{
  "id": 1135,
  "rank": 2604,
  "name": "Range Filtered Trend Signals",
  "aka": [
    "PRC_Range Filtered Trend Signals"
  ],
  "family": "A",
  "subtype": "A6",
  "one_liner": "Identifies in-range breakouts and trend changes using a Kalman filter, SuperTrend, and volatility-based range bands.",
  "market_regime": "trending|choppy",
  "timeframes": [
    "any"
  ],
  "symbols": [
    "any"
  ],
  "sessions": [
    "any"
  ],
  "indicators": [
    {
      "name": "Kalman filter",
      "params": {
        "kalmanAlpha": 0.01,
        "kalmanBeta": 0.1,
        "kalmanPeriod": 77
      },
      "applied_to": "close"
    },
    {
      "name": "SuperTrend",
      "params": {
        "supertrendFactor": 0.7,
        "supertrendAtrPeriod": 7
      },
      "applied_to": "K"
    },
    {
      "name": "Volatility-based range bands",
      "params": {
        "dev": 1.2
      },
      "applied_to": "K"
    }
  ],
  "entry_long": [
    "close crosses over Upper and isupertrend isupertrend[1]"
  ],
  "entry_short": [
    "close crosses under Lower and isupertrend isupertrend[1]"
  ],
  "exit_rules": [
    "isupertrend changes from isupertrend[1] and K crosses through the old band"
  ],
  "filters": [
    "none"
  ],
  "stop_loss": "not specified",
  "take_profit": "not specified",
  "position_size": "not specified",
  "evidence_type": "source_code",
  "completeness": 50.0,
  "signal_warnings": null,
  "claim_warnings": null,
  "opacity_warnings": null,
  "build_warnings": null,
  "canonical": "https://prismaticalgos.com/compendium/algo/1135-range-filtered-trend-signals",
  "snapshot": "2026-10-31 15:46 UTC",
  "source_url": "https://www.prorealcode.com/prorealtime-indicators/range-filtered-trend-signals-indicator/",
  "limitations": "These are machine-extracted research records, not verified trading systems. Catalog rank measures specification detail and claimed evidence, not profitability. The catalog extraction pipeline did not independently backtest these records. Its separate selected testing ledger does not validate the wider corpus. Rules, labels and parameters can be incomplete or wrong; consult the original source and its reuse terms."
}