Minimizing noise in Trend identification?

Timing on the $VIX index. H to H 72 bars, H to L 72 bars, L to L 71 bars:-

 

relax, don't get yer skivvies in a twist. Stylized example - not aiming to top/bottom tick precisely - but, with the right optics (non-time based) & right technique (optimal bet & position sizing, scaling/pyramiding/hedging) directional trading is low-stress shooting fish in a barrel @ this point.

ELIMINATE TIME
ELIMINATE NOISE

 

and?

 

It means time plays a crucial role in trading.

 

Well, nothing to lose sleep over. Anyway, using TICK or RANGE chart eliminates NOISE in your view?

 

I use Intermarket correlation and also look out for less noisy futures to trade.

If the whole market is noisy, I better sit on my hands.
No amount of indicators will save you.
A thousand indicators will not save you.

 

That almost sounded like some ancient zen text or something.

See the following paper for a application of the concept of noise robust estimation to the problem of decoupling short and long-term volatility something relevant to the problem at hand completely unlike the b******* crap the OP was selling

Decoupling the short- and long-term behavior of stochastic volatility - arXiv https://arxiv.org/pdf/1610.00332

 

Thank you for the link.

Very interesting paper. It will take me time to digest it and see how it is possible to filter out short term noise without also filtering out short term information. After all we want short term information.

 

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GREAT blue screen points=============== or sometime red loss\ ++ good green points. LOL=over all good.
dont like MACD, too far from price .
But that could acTually help\ if its hated by so many LOL.
murraY / T\Turtle,.Peace+ Like Dave ramsey says '' ''Financial Peace''

 

Al Brooks says there's no such thing as noise. The Computers are all entering for a reason.


(Don't shoot the Messenger lol)