Filters Reference
This reference explains what each strategy filter measures and how its fields map to the rule evaluated by SteadyEdge.
What this is
Filters are conditions that must pass before an entry, grid level, or configured exit can act. The editor groups them into price, momentum, trend, volatility, volume, market-data, and external-signal categories.
The reference is being expanded by category. The complete trend group is available below.
When to use it
Use this index when choosing a filter, checking what a value means, or deciding whether a rule represents context, an event, or confirmation.
Before you start
- Rules in the same filter set are combined: every configured rule must pass.
- above and below test a state; cross_above and cross_below test a new crossing event.
- A threshold of 0 has different meanings for different signed indicators.
- Longer periods usually reduce noise but add delay.
- A filter can reduce unsuitable entries, but no indicator proves that a trade will be profitable.
Step by step
Step 1: Choose the market question
Decide whether you need direction, trend strength, momentum, volatility, participation, market data, or an external event. Avoid choosing an indicator only because its name is familiar.
Step 2: Read the filter-specific article
The trend reference currently includes:
- ADX
- DMI
- EMA Crossover
- MACD Signal Cross
- EMA
- SMA
- Price Versus Moving Averages
- MACD
- Supertrend
- Parabolic SAR And Price Versus Supertrend
- Ichimoku
Step 3: Test the complete rule set
Set the timeframe, parameters, operator, and value, then run Test Filters . Inspect the visible series on the chart and run a backtest before launch.
What you should see
You should be able to explain what every rule measures, why its operator matches the setup, and which condition would make it fail.
Common mistakes
- treating several similar indicators as independent confirmation
- using a crossing operator when a persistent state is required
- copying thresholds between indicators with different scales
- tuning only until historical results look attractive
- ignoring unavailable warm-up values at the start of a period
Related articles
- How Entry Filters Work
- Timeframe, Operator, Value, And Params
- Why Backtest Is Required Before Launch