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Hello, I am looking for comments/advice on the subject what is the best trend filter.
What I mean by "filter" is to take BUY signals if trend filter is up, take SELL signals if the filter is down or both if it is neutral.
I understand that one can use MA's and all sorts of indicators as filters and number of exhaustive studies have been done in the past but, has anyone compared them in practice or testing and found which filer is most reliable?
Kind Regards
Richard
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