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A rule that stipulates when a security should be bought or sold according to its price action.
Copyright © 2012, Campbell R. Harvey. All Rights Reserved.

Filter Rule

In technical analysis, an arbitrarily set percentage of increase or decline in a stock's price that the analyst sees as an indicator to buy or sell the stock. For example, the analyst may set his/her own filter rule at 15%. If the stock rises 15%, the analyst recommends buying; if it falls 15%, he/she recommends selling. While the particular percentage is subjective, one arrives at it by observing the stock's historical trends. The filter rule exists to help the investor avoid buying or selling at insignificant or anomalous changes in price. However, many analysts do not believe that the filter rule consistently produces profits for the investor.
Farlex Financial Dictionary. © 2012 Farlex, Inc. All Rights Reserved
References in periodicals archive ?
Bayesian filtering is based on the principle that most events are dependent and that the probability of an event occurring in the future can be inferred from previous occurrences of that event.
Chen, "Bayesian Filtering: From Kalman Filters to Particle Filters, and Beyond," Tech.
Numerical Integration Based on Bayesian Filtering Framework
GFI said GFI MailEssentials 12 also features e-mail header analysis and keyword checking, and sender and recipient-based whitelists, with Bayesian filtering technology, helping to reduce the number of false positives.
The subscript i in [[x].sub.i] denotes the ith column of matrix; based on the rule (9) and Bayesian filtering framework, the primary calculation process of the general form of SSRCQKF algorithm is listed as follows:
Then, the unscented Kalman filter (UKF) [10,11] and cubature Kalman filter (CKF) [12-14] are obtained by embedding UT and SRR into the Bayesian filtering framework, respectively, these have a wide range of applications in engineering [15-20], but these two types of algorithm have only third-degree filtering accuracy, which is required to be further improved.

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