A three-flag swing window with a bandpass midpoint

Two marks bound the window

A swing-trading rule treats entry, exit, and waiting as one sequence over a holding period of days to weeks. Two early-warning marks bound the early-warning-window in which a swing decision is considered. The first is an alert that a turning region may be near. The later mark is a trend-filter cross: price has crossed a short-horizon moving filter used as a horizontal center line. That cross is treated as confirmation that a turn has occurred and as the last usable chance in the window.

The interval between those marks can last one session or several weeks. When both early-warning marks fire inside the indicator-column array, the procedure marks them with distinct dots because the triggering pattern changes can be too small to read reliably by eye.

The three-mark order

The alert mark is built to appear well before a usable swing decision, and the confirmation mark often appears after the preferred entry or exit has passed. An intermediate mark is added to occupy the space between them.

The marks form a confirmation-ladder. First, a trading opportunity is approaching. Next, a preferred entry or exit has occurred. Last, a later trend-continuation cross is treated as the last usable chance. Each later mark is intended to raise confidence and validate the prior mark, not to replace the window test.

The intermediate mark from a bandpass and a smoother

The intermediate mark is produced by combining filters. A center-of-gravity calculation that overweights the most extreme and most recent values is run at two lengths, differenced as a passband, then sent into a smoothing stage.

The documented bandpass-filter subtracts a 6-period center-of-gravity series that uses only the close from a 10-period series that uses the candle midpoint of open plus close divided by two. The residual emphasizes swing highs and lows while slower drift is reduced.

The passband output is smoothed with a gaussian-shifted-smoother reconstructed at a 4-bar window, an offset of 0.67, and a sigma of 1.1. Window, offset, and sigma are presented as adjustable controls for smoothness versus responsiveness.

That smoother is applied in both time directions to suppress small fluctuations and reduce one-way moving-average lag. Its peak weight is kept off the newest bar because the center-of-gravity stage already concentrates uncertainty there.

Short lookbacks and a reserved volume layer

Lookback lengths are kept short because the swing-trading horizon contemplated is a few days to a few weeks. The same adjustable smoother is described as allowing the procedure to be retuned to shorter intraday sampling.

A later companion projection that uses volume is reserved as an extra confirmation layer on the same early-warning plus intermediate-filter sequence.