Lead time test: Trend Shift Indicator v2.0
This is a simple , single , test of the Trend Shift Indicator's lead time.
5 day chart.
Results:
Optimal Lead time = 1.25 days (of 5D)
Practical lead time= 1 day (of 5D)
Notes:
* This is simply one of many tests and is not indicative of constant performance -- as always use other confirmation indicators
* This is using version 2.0 of TSI, however the exact parameters and outcomes apply. It simply looks a bit different.
5 day chart.
- Lead time = signal time - directional shift time
- Warning sign: upper line on TSI trending down while price trending up
- End of warning: price shift in accordance with TSI direction.
Results:
Optimal Lead time = 1.25 days (of 5D)
Practical lead time= 1 day (of 5D)
Notes:
* This is simply one of many tests and is not indicative of constant performance -- as always use other confirmation indicators
* This is using version 2.0 of TSI, however the exact parameters and outcomes apply. It simply looks a bit different.
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Les informations et publications ne sont pas destinées à être, et ne constituent pas, des conseils ou recommandations financiers, d'investissement, de trading ou autres fournis ou approuvés par TradingView. Pour en savoir plus, consultez les Conditions d'utilisation.
Clause de non-responsabilité
Les informations et publications ne sont pas destinées à être, et ne constituent pas, des conseils ou recommandations financiers, d'investissement, de trading ou autres fournis ou approuvés par TradingView. Pour en savoir plus, consultez les Conditions d'utilisation.