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Trading Strategies >> General Discussions About Strategies >> MA strategy and test resaults.
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Message started by kai xin,yang on 09/05/10 at 07:28:57

Title: MA strategy and test resaults.
Post by kai xin,yang on 09/05/10 at 07:28:57

(USD-CHF 2010-7-28 2010 -9 -04 5 minutes line)
1 MA(11) Cross UP lag(46)_MA(11) , AND max(46 MA(11)) equals MA(11) and min(46 MA(11)) <=min(lag(46)_MA(11),MA(11)==> BUY

2 MA(11) Cross DOWN lag(46)_MA(11) , AND min(46 MA(11)) equals MA(11) and max(46 MA(11)) >=max(lag(46)_MA(11),MA(11)==> SELL

Title: Re: MA strategy and test resaults.
Post by kai xin,yang on 09/05/10 at 07:37:16

(USD-CHF 2010-7-27 2010 -9 -04 5 minutes line)
This is very simple strategy
lag（3，ma(66)) is the max of recent 20 bars. ==>SELL
lag(3,ma(66) ) is the min of recent 20 bars ===> BUY

All operators optimized by matlab optimization toolbox.