We can see in the list below - from which I erased the short signals - that the average ATR is 3.43% this is 1% higher than the average ATR for the past 5 years. This confirms that there is a volatility interpretation issue.
Attachment 11232
The question is now: how can we build a filter that would sort out the bad red trades and keep the good green trades. This is where I'd go to Andrei and ask if he has in his tool box some sort of indicator that can do such a job.
I found such a filter and used it to build another column.
Originally Posted by Pascal
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