# Range Filtered Trend Signals

Identifies in-range breakouts and trend changes using a Kalman filter, SuperTrend, and volatility-based range bands.

Canonical: https://prismaticalgos.com/compendium/algo/1135-range-filtered-trend-signals
Record ID: 1135
Catalog rank: 2604 (reading order, not performance)
Snapshot: 2026-10-31 15:46 UTC
Family: Trend Following & Directional (A)
Source: https://www.prorealcode.com/prorealtime-indicators/range-filtered-trend-signals-indicator/
Evidence label (unverified): source_code

## Scope and 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.

No endorsement, ownership claim or source-code reuse permission is implied.

## Extraction warnings

No automated warnings recorded; this is not validation.

## Recorded profile

- symbols: any
- timeframes: any
- sessions: any
- market_regime: trending|choppy

## Indicators

- Kalman filter: {"kalmanAlpha": 0.01, "kalmanBeta": 0.1, "kalmanPeriod": 77}; applied to: close
- SuperTrend: {"supertrendAtrPeriod": 7, "supertrendFactor": 0.7}; applied to: K
- Volatility-based range bands: {"dev": 1.2}; applied to: K

## Recorded long-entry rules

- close crosses over Upper and isupertrend isupertrend[1]

## Recorded short-entry rules

- close crosses under Lower and isupertrend isupertrend[1]

## Recorded exit rules

- isupertrend changes from isupertrend[1] and K crosses through the old band

## Recorded filters

- Not specified.

## Risk controls

- Stop loss: not specified
- Take profit: not specified
- Position sizing: not specified