Which is your favourite indicator and why ?

 

Indicators do tend to lag a bit but I think that is unavoidable.

The usual indicators like moving averages and RSI are still currently used a lot

but there are some people who are using automation to try to get the edge here. 

 
I am using ichimoku indicator to find the strongest trending pair.And it's going well for me.
 

Bid, Ask and Volume.

 
MACD
 
price
 
I use Renko charts with exits on Laguerre Moving Averages and Slope Line but also exits on resistance and support.  The entry points are obvious.