Posted by patellee on 28th of Mar 2025 at 12:54 pm
I have been playing around in ToS and creating customer studies.
Recently I created a model that uses a 10-period simple
moving average of highs and lows, combined with a 0.8×ATR(200)
buffer, to confirm directional breakouts. A long triggers when
price closes above the 10-SMA of highs plus the ATR buffer; a short
triggers on a close below the 10-SMA of lows minus the buffer.
Signals are only valid after a confirmed bar close to avoid
repainting.
On the surface, it seems pretty effective (see the last 20
days on a 1 hour chart of ES). I’m looking for feedback on
where this logic might break down. Particularly in chop or
low-volatility conditions — and how best to filter noise without
suppressing valid trend entries.
Posted by keyhole7 on 28th of Mar 2025 at 01:31 pm
Hey Patellee, I use ToS but I trade on a 5 and 15 minute time
frames. I generally use the 3 ema and 8 ema with the MACD and RSI.
High volatility, low volatility, logic...wish I knew enough
about it to help.
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I have been playing around
Posted by patellee on 28th of Mar 2025 at 12:54 pm
I have been playing around in ToS and creating customer studies. Recently I created a model that uses a 10-period simple moving average of highs and lows, combined with a 0.8×ATR(200) buffer, to confirm directional breakouts. A long triggers when price closes above the 10-SMA of highs plus the ATR buffer; a short triggers on a close below the 10-SMA of lows minus the buffer. Signals are only valid after a confirmed bar close to avoid repainting.
On the surface, it seems pretty effective (see the last 20 days on a 1 hour chart of ES). I’m looking for feedback on where this logic might break down. Particularly in chop or low-volatility conditions — and how best to filter noise without suppressing valid trend entries.
What do you all think?
Hey Patellee, I use ToS
Posted by keyhole7 on 28th of Mar 2025 at 01:31 pm
Hey Patellee, I use ToS but I trade on a 5 and 15 minute time frames. I generally use the 3 ema and 8 ema with the MACD and RSI. High volatility, low volatility, logic...wish I knew enough about it to help.