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
ALL TESTSAll 10 tests
| Condition | Trades | Win rate | Before costs | After costs | 1st half | 2nd half | Random avg |
|---|---|---|---|---|---|---|---|
| ADX DI cross | 5,192 | 33.3% | +3.2% | −4.6% | −0.9% | −3.7% | −7.7% |
| CCI 100 break | 26,009 | 32.4% | +12.2% | −26.9% | −21.4% | −5.5% | −36.8% |
| Williams %R | 46,552 | 49.4% | −8.7% | −80.1% | −53.8% | −26.3% | −74.2% |
| Keltner break | 13,170 | 34.9% | +0.8% | −18.8% | −15.3% | −3.6% | −18.4% |
| Supertrend H1 | 15,196 | 36.2% | +5.4% | −17.4% | −7.8% | −9.7% | −22.9% |
| Supertrend D1 | 757 | 38.0% | +0.2% | −0.9% | −1.0% | +0.1% | +3.1% |
| Heikin Ashi flip | 129,167 | 30.4% | −21.8% | −222.8% | −134.0% | −88.8% | −201.1% |
| Parabolic SAR | 47,839 | 37.0% | +4.3% | −68.3% | −48.6% | −19.7% | −73.0% |
| tick volume spike | 7,051 | 50.6% | +5.9% | −1.6% | −2.3% | +0.7% | −10.5% |
| inside bar break | 19,891 | 33.6% | −5.7% | −36.0% | −22.4% | −13.6% | −29.9% |
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.