Lines

Smoothing time series data in order to remove noise usually produces an indicator that moves slower than the original time series. For example, a 30 day MA has 15 days of delay. Lots of people tried to solve this problem. This is my (and A.Kondakov) variant (Blue and White lines). Red line - 14 MA.

 

The code for White line.

 

)Strategy)

Inputs: Level1(0), Level2(0), Level3(0);
If C-UMline>Level1 then Sell ("UMS") At Market;
If C-UMLine < level2 then ExitShort from entry ("UMS") At Market;
If C-UMline<-Level1 then Buy ("UMB") At Market;
If C-UMLine>level3 then ExitLong from entry ("UMB") At Market;

GBP/USD report. Grail?

 

Grail ???? £3,000.00




http://www.grailsystems.com/Grail Prices for Omega.htm

 

The strat was strong in 1998 but returns decreased steadily since. Maybe as the returns decrease you should increase your use of margin