The threshold is a percentage distance:

• Threshold 0, comparison above: Price is above VWAP by any amount.
• Threshold 1.0, comparison above: Price is at least 1% above VWAP (strong bullish conviction).
• Threshold 0.5, comparison below: Price is at least 0.5% below VWAP (bearish pressure).

OBV

OBV is cumulative — it trends over time. The filter checks the OBV change rate: how much OBV has changed over the lookback period, normalized. Positive rate = accumulation, negative rate = distribution.

Example: Set threshold to 0, comparison to above. Entry only fires when OBV is trending up (accumulation phase). Combined with a trend filter, this confirms that volume supports the trend direction.

Threshold and Comparison

Same pattern as the volatility filter — a numeric threshold compared with above or below. The meaning of the threshold depends on the method:

• SMA_volume: Multiplier (1.5 = 1.5x average volume).
• VWAP: Percentage distance (0.5 = 0.5% from VWAP).
• OBV: Normalized change rate (0.05 = 5% positive OBV change rate).

Output Handle

gate (RIGHT). Connect to Entry/Exit filter-0 through filter-4.

Volume Filter Parameters

Filters entries based on day-of-week and time-of-day windows. This filter is unique — it needs NO data input. It reads the timestamp from each bar being evaluated and determines whether the bar falls within the allowed trading windows.

Filter Type

time

Input Handles

NONE. The time filter is completely self-contained. It does not connect to any other node. This makes it the simplest filter to configure — just place it on the canvas, configure the schedule, and connect its gate output to an Entry/Exit filter slot.

Day of Week

Multi-select checkboxes — which days of the week to allow trading. Options: Monday, Tuesday, Wednesday, Thursday, Friday, Saturday, Sunday. Default: all selected.

Each day operates independently. An entry is allowed if the bar's timestamp falls on an allowed day AND within an allowed time window. Both conditions must be satisfied.

Time Windows

An array of time ranges, each with a start time and end time in HH:MM format (24-hour, exchange timezone). Multiple windows can be added — the filter allows entries when the bar's timestamp falls within ANY of the defined windows on an allowed day.

Common Time-Based Patterns

• Avoid the first 30 minutes after market open: Set time window to 10:00–16:00 (skipping 09:30–10:00 EST). The opening auction and initial price discovery create wide spreads and erratic price action. Many institutional algos wait 30 minutes before executing.
• Trade only the London-NY overlap: Set time window to 13:00–17:00 UTC, days Mon-Thu. This 4-hour window has the deepest forex liquidity and tightest spreads. Ideal for scalping strategies.
• Avoid Friday afternoons: Set time window to 09:30–14:00 on Fridays (close positions before the weekend). Weekend gaps can be severe, especially around news events. Swing traders should flat all positions by Friday close.
• Avoid news events: Time filter alone cannot handle this — news events like NFP (first Friday of each month, 08:30 EST) or FOMC (Wed, 14:00 EST, every 6 weeks) require an external economic calendar. For manual trading, you can temporarily disable strategies during these windows.
• Asia session drift: During 00:00–08:00 UTC, forex pairs often drift in low-volume consolidation. Trend-following strategies that rely on momentum perform poorly during these hours. Use a time filter to restrict to higher-volatility sessions.

Output Handle

gate (RIGHT). Connect to Entry/Exit filter-0 through filter-4.

Time Filter Parameters

Filters entries based on detected market regime — the macro state of the market (bull, bear, ranging, or transition). Different strategies work in different regimes: trend followers need trending markets, mean-reversion strategies need ranging markets. The regime filter automatically classifies the current regime and gates entries accordingly.

Filter Type

regime

Input Handle

filter-ds (LEFT edge). Connect a data source for price data. The regime filter uses OHLC data to classify the current market regime.

