Braid Filter (ATR Optimized)

Category: momentum, volatility

A trend and volatility filter that measures the spread between three moving averages (Fast, Medium, Slow) and validates the trend strength against an ATR-based threshold.

Formula

FastMA = MA(Close, P1), MediumMA = MA(Open, P2), SlowMA = MA(Close, P3) \\\\ Spread = \max(FastMA, MediumMA, SlowMA) - \min(FastMA, MediumMA, SlowMA) \\\\ FilterLine = ATR(P_{atr}) \times Multiplier \\\\ Bulls = (FastMA > MediumMA) ? Spread : 0 \\\\ Bears = (FastMA < MediumMA) ? Spread : 0

Inputs

• InpMAMethod (default: MODE_EMA)
• InpPeriodFast (default: 5)
• InpPeriodMedium (default: 8)
• InpPeriodSlow (default: 20)
• InpATRPeriod (default: 14)
• InpATRMultiplier (default: 0.5)

See signal primitives and every published strategy that uses Braid Filter (ATR Optimized) on WOBR StrategyVerse.