Example: Create a signal - doesn't matter how. Create a range. Use A.I. to minimize whipsaw by optimizing signal and range. Execute A.I. strategy using both traded options and futures. Simple.
CONSTRUCTION
Created signal with two MACD's. One the default and the other customized. Start range when one MACD crosses to positive and close range when the next to cross to positive is the other MACD, and vice versa. Colored ranges represent different combinations of pairs. CAVEAT- small sample size. NOT ADVICE. DYOR.
Have superimposed MACD's over SPX chart.
Follow direction when weekly close breaks out of range. No whipsaw/trap so far. CAVEAT - small sample size. NOT ADVICE. DYOR.