Adding entry filters to your strategies
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Thanks so much GraHal, it makes total sense! Not sure if its to any help, but I put together a list of some filters he show in the video as well some of my own ideas. Feel free to improve upon and add more. I plan to add some more filters regarding volume.
123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163$algofilter[1] = close < average[5](close) // Below 5-Day Moving Average$algofilter[2] = close > average[5](close) // Above 5-Day Moving Average$algofilter[3] = close < average[10](close) // Below 10-Day Moving Average$algofilter[4] = close > average[10](close) // Above 10-Day Moving Average$algofilter[5] = close > average[10](close) // Above 10-Day Moving Average$algofilter[6] = close < average[21](close) // Below 21-Day Moving Average$algofilter[7] = close > average[21](close) // Above 21-Day Moving Average$algofilter[8] = close < average[30](close) // Below 30-Day Moving Average$algofilter[9] = close > average[30](close) // Above 30-Day Moving Average$algofilter[10] = close < average[40](close) // Below 40-Day Moving Average$algofilter[11] = close > average[40](close) // Above 40-Day Moving Average$algofilter[12] = close < average[50](close) // Below 50-Day Moving Average$algofilter[13] = close > average[50](close) // Above 50-Day Moving Average$algofilter[14] = close < average[75](close) // Below 75-Day Moving Average$algofilter[15] = close > average[75](close) // Above 75-Day Moving Average$algofilter[16] = close < average[100](close) // Below 100-Day Moving Average$algofilter[17] = close > average[100](close) // Above 100-Day Moving Average$algofilter[18] = close < average[200](close) // Below 200-Day Moving Average$algofilter[19] = close > average[200](close) // Above 200-Day Moving Average$algofilter[20] = time < 400 // Time Filter Before 4am$algofilter[21] = time < 600 // Time Filter Before 6am$algofilter[22] = time < 800 // Time Filter Before 8am$algofilter[23] = time < 1000 // Time Filter Before 10am$algofilter[24] = time < 1200 // Time Filter Before Noon$algofilter[25] = time > 400 // Time Filter After 4am$algofilter[26] = time > 600 // Time Filter After 6am$algofilter[27] = time > 800 // Time Filter After 8am$algofilter[28] = time > 1000 // Time Filter After 10am$algofilter[29] = time > 1200 // Time Filter After Noon$algofilter[30] = close[1] < close[2] and close[2] < close[3] and close[3] < close[4] // Four consecutive down closes$algofilter[31] = close[1] > close[2] and close[2] > close[3] and close[3] > close[4] and close[4] > close[5] // Five consecutive up closes$algofilter[32] = (high[0] - open[0]) > ((high[1] - open[1]) * 1) // Expansion 1$algofilter[33] = (high[0] - open[0]) > ((high[1] - open[1]) * 1.5) // Expansion 2$algofilter[34] = (open[0] - low[0]) > ((open[1] - low[1]) * 1) // Expansion 3$algofilter[35] = (open[0] - low[0]) > ((open[1] - low[1]) * 1.5) // Expansion 4$algofilter[36] = low[0] < low[1] // Low today trading below yesterday's low$algofilter[37] = close[1] < close[2] and close[2] < close[3] and close[3] < close[4] and close[4] < close[5] // Five consecutive down closes$algofilter[38] = high > highest[30](high[1]) // High today trading above yesterday's high$algofilter[39] = low < lowest[30](low[1]) // Low today trading below yesterday's low$algofilter[40] = abs(open[1] - close[1]) > 1.0 * (high[1] - low[1]) // Body > Yesterday's Range$algofilter[41] = abs(open[1] - close[1]) < 1.0 * (high[1] - low[1]) // Body < Yesterday's Range$algofilter[42] = close < lowest[5](low) // Close below lowest average lows$algofilter[43] = close > highest[5](high) // Close above highest average highs$algofilter[44] = lowest[1](low[1]) > 1 and close < lowest[1](low[1]) // Close is lower than the last Pivot Low$algofilter[45] = highest[1](high[1]) > 1 and close > highest[1](high[1]) // Close is greater than the last Pivot High$algofilter[46] = summation[5](close) >= BollingerUp[20](close) // Consecutive closes are either at or higher than the upper Bollinger Band$algofilter[47] = summation[5](close) <= BollingerDown[20](close) // Consecutive closes are either at or lower than the lower Bollinger Band$algofilter[48] = summation[3](close > open) = 3 // Consecutive number of bars which went Up (Close > Open)$algofilter[49] = summation[3](close < open) = 3 // Consecutive number of bars which went Down (Close < Open)$algofilter[50] = summation[3](close > close[1]) = 3 // Consecutive Up Close$algofilter[51] = summation[3](close < close[1]) = 3 // Consecutive Down