Market Regime

The regime filter decides WHETHER to trade. Signals decide WHAT to trade. Never generate signals without first passing the regime gate.

See also: For post-hoc regime analysis in Python/pandas (rolling ATR, trend-strength metrics, regime classification over historical data), see the analytics skill under metatrader-research.

Purpose

Defines Layer 2 of the 5-layer EA architecture: classifying the current market state (trending bull/bear, ranging, volatile, dead) and gating trade execution through session, news, spread, and weekend filters. Every signal from Layer 3 must be passed a regime context.