I am testing trend indicators on indexes, forex and commodities. It seems trend indicators work best on commodities... I am missing something?
Time frame you are using? Many markets will go between trending periods and consolidation periods. The better mix you have more chances to catch a few trending markets. What are the indicators based on?
45 minutes, testing on soybeans and corn futures. ATR with moving averages. But it seems on ES, NQ and EURUSD i got mixed results on backtesting.
can you send a screen shot of the chart you are using? Some markets trend better than others at times. Pick out a few different years to test out. Assume enough for slippage and commissions. I am happy to assist in private if you like.
If you are legitimately modeling trend you'll need much longer timeframes than 45 minutes. Especially if you are swing trading, which is the best way to trade trend.
45 minutes and 1 hour are giving almost same results... My fear is this is only good on backtest, not in real trading