CATEGORY

Filters & Smoothing nodes

9 Filters & Smoothing building blocks in the Algovex node library. Each is a node you can drop on the visual canvas, connect into a strategy, backtest and export. No code required.

  • Account Balance Filter

    Simulates equity curve from close-to-close returns and filters trading when drawdown exceeds max or equity falls below minimum. Emits a persistent `active` boolean (TRUE while equity and drawdown are within configured bounds) to wire into the entry gate. This is a FILTER, not an exit.

  • 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

    Classifies the market regime (trending vs ranging) via ADX-like directional strength, then picks which regime to BLOCK (Block when: Ranging by default — trade only in trends). Emits tradeAllowed (TRUE = OK to trade) to wire into the entry gate. A FILTER, not an exit.

  • Session Filter

    Filters candles by trading session (Asian, London, NY) — outputs session membership, high/low levels, and session entry/exit signals. Emits a persistent `active` boolean (TRUE while inside the configured session) to wire into the entry gate — trade only during your session. This is a FILTER, not an exit.

  • 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 — and classifies the regime as trending or ranging, then picks which regime to BLOCK (Block when: Ranging by default). Emits tradeAllowed (TRUE = OK to trade) to wire into the entry gate — with the default, trade only in trends. This is a FILTER, not an exit.

  • Volatility Filter

    Volatility Filter — pick which volatility regime to BLOCK (Block when: High by default). Emits tradeAllowed (TRUE = OK to trade) to wire into the entry gate. A FILTER, not an exit.

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