Chapter 7 - Filters & Rules
Rate of Change (ROC) Index Filter
Last Updated: January 14, 2023This filter looks at the instrument’s price change during a specified period, expressed as percentage change (from the starting price toward the end price)....
Aroon Oscillator (ARO) Filter
Last Updated: August 27, 2022This filter looks at an instrument’s Aroon Oscillator value (ARO), and if it’s above (or below) the threshold ARO value that you specified,...
Rate of Change (ROC) Filter
Last Updated: August 27, 2022This filter looks at the price change of an instrument from the beginning of the period until today. Such price change is represented...
Bollinger Bands (BBands) Filter
Last Updated: August 27, 2022Bollinger Bands help you avoid the mania of buying and the panic of selling, by anticipating price movement before it happens. This filter...
Chande Momentum Oscillator (CMO) Filter
Last Updated: August 27, 2022CMO filter allows you to detect over-bought and over-sold price levels, similar to the RSI filter. So, you buy when price is...
Average True Range (ATR) Filter
Last Updated: August 27, 2022This filter looks for downtrending instruments based on a subset of Dow Theory that states a downtrend happens when there are lower...
Fixed ATR Stop Loss Filter
Last Updated: August 27, 2022As the name implies, this filter serves as a stop-loss to exit your position (as a Sell Filter if long, or a Cover...
Surprise Day Filter
Last Updated: August 27, 2022Surprise, surprise! There’s a gap! This filter identifies a “breakaway gap” in the instrument’s candlestick chart. The day that the gap happens is...
Average Percent Range (APR) Filter
Last Updated: August 27, 2022This filter calculates the volatility of an instrument during a certain period, and if such volatility falls within the set criteria, a Buy...
Moving Average Persistence Filter
Last Updated: August 27, 2022This filter calculates the persistence that an instrument stays above (or below) its Moving Average line. As you well know, the Moving Average...
Moving Average Persistence Rule
Last Updated: August 27, 2022This rule ranks the instruments based on their persistence in staying inside the specified zone (habitat), as explained in the Moving Average Persistence Filter...
Day of the Week Filter
Last Updated: August 27, 2022This filter allows you to enter (or exit) positions on certain day(s) of the week. It’s well known that certain days have some...
Stochastic Oscillator Filter
Last Updated: September 20, 2022The Stochastic Oscillator Filter is a momentum oscillator that attempts to predict turning points in the instruments’ price, or to identify a trend’s...
Chaikin Oscillator Filter
Last Updated: September 23, 2022The Chaikin Oscillator is a form of momentum indicator that’s (mostly) used without the overbought/oversold interpretations, unlike its siblings the RSI, ROC, CMO,...
MACD Filter
Last Updated: September 10, 2022One of the most complicated indicators, MACD (Moving Average Convergence Divergence) allows you to coat-tail a trend, or, anticipate a trend change. It’s the...
High / Low Over Time Filter
Last Updated: September 25, 2022This filter sees whether the last closing price is the new high (or the new low) of the specified period, before the instrument...
All-Time High/Low Filter
Last Updated: January 19, 2023This filter allows the strategy to enter or exit Positions if an all-time high (or all-time low) has been reached within the specified...
Cash Equivalent Score Filter
Last Updated: August 27, 2022This filter looks at the ranking of the cash-equivalent (that you set on the “Cash Equivalent” rule), as well as the ranking of...
About Filters & Rules
Last Updated: August 27, 2022In Portfolio Boss, Technical Indicators are used for selecting which instruments to be entered as Positions; these are known as the “Buy Filters”,...
Correlation Filter
Last Updated: January 14, 2023This filter selects your instruments based on how correlated they are to an index (during a specified period). In other words, if an...
Discount Filter
Last Updated: August 27, 2022This filter looks for instruments that are currently experiencing a dip in price, therefore you’ll enter the Position at a discount before the...
Retracement Filter
Last Updated: August 27, 2022This filter utilizes the powerful Retracement Rule that predicts a rally after a recent pullback/correction, and whether or not it’s just a pullback...
Top N% Threshold Filter
Last Updated: August 27, 2022This filter only exists as a Sell Filter. It will sell Positions that no longer rank in the top N%, based on the Ranking...
Beta Index Filter
Last Updated: January 14, 2023This filter looks at an instrument’s Beta, whether it is above or below the threshold Beta value, to consider that instrument as a...
Volatility Change Filter
Last Updated: August 27, 2022This filter calculates the change of the instrument’s volatility, whether the volatility is increasing or decreasing during the past certain period. For example,...
Volatility Range Percentile Filter
Last Updated: August 27, 2022This filter looks at an instrument’s volatility, and if such volatility falls within the specified threshold percentile (in relation to all other instruments...
Position Duration Filter
Last Updated: August 27, 2022This filter only exists as a Sell Filter. It will automatically exit any Positions that have been held for a certain period. This...
N ATR Above/Below SMA Filter
Last Updated: August 27, 2022This filter will consider an instrument based on how far the last closing-price of that instrument goes above or below the Simple Moving...
Moving Average Cross Over Filter
Last Updated: August 27, 2022This filter looks at two different Moving Averages for considering an instrument as a buy/sell. One Moving Average usually has a shorter duration...
