You might look into market cycles, via Dr. Ehlers?
His work shows that markets change abruptly and it is hard to see in the data.
Another approach might be to train across chart pages so you don’t over fit the system to the markets you are working with. Michael Covel’s book on Trend Following talks all about finding robust rules and systems. It is counter-intuitive when you have software like NST that can tailor a system exactly to what you want… but that is the danger of over fitting, because just when you think you have it nailed down, it changes out from under you.
Thank you , I am trying the Ehlers correlation and looking for a break in it.
and looking at taking different time frame correlations and comparing them using the Mcmillan idea of percentile bands and see if it has moved out of that range.
