Hello, I am looking for comments/advice on the subject what is the best
trend filter.

What I mean by "filter" is to take BUY signals if trend filter is up,
take SELL signals if the filter is down or both if it is neutral.

I understand that one can use MA's and all sorts of indicators as
filters and number of exhaustive studies have been done in the past but,
has anyone compared them in practice or testing and found which filer is
most reliable?

Kind Regards

Richard



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