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Valerio, you'll need about a week's worth of Market Breadth data to
get the ADT-05/06 to trigger signals, but I would recommend at least
two or three years' historical Market Breadth data for some decent
backtesting to see if this market filter works with your own trading
system.
Using the tools provided with the add-on, unfortunately it may take
40~60 hours of work to extract 2~3 years' data for any market other
than the ASX.
jose '-)
http://www.metastocktools.com/ADT/ADT-05.htm
http://www.metastocktools.com/ADT/ADT-06.htm
--- In Metastockusers@xxxxxxxxxxxxxxx, "rinotech" <rinotech@xxxx>
wrote:
>
> thanks jose',
>
> I understand that I can use ADt-05 or ADT-06 only on EOD data for
> any markets.
> How many historical data I need to work with these trend filters?
>
> Thanks
>
> Regards
>
> Valerio
>
>
> --- In Metastockusers@xxxxxxxxxxxxxxx, "Jose" <josesilva22@xxxx>
> wrote:
>
> Valerio, I've used the ADT-05 with reasonable results in my own
> Pegasus system, which traded EOD ASX securities "live" on the Net
> for over 4 years.
> http://www.metastocktools.com/Pegasus/Pegasys.htm
>
> However, the ADT-05 tends to be very selective, and kept me out of
> a greater proportion of 2004's Bull market.
> The ADT-06 is much more active, and has done better in the past
> year.
>
> Unfortunately both ADT-05 & ADT-06 need specialized Market Breadth
> historical data which takes some time and effort to extract (with
> tools provided) for other markets. Furthermore, I don't think it
> may suit intraday trading.
>
> I know I'm shooting myself in the foot here, but my advice would be
> to perhaps first see if a reasonable correlation can be found with
> normal Advancers/Decliners/TRIN data and trend for your market
there.
>
>
> jose '-)
>
>
>
> --- In Metastockusers@xxxxxxxxxxxxxxx, "rinotech" <rinotech@xxxx>
> wrote:
>
> Hi all,
>
> I'm looking for a trend filter to improve my entry signal in
> trend following trading.
>
> Has anyone tried the ADT-05 or ADT-06 trend filter of jose silva?
>
> Which is the best for intraday time frames?
>
> Thanks to all
>
> Regards
>
> Valerio
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