taozemin
Registered: Dec 2011
Posts: 1 |
10-12-12 01:31 PM
I code a triple crossover system according to your statement in the thread and the attached file, as follows:
Inputs:slen(10),mlen(20),lLen(50);
variables: sma(0.0),mma(0.0),Lma(0.0);
sma=XAverage(close,slen);
mma=XAverage(close,mlen);
lma=XAverage(close,llen);
if sma>mma and mma>lma then
buy next bar at market;
if sma
sellshort next bar at market;
But its performance is not so good as i anticipated.except the dorminant cycle, how should we enhance it?
1."A trend detector"?
2. " A pullback detector"? and
3."then a entry method which confirms the continuation of the trend"?.
4."We will start testing our model as a stop and reverse system"? or
5."later we will see if we can improve it by developing exits "?please keep your promise, Mr.Murray Ruggiero.
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