Range Filter Trading System

Sample AFL Code - Range Filter Trading System

Range Filter is a non-ATR-based trend-following strategy. Range Filter is an experimental study designed to filter out minor price action for a clearer view of trends. Here is the Amibroker Trend Following Strategy code based on the Range Filter. How Range Filter is Calculated? 1) a smooth average price range is calculated for the basis of the filter and multiplied by a specified amount. 2) the filter is calculated by gating price movements that do not exceed the specified range. 3) the target ranges are plotted to display the prices that will trigger filter movement.

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