The close must be higher than the close 250 days ago (the long-term trend filter).
The close must be higher than the close 22 days ago (the intermediate trend filter).
The close today must be a three-day low (of the close).
If 1-3 are true, then go long at the close.
We sell at the close when the close is higher than yesterday’s close.
The close must be higher than the close 22 days ago (the intermediate trend filter).
The close today must be a three-day low (of the close).
If 1-3 are true, then go long at the close.
We sell at the close when the close is higher than yesterday’s close.