18) Using the Aroon Technical Indicator as a Market Regime Trend Filter
Categorizing the market regime and filtering based on the trend is a critical component of any Systematic / Algorithmic or Discretionary Trading Strategy. The Aroon indicator provides an excellent way to do this by measuring the uptrend and downtrend independently. The Aroon Indicator is range-bound making its use effective across multiple asset classes and timeframes.
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Content Disclaimer: The contents of this video (and all other videos by the presenter) are for educational purposes only, and are not to be construed as financial and/or investment advice.
Пікірлер: 22
This series just keeps getting better!
Great, great... great. Simple and clear explinations. Watched the whole series, I cannot praise it enough.,
best explanation ever on aroon
Lovely. Anticipating the next video. There's much insight in the indicators series. The amount of work to be done has been shortened. Thank you very much Sir. 🙌
Thank you Martyn so much for all your videos, awesome stuff on everyone there.
thanks a lot for video and one more - i very like your english, it's like a teacher's english exactly with titles. Double usefulness from the video :-)
Excellent series well done!
I didnt know about the aroon indicator but it is interesting and specially very clear. Wainting for the next video.
Another one for the books!
Thank you!
Great education. Question my default setting is 14. Am I using a different version of the Aroon?
Hurst Exponent is a TYPE2 to identify both mean reversion and trending environment
Thanks for informative and knowlegable video .Sir, Can we store Last fewer Highso and Lows in Arrayso for futures price confirmation .
Thanks so much for this tutorial. Seems Aroon is really a good indicator, but very few talk about it, I don't get it...Anyway, I think I'll be adding this to my trend trading strategy...
This indicator and the logic behind it sound really great, seems to be a very robust indicator for traders, I wonder what timeframe should it best be applied on, guess backtesting is required
@ihebbibani7122
2 жыл бұрын
It depends on the asset , on the model , on the way you train it , on how you tweak it , on the time from where you begin training...I guess..
@Darwin , what do you use to create that background ? Please be precise as I don't know about these kind of stuff Thank you in advance
How to filter false signals out of Aroon indicator...at times it acts wild and gives ambiguous values for green and red lines.
Hello Martyn! Hope all is well. I have a pretty specific question. Let's say I'm developing a trend-following system using the RSI as my main confirmation indicator and aroon as a filter + a volatility indicator. After optimization of aroon (speed + level) + RSI (just speed) I find a solid set of parameters, then forward test and it does well too. On optimization stage 2,3,4 etc. am I only allowed to reoptimize the exact same parameters as in OPT stage 1? I am 99% sure the answer is yes, optimize only the same parameters throughout the processes, but that leaves me wondering... What if my system has 4 or 5 indicators? or 2/3 indicators with many significant parameters? How do I find the best setting without breaking the 3 parameter optimization max rule? I understand this is very sensitive information but it would mean the world if you could point me in the right direction. Looking forwards to more returns from you and new videos! Cheers, Mikhail
@ihebbibani7122
2 жыл бұрын
Hi , would like you but did not understand the following : What if my system has 4 or 5 indicators? or 2/3 indicators with many significant parameters? How do I find the best setting without breaking the 3 parameter optimization max rule? For this question : On optimization stage 2,3,4 etc. am I only allowed to reoptimize the exact same parameters as in OPT stage 1? You have to use the parameters of you training set. If in your test part it goes well than . You use the whole data and this time you will find new parameters that you will use it to make your predictions
Why using different timeframes and not just averaging the filter?
@Darwinexchange
5 ай бұрын
One thing I learnt about trading is that there are many ways to accomplish good results :) Thanks for the suggestion