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Filter

ValueInRangeFilter is a Signal that gates the decision tree by checking whether an indicator's output falls within a specified range. If the value is outside [Min, Max], the filter returns None and blocks the pattern.

Namespace: MZpack.NT8.Algo.Filters Inheritance: ValueInRangeFilter : Signal Source: [INSTALL PATH]/API/Filters/ValueInRangeFilter.cs

Properties​

PropertyTypeDescription
MindoubleMinimum value of the allowed range
MaxdoubleMaximum value of the allowed range

Inherits all Signal properties (Strategy, MarketDataSource, Calculate, Direction, etc.).

Constructor​

public ValueInRangeFilter(Strategy strategy, StrategyPlotIndicator indicator)

Sets MarketDataSource = Level1, Calculate = OnBarClose, IsReset = true. The indicator parameter ties the filter to a specific indicator's output values.

Behavior​

On each bar close, OnCalculate reads indicator.Values[0][barIdx]:

  • If value >= Min && value <= Max — returns SignalDirection.Any (filter passes)
  • Otherwise — returns SignalDirection.None (filter blocks)

Position in Pipeline​

Filters appear in the FiltersTree, which is evaluated only after the SignalsTree validates. If the filter returns None, the pattern direction is blocked. If the filter expires (falls out of the FiltersTree.Range), the entire pattern resets.

Pattern.Evaluate()
  ├── SignalsTree  → Direction determined
  └── FiltersTree  → Gate: confirm or reject
        └── ValueInRangeFilter(indicator)
              └── indicator.Values[0] in [Min, Max]?

Example​

// Filter: only trade when RSI is between 30 and 70
var rsiFilter = new ValueInRangeFilter(strategy, rsiIndicator)
{
    Min = 30,
    Max = 70
};
pattern.Filters.Root.Add(rsiFilter);

See Also​