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Filters & Smoothing Nodes

9 Filters & Smoothing-Bausteine in der Algovex Node-Bibliothek. Jede Node ziehst du auf den Visual-Canvas, verkettest sie zu einer Strategie, backtestest und exportierst sie. Ganz ohne Code.

  • Account Balance Filter

    Simulates equity curve from close-to-close returns and filters trading when drawdown exceeds max or equity falls below minimum.

  • Cycle Period Detector

    Detects the dominant cycle period via autocorrelation — finds the lag with highest positive autocorrelation between configurable min/max lags.

  • High-Pass Filter

    Ehlers High-Pass filter — removes trend component and passes only higher-frequency cycles for oscillator-style analysis.

  • Noise Estimation Filter

    Estimates noise level as standard deviation of price residuals from SMA, plus signal-to-noise ratio.

  • Regime Detection Filter

    Detects market regime (trending vs ranging) using ADX-like directional strength with configurable threshold.

  • Session Filter

    Filters candles by trading session (Asian, London, NY) — outputs session membership, high/low levels, and session entry/exit signals.

  • Smoothing Filter

    Configurable price-smoothing filter (EMA, Kalman, zero-lag or median). Price crossing the filter line generates trend signals. Replaces the exponential/kalman/zero-lag/median filter nodes via a method param.

  • Trend Strength Filter

    Measures price movement efficiency (fractal efficiency ratio) — values near 100 = strong trend, near 0 = choppy.

  • Volatility Filter

    ATR percentile volatility filter — ranks current ATR against historical values and classifies regime as high/normal/low.

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