Close$algofilter[52] = summation[5](high > highest[30](high[1])) >= 5 // Consecutive number of bars with High > highest in the last 30 bars$algofilter[53] = summation[5](low < lowest[30](low[1])) >= 5 // Consecutive number of bars with Low < lowest in the last 30 bars$algofilter[54] = highest[10](close) < lowest[10](close) // Consecutive highest High within the last 10 bars followed by consecutive lowest Low within the last 10 bars$algofilter[55] = highest[10](close) > lowest[10](close) // Consecutive lowest Low within the last 10 bars followed by consecutive highest High within the last 10 bars$algofilter[56] = high > highest[5](high) // Current Bar is highest high in the last 5 bars$algofilter[57] = low < lowest[5](low) // Current Bar is lowest low in the last 5 bars$algofilter[58] = highest[10](close) > lowest[10](close) // Highest Close After Lowest Close$algofilter[59] = highest[10](close) < lowest[10](close) // Highest Close Before Lowest Close$algofilter[60] = high > highest[5](high) // Current Bar is highest high in the last 5 bars$algofilter[61] = low < lowest[5](low) // Current Bar is lowest low in the last 5 bars$algofilter[62] = highest[10](high) > lowest[10](high) // Highest High After Lowest High$algofilter[63] = highest[10](low) < lowest[10](low) // Highest Low After Lowest Low$algofilter[64] = highest[10](low) > lowest[10](low) // Highest Low Before Lowest Low$algofilter[65] = average[20](close) > average[20](close)[1] and average[20](close)[1] > average[20](close)[2] // MA > MA[1]$algofilter[66] = average[20](close) < average[20](close)[1] and average[20](close)[1] < average[20](close)[2] // MA < MA[1]$algofilter[67] = average[20](close) < average[20](close)[1] and average[20](close)[1] < average[20](close)[2] // MA < MA[1]$algofilter[68] = (high - low)[1] > (high - low)[2] and (high - low) > (high - low)[1] // Range Expansion Followed By Contraction$algofilter[69] = (high - low)[1] < (high - low)[2] and (high - low) < (high - low)[1] // Range Contraction Followed By Expansion$algofilter[70] = close > highest[5](close) // Highest Close 5 Bars$algofilter[71] = close < lowest[5](close) // Lowest Close 5 Bars$algofilter[72] = highest[3](high) <= 0.20 * (highest[3](high) - lowest[3](low)) // Art Collins: Highs of the last 3 bars greater than 20% range of the last 3 bars$algofilter[73] = highest[3](low) <= 0.20 * (highest[3](high) - lowest[3](low)) // Art Collins: Lows of the last 3 bars greater than 20% range of the last 3 bars$algofilter[74] = highest[50](high[2]) <> 1 and lowest[50](low[2]) <> 1 and highest[50](high[2]) <> 1 // No pivot high and pivot low in the last 50 bars$algofilter[75] = lowest[50](low[2]) <> 1 and highest[50](high[2]) <> 1 and lowest[50](low[2]) <> 1 // No pivot low and pivot high in the last 50 bars$algofilter[76] = summation[5](rsi[14](close) > 50) >= 5 // RSI stays above threshold$algofilter[77] = summation[5](rsi[14](close) < 50) >= 5 // RSI stays below threshold$algofilter[78] = rsi[7](close) >= 75 // PercentR Overbought$algofilter[79] = rsi[7](close) <= 25 // PercentR Oversold$algofilter[80] = rsi[14](close) >= 75 // RSI Overbought$algofilter[81] = rsi[14](close) <= 25 // RSI Oversold$algofilter[82] = rsi[3](close) > 75 // Short RSI Overbought$algofilter[83] = rsi[3](close) < 75 // Short RSI Overbought Reverse$algofilter[84] = rsi[3](close) > 25 // Short RSI Oversold Reverse$algofilter[85] = rsi[3](close) < 25 // Short RSI Oversold$algofilter[86] = ((close - close[10]) / close[10]) * 100 <= 5 // Rate of change lower than a threshold$algofilter[87] = ((close - close[10]) / close[10]) * 100 > 5 // Rate of change greater than a threshold$algofilter[88] = momentum[10](close[1]) < 0 // Low Momentum$algofilter[89] = momentum[10](close[1]) > 0 // High Momentum$algofilter[90] = adx[15] > 30 // ADX > 30$algofilter[91] = adx[15] < 30 // ADX < 30$algofilter[92] = adx[15] > 10 // ADX > 10$algofilter[93] = adx[15] < 10 // ADX < 10$algofilter[94] = macd[10, 30, 9](close) < average(macd[10, 30, 9]) // MACD < MACD Threshold$algofilter[95] = macd[10, 30, 9](close) > average(macd[10, 30, 9]) // MACD > MACD Threshold$algofilter[96] = close[1] < average[5](close) and close[1] > average[20](close) // Dueling Momentum Low High$algofilter[97] = close[1] > average[5](close) and close[1] < average[20](close) // Dueling Momentum High Low$algofilter[98] = average[5](high - low) < average[20](high - low) // One Average Range is smaller than another Average Range$algofilter[99] = average[5](high - low) > average[20](high - low) // One Average Range is bigger than another Average