Graphical model of 44680 moving average combination p&l

Discussion in 'Automated Trading' started by n00b7r4d3r, Jun 24, 2007.

  1. [​IMG]

    This is a model of the average p&l per trade generated using moving average 1 (x) and moving average 2 (y) A buy signal was generaled when ma1 crosed above ma2 and the price was above ma2 and there had not been a gap detected within the last 20 bars. A sell signal was generated when the price went below ma2.

    The data test was from 4/2007 to 5/2007 on 1 minuite data.
  2. Interesting. What's the scale of the x and y axis?
  3. i decided to leave that out to piss people off