Traditional systems are designed to trigger a buy or sell signal. Discrete buy and sell signals are very useful in that they give clear unambiguous direction. However, a simple buy or sell signal is authoritative and doesn’t convey any additional information that the discretionary trader can make use of. Traditional indicators can be difficult to read and have unresolved meaning: it is up the to the trader to figure out how an indicator performs on a given market.
I suggest alternative approaches below that may have superior value for the graybox trader:
Curtis is passionate about markets. He has developed top ranked futures strategies. His core focus is (1) applying machine learning and developing systematic strategies, and (2) solving the toughest problems of discretionary trading by applying quantitative tools, machine learning, and performance discipline. You can contact him at firstname.lastname@example.org.
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