Time Filter vs ADX Filter: The 12:00 to 16:00 UTC Window Beat No Filter in 7 of 12 Runs, ADX Above 25 in 8 of 12, and 0 of 24 Gaps Were Bigger Than Noise
A London and New York overlap window, ADX above 25 and the EMA 200 side, each put on the same three entries on EURUSD and gold, M5 and M15. Head to head the time and ADX filters won 6 runs each. The one thing the time window did every time was cut trades by about 80%, which turned a 1,005-pip loss into a 196-pip loss.
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