DIARY

What about the others?

ADX, CCI, Supertrend, Heikin Ashi, Parabolic SAR and more.

RESULTConclusion

  • None of the 10 tests was positive after costs.
  • The worst, Heikin Ashi flip, traded 129,167 times for −222.8%. The more a method trades, the more it pays.
  • Changing the indicator's name barely changed the shape of the result.

BEFORE AND AFTER COSTSBefore and after costs

Before costsAfter costs

0−211%0%Supertrend D1Supertrend D1 before costs +0.2%Supertrend D1 after costs −0.9%tick volume spiketick volume spike before costs +5.9%tick volume spike after costs −1.6%ADX DI crossADX DI cross before costs +3.2%ADX DI cross after costs −4.6%Supertrend H1Supertrend H1 before costs +5.4%Supertrend H1 after costs −17.4%Keltner breakKeltner break before costs +0.8%Keltner break after costs −18.8%CCI 100 breakCCI 100 break before costs +12.2%CCI 100 break after costs −26.9%inside bar breakinside bar break before costs −5.7%inside bar break after costs −36.0%Parabolic SARParabolic SAR before costs +4.3%Parabolic SAR after costs −68.3%Williams %RWilliams %R before costs −8.7%Williams %R after costs −80.1%Heikin Ashi flipHeikin Ashi flip before costs −21.8%Heikin Ashi flip after costs −222.8%

ALL TESTSAll 10 tests

ConditionTradesWin rateBefore costsAfter costs1st half2nd halfRandom avg
ADX DI cross5,19233.3%+3.2%−4.6%−0.9%−3.7%−7.7%
CCI 100 break26,00932.4%+12.2%−26.9%−21.4%−5.5%−36.8%
Williams %R46,55249.4%−8.7%−80.1%−53.8%−26.3%−74.2%
Keltner break13,17034.9%+0.8%−18.8%−15.3%−3.6%−18.4%
Supertrend H115,19636.2%+5.4%−17.4%−7.8%−9.7%−22.9%
Supertrend D175738.0%+0.2%−0.9%−1.0%+0.1%+3.1%
Heikin Ashi flip129,16730.4%−21.8%−222.8%−134.0%−88.8%−201.1%
Parabolic SAR47,83937.0%+4.3%−68.3%−48.6%−19.7%−73.0%
tick volume spike7,05150.6%+5.9%−1.6%−2.3%+0.7%−10.5%
inside bar break19,89133.6%−5.7%−36.0%−22.4%−13.6%−29.9%

Next: Original ideas →

This diary records tests on historical data. It does not recommend any method or symbol and does not indicate future profit or loss. Please make investment decisions at your own risk.