"this is where you need a trend lines instead of a trend filter"
I'll have to take a closer look at it. I prefer trend lines too and a trailing stoploss but trend lines are really hard to implement on a robotic trading system. I find the more tweeking you have to do to get it to work on the backtest data the less likely it is to work on the market.
TradeIQ has some interesting strategies on his youtube channel. I like them because they are simple and make sense. Most seem to be based on using two or three MAs to monitor bullish (or bearishness) and reversals, and some sort of oscillator to indicate upward or downward potential. I might have a go at backtesting the alg described in the second half of this video (posn 4:21). Anyone got an opinion on this strategy?
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