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[amibroker] Re: Choppy markets



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Most currencies tend to trend.
Moving averages will tend to keep you in for the major part of the 
trend...if the trend is long enough.
Here is some code that I use to identify non trending periods

CondL=L==HHV(L,12);//Plot(L*CondL,"",2,2);
Plot(IIf(BarsSince(CondL)<=4,MA(L,5),-1e10),"",4,1);
CondH=H==LLV(H,12);//Plot(H*CondH,"",1,2);
Plot(IIf(BarsSince(CondH)<=4,MA(H,5),-1e10),"",5,1);

if you have both the MA plotted or there is no plot...you could 
consider it a non trending market.

Hope this helps.




--- In amibroker@xxxxxxxxxxxxxxx, "Keith Newhouse" <knewhous@xxxx> 
wrote:
> Thank you for your response.
> 
> The security I am looking at is the a Australian dollar.  I am 
> running some manual backtesting of a system I have put together 
> involving the MA25 and TSI.  Works great when the market is 
trending 
> well but fails when the tend is choppy.  The particular contracts I 
> am studying at the moment are those for AD1989 and AD1990.
> 
> --- In amibroker@xxxxxxxxxxxxxxx, "epintoem" <epintoem@xxxx> wrote:
> > what is the time frame you are looking at....Could you give me an 
> > example of what security you are looking at?
> Regards,
> Keith
> > 
> > 
> > 
> > In amibroker@xxxxxxxxxxxxxxx, "Keith Newhouse" <knewhous@xxxx> 
> wrote:
> > > Any ideas on how to trade choppy trending markets full of gaps 
> and 
> > > ups and downs.  Does anyone have an opinion on suitable 
> indicators?
> > > 
> > > Thanks and regards,
> > > 
> > > Keith


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