Here are the charts of chapter 1: Filters. These are some of the illustrations from the book version of 2011. These are generated with the Nano-Trader program. The fresh ones are generated with NinjaTrader.
Trendfilters
Two TEMAs. Market is FESX (15 minutes)
Two TEMASs
Two TEMAs as trendfilters. When the faster TEMA is above the slower, it is bullsih trend and the background is colored lightgreen.
FESX (15 min), 2011, Nano-Trader
NinjaTrader version of the Crossing TEMAs trendfilter.
FESX (15min), end of 2025.
MACD
FESX (15min),
MACD trendfilter coloring the background.
FESX (15min), end of 2025, NinjaTrader
A MACD built from TEMAs instead of EMAs as a trendfilter.
A CrossingTEMAs trendfilter in the chart and a TEMACD trednfilter below. The TEMACD is a bit more nervous.
AroonOscillator as trendfilter. First panel below is the AroonOscillator calculated on day, the second on a week,
CCI trendfilter with two thresholds. It only indicates a trend whe nabove/below 200 here. The value of the threshold should be adjusted. CCI on day bars and CCI on week bars.