Disliked{quote} {quote} Yes, I have the book. I was joking. He tries up to 5-bar momentum: {image} Even tries to correct for the frequency notch that this will give at a 4-bar cycle, and then states that we have reached the point of diminishing returns for this approach. There are better filters.Ignored
I see, what other filters you like? I tried to code his "Profitable Trading System" in Chapter 12, but.. the Maths and calculations are hmm....very tough...to do it correctly . After this attempt, I come to appreciate Mladen's work even more, really not easy to code some of Ethler's stuff, especially if you are doing the first cut.