Allowing your algorithmic trading system to trade only in suitable market regimes and conditions using Volatility Filters, is likely to improve trading results. We will show why systems usually work better in higher volatility conditions due to a high ratio between 'purposeful price action' and 'market noise'. In lower volatility conditions, market noise constitutes a larger proportion of the price action, causing trading systems to begin to fail. Additionally, the concept of matching the timeframes between triggers and filters is covered, as part of a best-practice approach.
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#MarketRegimes, #Volatility, #TradingSystems, #VolatilityFilters, #PriceAction, #MarketNoise, #Darwinex, #AlgorithmicTrading, #SystematicTrading, #TechnicalAnalysis
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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.
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