PureBytes Links
Trading Reference Links
|
SG> I was working on a strategy, but can't seem to find the right conditions to
SG> prevent it from trading in a choppy market. I'm working with an ES 2 minute
SG> chart. A good example of what I'm talking about is 5/7 from about 12:30 CT
SG> to the close.
SG> ADX doesn't work, the choppiness index doesn't work. What I found that
SG> works somewhat is looking at the change in slope of a linear regression line .
The eternal Holy Grail question: when a trending system should be
turned off and a support-resistance system turned on. If there was a
straight and simple answer, no-one would know where to put all that
money they make in the markets.
You *have* to use some kind of adaptive indicator and more complex
math here. There's this Adaptive Noise indicator available on
traders2traders, you may want to start playing around with that.
Best regards,
Ivo Karindi
ivo@xxxxxxxxx
|