Tool · Risk overlay
An event calendar filter for your trading bot, standing aside around scheduled news.
An event calendar filter in Super Algo Kit blocks new entries in a window around scheduled high-impact events. These include macro releases, central bank decisions, earnings, expiries and index rebalances. Where declared, it also reduces or flattens positions. It is a risk tool with no return claim, and it blocks trading if its calendar is stale or missing.
strategy facts
Event calendar filter
- Family
- Risk overlay: a protection layered on any strategy
- Markets
- Forex, futures, equities, bonds, commodities and crypto spot
- Timeframes
- Event windows declared per event class, for example 15 minutes before to 30 minutes after
- Evidence grade
- N: a tool with no return claim. Tests check behaviour, not returns
- Status
- Literature: described in published work; not tested by the kit
- Fail-closed rule
- A stale or missing calendar blocks new entries and sends an alert
- Data needed
- Event calendars with exact UTC times and impact levels, venue events such as expiries and rolls, and a freshness stamp
From the kit's own card. Not investment advice.
Paper first
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The plan, step by step
Tick them off as you go.
How does an event calendar filter work?
Scheduled announcements move prices in jumps. In currency and bond markets, prices adjust to the news within minutes, while spreads widen and slippage rises around the release.
The filter keeps a strategy out of conditions it was not designed or tested for. Besides macro and company news, it can cover venue events such as expiries, rolls, auctions, funding settlements and maintenance windows.
News filter rules in plain words
This is a summary of the card's sketch. You declare the windows and actions per event class before any test.
- Calendar: a dated source in UTC with impact levels and revision tracking, refreshed on a schedule.
- Mapping: which events matter for which instruments, such as a currency's own releases or constituents' earnings.
- Window: for example 15 minutes before to 30 minutes after the event.
- Action: no new entries; optionally tighten, reduce or flatten.
- Fail closed: a stale or missing calendar blocks entries and raises an alert.
Where a news filter fails
Most failures are about time. A stale or rescheduled event, or a daylight-saving error, moves the window off the minutes that matter, and unscheduled news is not covered at all.
Others are about honesty. Adding the filter after seeing losses near events is a new trial, and impact labels a vendor assigns later leak hindsight into the backtest.
How Super Algo Kit tests the filter
Grade N means the tests check behaviour. Entries must be blocked at the right UTC times on both sides of a daylight-saving change. A stale calendar must block trading, and rescheduled events must be picked up.
When you add the filter to a strategy, the kit compares results with and without it as declared trials. The strategy then goes back to the research stage, so the change is judged like any other.
Before you rely on it
Where it fails.
- Stale or rescheduled events make the filter guard the wrong minutes.
- Time-zone and daylight-saving errors shift every window by an hour.
- Unscheduled news is not covered; the filter is not a news detector.
- Adding it after seeing losses near events is a new trial, and the gain may be luck.
- Impact labels assigned later by the calendar vendor leak hindsight into a backtest.
FAQ
Event filter: questions.
What is a news filter for a trading bot?
A news filter stops a bot opening trades around scheduled events such as data releases, rate decisions or earnings. In Super Algo Kit it is the event calendar filter, a risk tool with no return claim. It can also reduce or flatten positions where your spec says so.
Does an event calendar filter catch breaking news?
No. It only covers events on a dated calendar, so unscheduled news passes straight through. Super Algo Kit says this plainly because the filter is not a news detector.
What happens if the economic calendar feed fails?
The filter fails closed. If the calendar is stale or missing, Super Algo Kit's filter blocks new entries and sends an alert instead of trading blind.
Can I trade the news instead of standing aside?
That would be a separate strategy card, not part of the filter. Event windows do have their own anomalies, such as drift before some central bank announcements. Super Algo Kit would test that idea as its own strategy.
Keep reading
More guides.
Forex and CFD · Broker APIOANDASuper Algo Kit helps you build an OANDA trading bot on the v20 REST API inside your own AI coding agent.
United States · Broker APIInteractive BrokersSuper Algo Kit helps you build an Interactive Brokers trading bot inside your own AI coding agent.Sources the kit's card cites
- Andersen, Bollerslev, Diebold and Vega (2003). Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange. American Economic Review.
- Balduzzi, Elton and Green (2001). Economic News and Bond Prices: Evidence from the U.S. Treasury Market. Journal of Financial and Quantitative Analysis.
- Lucca and Moench (2015). The Pre-FOMC Announcement Drift. Journal of Finance.
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Super Algo Kit is development software. It is not investment advice, a signal service or a promise of performance. Trading involves substantial risk, including the loss of all capital you trade with.