Moving Average Crossover

Discussion in 'Strategy Building' started by clarodina, Jun 28, 2008.

  1. While the list is a useful contribution and effort on behalf of the provider(s?). It would be immensely more useful to provide samples of N period objective functions or simple returns based upon any given indicator's entry/exit criteria.

    Any list of that somewhere on the forums?
    If you are going to spend that much time benevolently coding indicators, why not provide the summary of trades measurement lists (annualized % rtn, sharp ratio, PF, etc.) as well?

    Too much time is spent showing how to code a price derivative indicator on the boards, and not enough devoted to showing statistical measurements generated by utilizing these indicators. Anyone looking to learn should start focusing on this aspect before getting lost in the myriad labyrinth of subjective price derivatives.

    The dearth of knowledge in this area is evidenced by some of the comments on this thread, like "what is the best crossover parameters," or "how do you get rid of the lag?"
     
    #11     Dec 23, 2008
  2. Just treat price as the other MA.

    Price closes above MA = go long

    Price closes below MA = go short

    Will work beautifully until price chops around the MA, then you will lose a ridiculous amount of money.
     
    #12     Dec 23, 2008
  3. Zero Lag EMA (ZLEMA) :D
     
    #13     Dec 23, 2008
  4. taowave

    taowave

    Hi Steve,

    Thanks for the input...

    TradingBlox has a very good forum on trend trading.Dont have to be a user either.(I am not).The topic of MA's and slope was discussed..

    Happy Holidays to all







     
    #14     Dec 23, 2008