Trend follwing avoid chopping

• 01/06/2023 at 6:36 PM #206918
  Dr Manhattan

  Hey, I’m looking into a trend following system and when it’s not trending of course I’m getting chopped up in the sideways market. What are some of your best advice for avoid getting chopped up? wide stops etc.

   

  

  Dr Manhattan

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  01/06/2023 at 9:28 PM #206930
  JS

  Hi @Dr Manhattan
  You can use the standard deviation to see if there is a trend (standard deviation / volatility is high) or a sideways market (standard deviation / volatility is low) …
  The historical volatility ratio also works well for this…

  

  JS

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