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I've been working on a daily S&P reversal system.  The system needs
filters to screen out incorrect signals.  I've used ADX to eliminate
signals in strongly trending markets with some success.  I need a filter
for moderately trending markets where I now get successive trades that
are stopped out.  For example, a day when the market trends upward all
day by about 30 points, but has no sudden spikes.  Any suggestions as to
what I might use as a filter would be very appreciated.