M.A. crossovers

Discussion in 'Strategy Building' started by Tom1234, Sep 21, 2007.

  1. Gyles

    Gyles

    Have reviewed the book (Traders' Secrets) and the link for the same is as follows:

    TradersSecrets Review
     
    #21     Feb 6, 2008
  2. =======================
    Tom123;
    Agree with Murray,specifically, on the following;
    you can probably improve on a say,
    50& 200 dma cross.

    Especially if you use discretion;
    helpful combo, probably you can improve it.

    Murray:cool:
     
    #23     Feb 7, 2008
  3. lindq

    lindq

    Trying to take a long signal from an MA crossover is like trading in the rear view mirror.

    Oh, price WENT up. (As in the past.)

    Hardly a solid entry point unless you have a strong market, and a strong stock behind you.

    In most cases, you're buying into the 'great fool' theory, and you're most likely looking at a reversal.
     
    #24     Feb 7, 2008
  4. Murray Ruggiero

    Murray Ruggiero Sponsor

    I wanted to give you a little more detail about John Fritz. He used a five moving average crossover system which he optimized walk forward. He allowed parameters to change based on a algorithm which cause them to only slowing shift over time. His optimization window was about 2500 days of data.

    He was featured in Futures magazine in the late 1990's which is how he ended up in the book.
     
    #25     Feb 7, 2008