Method

Method Details

HMM (Hidden Markov Model)

The most sophisticated regime detection method. HMM treats market regime as a hidden (latent) state that must be inferred from observable price data. The model learns:

• Transition probabilities: How likely the market is to switch from one regime to another.
• Emission probabilities: What return distributions characterize each regime.
• The most likely regime sequence given historical price data.

After fitting, regimes are labeled based on their statistical properties. A regime with positive mean returns and low volatility might be labeled “Bull.” One with negative mean returns and high volatility might be “Bear.” The HMM detects regime shifts earlier than simple rules because it uses the full return distribution, not just a threshold crossing.

ADX Regime

Uses the Average Directional Index (ADX) to classify market type:

• ADX > 25: Trending market. Strong directional movement. Favorable for trend-following and breakout strategies.
• ADX 20–25: Transition zone. Market may be developing a trend or losing one. Proceed with caution.
• ADX < 20: Ranging/choppy market. No clear direction. Favorable for mean-reversion, range-bound, and options-selling strategies.

ADX does not indicate trend direction — it only measures trend strength. Pair with a trend filter or directional indicator (like +DI/-DI) if you need bull/bear classification.

MA Alignment

Uses three moving averages (configurable periods) to classify market structure:

• Bull: MA_short > MA_medium > MA_long. MAs are stacked in perfect bullish order. Price is above all MAs or pulling back to support.
• Bear: MA_short < MA_medium < MA_long. MAs are stacked in perfect bearish order. Price is below all MAs or rallying to resistance.
• Range: MAs are crossed, crisscrossed, or compressed (all values within a narrow band). No clear alignment = ranging market.

Default MA periods: short=20, medium=50, long=200. These can be customized for different trading styles (e.g., 5/20/50 for scalping, 50/100/200 for swing trading).

Volatility Regime

Classifies the market based on where current volatility sits in the historical distribution:

• Low Vol: Current vol is in the bottom quartile of the lookback distribution. Markets tend to trend after low-vol compression periods.
• Normal Vol: Middle 50% of the distribution. Standard market conditions.
• High Vol: Top quartile. Turbulent, unpredictable conditions. Spreads widen, slippage increases. Many strategies perform poorly in high-vol regimes.

Allowed Regimes

Multi-select — which regimes to allow entries in. Options: Bull, Bear, Range, Transition. The available options depend on the selected method:

• ADX method: Regimes are Trending, Range, Transition.
• MA_alignment method: Regimes are Bull, Bear, Range.
• HMM method: Regimes are auto-labeled (Bull, Bear, Range, plus potentially additional states).
• volatility_regime method: Regimes are Low Vol, Normal Vol, High Vol.

Select only the regimes where your strategy has an edge. Examples:

• Trend-following strategy: Select Bull and Bear (avoid Range).
• Mean-reversion strategy: Select Range only (avoid Bull and Bear).
• Breakout strategy: Select Bull, Bear, and Transition (avoid confirmed Range).
• Volatility-adaptive strategy: Select Normal Vol and High Vol (avoid Low Vol — not enough movement).

Lookback

Integer period for regime detection calculations. Varies by method:

• HMM: Number of bars used to fit the HMM. Larger lookback (500-1000 bars) gives more stable regime detection but slower adaptation to regime changes. Smaller (100-200 bars) adapts faster but may produce noisy regime switches.
• ADX: Standard ADX period (default 14). Same as the ADX indicator lookback.
• MA_alignment: Applies to the longest MA (default 200). The shortest MA (20) and medium MA (50) have fixed periods; only the long MA is configurable via this setting.
• volatility_regime: Lookback for the historical volatility distribution (default 100 bars). Determines the sample size for computing percentiles.

Output Handle

gate (RIGHT). Connect to Entry/Exit filter-0 through filter-4.

MTF Support

When MTF is enabled, the regime filter can operate on a different timeframe. A common pattern: use a 1h chart for entry signals, but classify the regime on the daily chart. The daily trend regime matters more for swing trades than the hourly noise.

Regime Filter Parameters