Hey Elite,
Here is a indicator that uses probability and hypothesis testing to define if a indicator contains predictability. For example what is the mean and probability of a SMA cross four bars after the cross?
Follow allow the thread created for this indicator @ https://nexusfi.com/elite-automated-trading/35002-lets-talk-statistics.html
The code is built for SMA Cross Up or Down, but with a little tweaking can be applied to any trading rules. Tell me do you know the predictability of the indicators that you use trading?
Cheers,
SodyTexas
Category The Elite Circle
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