Range$algofilter[100] = ((low[1] < low[2]) and (low[1] < low[3]) and (low[1] < low[4]))$algofilter[101] = ((low[1] > low[2]) and (low[1] > low[3]) and (low[1] > low[4]))$algofilter[102] = (average[2](close) < average[5](close)) // Two-Day Lower Than Five-Day$algofilter[103] = (average[2](close) > average[5](close)) // Two-Day Greater Than Five-Day$algofilter[104] = (average[10](close) < average[20](close)) // Ten-Day Lower Than Twenty-Day$algofilter[105] = (average[10](close) > average[20](close)) // Ten-Day Greater Than Twenty-Day$algofilter[106] = ((close > highest[50](close)) and (close > highest[50](close)[1])) // Close Over Last 50-Bar High$algofilter[107] = ((close < lowest[50](close)) and (close < lowest[50](close)[1])) // Close Under Last 50-Bar Low$algofilter[108] = ((close < lowest[50](close)) and (close < lowest[50](close)[1])) // Close Under Last 50-Bar Low$algofilter[109] = (close > average[50](close)) // Close Above 50-Day Average$algofilter[110] = (close < average[50](close)) // Close Below 50-Day Average$algofilter[111] = (close > highest[50](close)) // Close Above 50-Day High$algofilter[112] = (close < lowest[50](close)) // Close Below 50-Day Low$algofilter[113] = ((close > highest[200](close)) and (close > highest[200](close)[1])) // Close Over Last 200-Bar High$algofilter[114] = ((close < lowest[200](close)) and (close < lowest[200](close)[1])) // Close Under Last 200-Bar Low$algofilter[115] = (close > average[200](close)) // Close Above 200-Day Average$algofilter[116] = (close < average[200](close)) // Close Below 200-Day Average$algofilter[117] = (close > highest[200](close)) // Close Above 200-Day High$algofilter[118] = (close < lowest[200](close)) // Close Below 200-Day Low$algofilter[119] = ((close > highest[200](close)) and (close > highest[200](close)[1])) // Close Over Last 200-Bar High$algofilter[120] = ((close < lowest[200](close)) and (close < lowest[200](close)[1])) // Close Under Last 200-Bar Low$algofilter[121] = close > average[30](close) // Close Above 30-Day Average$algofilter[122] = close < average[30](close) // Close Below 30-Day Average$algofilter[123] = close > highest[30](close) // Close Above 30-Day High$algofilter[124] = close < lowest[30](close) // Close Below 30-Day Low$algofilter[125] = close > average[30](close) // Close Above 30-Day Average$algofilter[126] = close < average[30](close) // Close Below 30-Day Average$algofilter[127] = close > highest[30](close) // Close Above 30-Day High$algofilter[128] = close < lowest[30](close) // Close Below 30-Day Low$algofilter[129] = (low[1] < low[2] and low[1] < low[3] and low[1] < low[4]) // Lower Low$algofilter[130] = (high[1] > high[2] and high[1] > high[3] and high[1] > high[4]) // Higher High$algofilter[131] = (close[1] < close[2]) // Lower Close$algofilter[132] = (close[1] > close[2]) // Higher Close$algofilter[133] = (low[1] < low[2] and low[1] < low[3] and low[1] < low[4]) // Lower Low$algofilter[134] = (high[1] > high[2] and high[1] > high[3] and high[1] > high[4]) // Higher High$algofilter[135] = (close[1] < close[2]) // Lower Close$algofilter[136] = (close[1] > close[2]) // Higher Close$algofilter[137] = (low[1] < low[2] and low[1] < low[3] and low[1] < low[4]) // Lower Low$algofilter[138] = close > Average[2000] (close)$algofilter[139] = close < Average[2000] (close)$algofilter[140] = Not OpenDayOfWeek = 1 // if not Monday$algofilter[141] = Not OpenDayOfWeek = 2 // if not Tuesday$algofilter[142] = Not OpenDayOfWeek = 3 // if not Wednesday$algofilter[143] = Not OpenDayOfWeek = 4 // if not Thursday$algofilter[144] = Not OpenDayOfWeek = 5 // if not Friday$algofilter[145] = Not OpenDayOfWeek = 6 // if not Saturday$algofilter[146] = Not OpenDayOfWeek = 0 // if not Sunday$algofilter[147] = month <> 1 // Do not trade in January$algofilter[148] = month <> 2 // Do not trade in February$algofilter[149] = month <> 3 // Do not trade in March$algofilter[151] = month <> 4 // Do not trade in April$algofilter[152] = month <> 5 // Do not trade in May$algofilter[153] = month <> 6 // Do not trade in June$algofilter[154] = month <> 7 // Do not trade in July$algofilter[155] = month <> 8 // Do not trade in August$algofilter[156] = month <> 9 // Do not trade in September$algofilter[157] = month <> 10 // Do not trade in October$algofilter[158] = month <> 11 // Do not trade in November$algofilter[159] = month <> 12 // Do not trade in December// Add to your if statementand $algofilter[x]TIME is formatted as HHMMSS, thus 040000 is 40000, not 400 and 100000 is just 100000.
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