EMA cross optimization

Discussion in 'Automated Trading' started by IndexSwing, Oct 23, 2009.

  1. If only trading from the long side and using daily bars the optimal parameters for an EMA crossover system on the S&P are Slow=330 Fast =90 Source: http://www.seykota.com/tribe/TSP/EA/index.htm.

    What are the optimal parameters for 5 min bars, going both long and short?

    If the answer is significantly different from 330/90, does that imply that the market is not truly fractal in nature?