Currently I'm trying a trend filter to prevent a pair from trading against it's own trend.
I think it is common sense to do this as the pair will always make big moves in the right direction where there is the least resistance.
I still have to refine it as my first iteration was very slow at detecting the change of trend.
I think it is common sense to do this as the pair will always make big moves in the right direction where there is the least resistance.
I still have to refine it as my first iteration was very slow at detecting the change of trend.