Algorithmic Trading Group Forum - MA strategy and test resaults.

12/16/19 at 00:12:59

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MA strategy and test resaults. (Read 3713 times)

vvking Newbie Offline I like this forum! Posts: 9 ShangHai Gender:	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. IP Logged

vvking Newbie Offline I like this forum! Posts: 9 ShangHai Gender:	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. IP Logged

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