Welcome, Guest. Please Login or Register
Algorithmic Trading Forum
 
  HomeHelpSearchLoginRegister  
 
Pages: 1
Send Topic Print
MA  strategy  and  test resaults. (Read 3064 times)
vvking
Newbie
*
Offline

I like this forum!

Posts: 9
ShangHai
Gender: male
MA  strategy  and  test resaults.
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
Back to top
 

MA.jpg

Thought is already is late, exactly is the earliest time.
vvking   IP Logged
vvking
Newbie
*
Offline

I like this forum!

Posts: 9
ShangHai
Gender: male
Re: MA  strategy  and  test resaults.
Reply #1 - 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.
Back to top
 

MA2.jpg

Thought is already is late, exactly is the earliest time.
vvking   IP Logged
Pages: 1
Send Topic Print