That's similiar to what I'm putting together. I find that Bollinger bandwidth makes a good filter for the low volatility ranges that tend to kill MA crossover systems with whipsaws. No volatility=No trade or switch to breakouts.
Bighog, Regarding your comments " use a 5 min chart of the ES. On that chart is a 9 or 10 period (bar) moving average combined with a 18 or 20 period moving average. Yep, i trade the faster crossing the slower. Along with the crossses i plot the days pivot points R1-R2-R3, the pivot point, S1-S2-S3." How do you define/determine R1, R2,R3 and S1,S2, S3 pivot points? Thanks much,
This site has done the work for you: http://systemrank.attaincapital.com/systemrank_search.php?offset=240&limit=20&orderby=sort_cost
i stick to the old triple MA cross over. I use 5, 10, 20 day data on bloomberg. I am exclusively short. I look for inductries coming out of favor that can no longer sustain earnings...then the trend hopefully is my firend. I get out if i am not making $$ instantly.
To find pivot point calculators, just google those words....Works good, then punch in the open, high, low of the day.