TIME AND DAY FILTERS

摘要

Filters are designed with one purpose-to remove impurities. This is as true when applying filters to trading strategies as to your water supply. What impurities are there in trading strategies, and what types of filters are used to remove them? Filters in the trading sense need to be thought of as additional criteria or conditions that must be met before a trade can be taken. A filter could be as simple as applying a minimum volume threshold on a simple moving average crossover strategy.