Based on Joseph's suggestion I shortened up the ATR length in the ATR and RSI filter.
I shortened the ATR period to 4 and the moving average of the ATR to 4. Then I back tested both filters again using two different periods - the current one that we know is difficult and the previous one which we know to be very productive and fertile. I obtained mixed results - first the short term results -
The short term results (1 to 4 days) clearly belong to the longer period ATR. But the longer term results clearly go to the shorter ATR.
You can easily see that as the period lengthens the shorter term ATR method improves the net change parameter in both periods.
As I've pointed out before - one approach does not fit all occasions - you have to experiment with various approaches until you find the one that best matches your personality and the trading method you want to use.
Above all you must remember - just because Joe Schmuck says in some book that the best setting for this that or the other is xyz123 that won't necessarily be true - you use that as a starting position to see if you can duplicate Joe's results - then you experiment from there.
And also remember - my ways are my ways - they work for me - if they work for you that's great but if you can change them and make them work better that's great too. And if you do make a change that seems to be better - please let me know - after all I'm sharing with you and I just don't have enough hours in my lifetime to test everything I want to try.