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Computing Trend Quality in Amibroker

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edctk

Joined
7 April 2021
Posts
5
Reactions
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Hi guys,

Came across below from Market Index's ASX Top 5 Strategy Whitepaper. I'm trying to find out how to we compute the trend quality in Amibroker to filter out stocks with "bad" quality trend as shown on the left graph?

I'm thinking using a Linear Regression Slope might help but not sure how to implement it.

If anyone can point to me to some direction it'll be greatly appreciated. I'm quite new to quantitative analysis.




Thank you,
Ed
 
Suggest a minimum volatility filter. Try ATR with a small range.
 
Joe90 said:
Suggest a minimum volatility filter. Try ATR with a small range.
Click to expand...
Another great suggestion. I was only fixated to regression slope but should really go for simpler ones.

Thank you kindly
 
edctk said:
Another great suggestion. I was only fixated to regression slope but should really go for simpler ones.

Thank you kindly
Click to expand...
Often, the simpler the better, then refine the key principle with more sophisticated research..not that i am an expert?
 
qldfrog said:
Often, the simpler the better, then refine the key principle with more sophisticated research..not that i am an expert?
Click to expand...
"Simple" does seem to be a common theme when developing a strategy, more so on systematic / quantitative systems.

Well received, thank you
 
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