Trend Following or Reversion to Mean

Discussion in 'Technical Analysis' started by panzerman, Jan 28, 2007.

  1. Nice work, Aqtrader.
     
    #31     Feb 1, 2007
  2. May I ask what are the parameters you set up to define the Trend so your calculations are based on something?
     
    #32     Feb 1, 2007
  3. aqtrader

    aqtrader

    I did not define any parameters, but simply apply the 200day MA as described in the original article. Sure, there are lot of definitions of the trend which may show different performance.
     
    #33     Feb 1, 2007
  4. aqtrader

    aqtrader

    5 days down and above 200day ma
    CTDC ELK MYGN NICH NTGR PFSW SSP

    5 days up and below 200day ma
    AIN ASFI ASPV ASVI BEXP BKMU BKUNA BLG BOOM BPOP BRO CAT CATY CBH CBST DUK EMAG ERES ERF ESE FDG FL FMER FRO FTO HMB HPOL HWAY JRCC LFG LNX LUK PBKS PLNR PNR PQE RAVN ROK SAFT SBIB SCSS SGMS SM SRT SUN TARR TMY TNT TOO TOPT TSCM UNT VLO WIRE WL WMGI
     
    #34     Feb 1, 2007