Index ATR Spread Filter
Last Updated: January 14, 2023This filter looks at the ATR Spread between an instrument and an index, and if such ATR Spread falls within a certain threshold,...
Kaufman Efficiency Ratio Filter
Last Updated: August 27, 2022This filter looks at an instrument’s trend-strength. An instrument stuck in a trading range (lots of rally and pullbacks, or trading at nearly...
Lowest Close Index Filter
Last Updated: January 14, 2023This filter looks at an index’s lowest closing-value during the past certain period, and if the Index’s latest closing-value is above that lowest...
Perfect Stop Filter
Last Updated: August 27, 2022This filter uses the “Chandelier Exit” to consider an instrument as a buy or sell. It is good for spotting trend reversal, and...
Price Range Filter
Last Updated: August 27, 2022This filter is only available as a Buy Filter. It uses a certain price as a threshold; so if an instrument’s closing price...
Primitive Pattern Filter
Last Updated: August 27, 2022This filter looks at an instrument’s high, low, closing, or opening price a certain days/months ago, and if that price is higher/lower than...
RSI Filter
Last Updated: August 27, 2022This filter looks at an instrument’s RSI (Relative Strength Index) during the past certain period, to decide whether that instrument will be bought/sold....
Simple Moving Average (SMA) Index Filter
Last Updated: January 14, 2023This filter is similar to the “Simple Moving Average (SMA) Position Filter”, but instead of calculating the instrument’s SMA, this filter calculates an...
Simple Moving Average (SMA) Position Filter
Last Updated: August 27, 2022This filter calculates an instrument’s Simple Moving Average, and then looks whether the last closing-price is above or below that SMA, to decide...
Volatility Change Index Filter
Last Updated: January 14, 2023This filter is similar to the “Volatility Change Position Filter”, in that it looks for the percentage change in volatility (decreasing or increasing)...
Volatility Range Filter
Last Updated: August 27, 2022This filter looks at an instrument’s volatility (the ups and downs of its price) to determine whether it will be bought or sold....
Volatility Range Percentile Index Filter
Last Updated: January 14, 2023This filter looks at an index’s volatility, and if such volatility is greater (or less) than the volatility of N% instruments within the...
ATR Distance Below SMA Rule
Last Updated: August 27, 2022This rule ranks your instruments based on how far they have gone below their SMA. So, it looks at how far the instrument’s...
Correlation Rule
Last Updated: January 14, 2023This rule ranks your instruments based on how correlated they are to an index. In other words, if an instrument moves perfectly in...
Index ATR Spread Rule
Last Updated: January 14, 2023This rule is similar to the “Index ATR Spread Filter”, but instead of excluding instruments that don’t meet the threshold ATR Spread, it...
Lowest Close Rule
Last Updated: August 27, 2022This rule looks at an instrument’s lowest closing-price during the specified period, and then calculates how much the instrument has gained since that...
PB Pattern Score Rule
Last Updated: August 27, 2022This rule ranks your instruments based on their “PB Velocity” and/or “PB Pattern” scores. “PB Velocity” is the instrument’s percentage return during a...
Average Currency Volume Filter
Last Updated: August 27, 2022This filter is all about the liquidity of an instrument. It looks at an instrument’s “average currency volume” for the past several days/months...
Goldilocks Filter
Last Updated: August 27, 2022This filter will exit any positions that go out of the “Goldilocks Zone”. Goldilocks Zone is the price range that’s neither too high...
Instrument Public Age Filter
Last Updated: August 27, 2022This filter only exists as a Buy Filter. It allows you to select instruments which have been publicly traded within a certain period....
Lowest Close Position Filter
Last Updated: August 27, 2022This filter looks at an instrument’s lowest closing-price during the past certain days (or months) that you specified, and if the instrument’s last...
Octane Indicator Filter
Last Updated: August 27, 2022This filter allows you to look for instruments that are more volatile than the market, thus you may have a higher return (but...
Portfolio Position Limit Filter
Last Updated: January 13, 2023This filter only exists as a Buy Filter. It allows you to limit the number of positions originating from the same Portfolio. So...
Portfolio Threshold Filter
Last Updated: August 27, 2022This filter exists only as a Buy Filter. It looks at a Portfolio, and if at least N percent of the Portfolio is...
Price Range Index Filter
Last Updated: January 14, 2023This filter looks at an index’s last closing value, and if it falls within the specified threshold value, your strategy is allowed to...
Return Index Filter
Last Updated: August 27, 2022Note: This filter has been superseded by the Rate of Change (ROC) Index Filter.
SMI Filter
Last Updated: January 13, 2023This filter allows you to enter or exit positions based on the Smart Money activities, as these activities give a clue whether the...
Impulse Score Rule
Last Updated: August 27, 2022This rule ranks your instruments based on their percentage gain during the past certain period. For example, if you’re looking for instruments that...
Volatility Rule
Last Updated: August 27, 2022This rule ranks your instruments based on their price volatility. So, if you want to be safe, look for instruments that have the...
Strategy in Market Filter
Last Updated: September 23, 2022This page is currently under construction.
