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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.
I you use INTRADAY data why not just LIMIT the numbers of trades per day -
or LIMIT the numbers of loosers per day.
Use an input and you can even OPTOmize for it.
rgds hans
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