Is this combo enough? Base strat + Trend Filter + Volatility Filter.

[Isaac Uriel Arenas Caldera]

I've thinking the past days about this mix in an EA.

I think that finding an strategy that workds and then adding filters is a very strong combo.

What you guys think about this?

[Mobina Bayat]

Isaac, the base-strategy-plus-filters approach works, but the two filters need to answer different questions or they end up double-counting the same information. A trend filter (ADX above a threshold, or price relative to a slower MA) should tell you whether the market has directional persistence. A volatility filter (ATR percentile, or ATR relative to its own moving average) should tell you whether the current range is wide enough for your stop/target to make sense, independent of direction. If both are derived from the same price series with similar lookback periods, they tend to move together, and you just filter out the same trades twice instead of adding independent information.

One thing worth testing explicitly: run the base strategy alone, then with only the trend filter, then with only the volatility filter, then with both, on the same out-of-sample period. If the combined result isn't meaningfully better than the better of the two single-filter results, the filters are probably redundant rather than complementary. Also watch for filter lag, since ADX and ATR are both rolling-window calculations, so by the time either confirms a regime a chunk of the move can already be gone. Testing parameter sensitivity (ADX 14 vs 20, for example) on out-of-sample data will show whether the edge is robust or just curve-fit to your test window.