The best way to detect trend market/non trend market in programming?

Discussion in 'Automated Trading' started by GloriaBrown, Jan 24, 2021.

  1. SunTrader

    SunTrader

    Trends can be easily identified using most anything, once they are underway. Starting and ending points not so.

    IMO PA (time, price & pattern) work better than any squiggly line indicator ever could.
     
    #11     Jan 24, 2021
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  2. lindq

    lindq

    I developed an indicator that's served me as well as anything. I call it 50x50. Which means, 50 bars of a 50 period simple MA that's been rising, and I am at least 50 days into it.

    For example, using daily bars, at present I want to be 50 days into a 50 MA that has an upward slope. MA 50 today is above MA 50 bars ago, and I am at least 50 days into the rising 50 MA.

    Adjust as you see fit for your timeframe. But understand that no indicator can tell you when a trend will end. Only that you are currently involved in one, and the wind is at your back.
     
    #12     Jan 24, 2021
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  3. Turveyd

    Turveyd

    For me yes, but it adapts nicely for any really, might want to widen the 0.03% to increase the range, the High and Low self set themselves.

    Still tweaking it, trying to find something that works in more conditions, less killy in the wrong conditions! :)
     
    #13     Jan 24, 2021
  4. easymon1

    easymon1

    Nice job.
    How many ticks over what period of time via how many entries?
    hell yeah 89.jpg
     
    #14     Jan 24, 2021
  5. How about ALMA?
    https://financial-hacker.com/boosting-systems-by-trade-filtering/
     
    #15     Jan 24, 2021
  6. ph1l

    ph1l

    #16     Jan 24, 2021
  7. What do
    bottom line hide
    Tophide
    mean? Thx.
     
    #17     Jan 24, 2021
  8. Peter8519

    Peter8519

    Often time, when the percentage of daily change increased, it's a signal of direction change. For example AAPL from April to September 2020 versus from September 2020 onward. A good measure of trend of overall market is to look at the daily change frequency distribution. A trending market tends to have distribution curves close to zero which lend credence to reversion to the mean.

    Dailty_Variance.jpg
     
    #18     Jan 25, 2021
  9. Very interesting, thx.
     
    #19     Jan 25, 2021
  10. maxinger

    maxinger

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    Indicators wouldn't help.
    Complex maths wouldn't help.


    I use visual recognition.
    I use discretion.
    Detecting trendy vs nontrendy market is
    art rather than science.


    There are many times where a nontrendy market
    suddenly become a trendy market.

    There are many times where a trendy market
    is actually a nontrendy market.


    All the best in your pursuit of this
    programming stuff.
     
    #20     Jan 25, 2021