Main Parameters of Testing

Used 1st Indi Baseline 1xATR - 1.5xATR

SSL 15/15

Aroon 6

BvsB 7/130

Vortex 26

Trend Direction Force Index - TDFI [wm] 15/0.05/-0.05/close

Basic Polychromatic Momentum Indicator close/11/2

Detrended Price Oscillator 10

Chande Momentum Oscillator 5

ASO 2/2

Forecast Oscillator close/13

Chartmill Value 16

Full System

SSL

Aroon 6 + SSL 29

BvsB 7/130 + SSL 28

Vortex 26 + SSL 29

TDFI 15/0.05/-0.05/close + SSL 34

BPMI close/11/2 + SSL 43

DPO 10 + SSL 29

Chande 5 + SSL 16

ASO 2/2 + SSL 29

Forecast close/13 + SSL 28

Chartmill 16 + SSL 29

Aroon

SSL 15 + Aroon 7

106

BvsB 7/130 + Aroon 13

Vortex 26 + Aroon 10

TDFI 15/0.05/-0.05/close + Aroon 2

BPMI close/11/2 + Aroon 6

DPO 10 + Aroon 12

Chande 5 + Aroon 13

Chartmill 16 + Aroon 12

Vortex

SSL 15 + Vortex 19

Aroon 6 + Vortex 11

BvsB 7/130 + Vortex 14

TDFI 15/0.05/-0.05/close + Vortex 12

BPMI close/11/2 + Vortex 33

DPO 10 + Vortex 22

Chande 5 + Vortex 9

Chartmill 16 + Vortex 22

BPMI

SSL 15 + BPMI close/19/2

Aroon 6 + BPMI close/11/2

BvsB 7/130 + BPMI close/12/2

Vortex 26 + BPMI close/23/2

TDFI 15/0.05/-0.05/close + BPMI close/29/2

DPO 10 + BPMI close/11/2

Chande 5 + BPMI close/13/2

Chartmill 16 + BPMI close/21/2

DPO

SSL 15 + DPO 24

Aroon 6 + DPO 19

BvsB 7/130 + DPO 11

Vortex 26 + DPO 29

TDFI 15/0.05/-0.05/close + DPO 74

BPMI close/11/2 + DPO 23

Chande 5 + DPO 10

Chartmill 16 + DPO 19

Chande

SSL 15 + Chande 22

Aroon 6 + Chande 12

BvsB 7/130 + Chande 16

Vortex 26 + Chande 9

TDFI 15/0.05/-0.05/close + Chande 11

BPMI close/11/2 + Chande 46

DPO 10 + Chande 22

Chartmill 16 + Chande 22

Different ATR

Aroon 6 + Vortex 11 - ATR 1.2/0.8

BvsB 7/130 + DPO 11 - ATR 1/1.1

Vortex 26 + DPO 30 - ATR 1.2/1.4

BPMI close/11/2 + Vortex 33 - ATR 1.1/1.5

DPO 10 + Vortex 22 - ATR 1.4/1.1

Chande 5 + BPMI close/13/2 - ATR 1.0/0.5