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---------- From: Richard C. Fredette <sail4@xxxxxxxx> > To: metastock-list@xxxxxxxxxxxxx Subject: Moving Averages Date: Tuesday, July 15, 1997 1:34 AM ....... Anybody use moving averages to trade mutual funds or stocks? Dick Re: Moving Averages To: <metastock-list@xxxxxxxxxxxxx>, "Richard C. Fredette" <sail4@xxxxxxxx> Subject: Re: Moving Averages From: "JimGinVA" <JimGinVA@xxxxxxxxxxxxx> Date: Tue, 15 Jul 1997 13:11:37 -0400 Resent-Date: Tue, 15 Jul 1997 11:16:02 -0600 Resent-From: metastock-list@xxxxxxxxxxxxx Resent-Message-ID: <"1FtKN2.0.vj5.H1xop"@mail.equis.com> Resent-Sender: metastock-list-request@xxxxxxxxxxxxx Dick, One of the several MetaStock System Tests I use is a moving average test based on three moving averages. It doesn't test well on all stocks, but does exceptionally well for some stocks. I'll copy it below: |
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07_Three Moving Average System Enter Long: HHV(Mov(C,opt1,E),5) = HHV(Mov(C,opt1,E),13) AND HHV(Mov(C,opt2,E),5) = HHV(Mov(C,opt2,E),13) AND HHV(Mov(C,opt3,E),5) = HHV(Mov(C,opt3,E),13) Close Long: LLV(Mov(C,opt1,E),5) = LLV(Mov(C,opt1,E),13) AND LLV(Mov(C,opt2,E),5) = LLV(Mov(C,opt2,E),13) Enter Short: LLV(Mov(C,opt1,E),5) = LLV(Mov(C,opt1,E),13) AND LLV(Mov(C,opt2,E),5) = LLV(Mov(C,opt2,E),13) AND LLV(Mov(C,opt3,E),5) = LLV(Mov(C,opt3,E),13) Close Short: HHV(Mov(C,opt1,E),5) = HHV(Mov(C,opt1,E),13) AND HHV(Mov(C,opt2,E),5) = HHV(Mov(C,opt2,E),13) OPTIMIZATION VARIABLES OPT1: Min = 13.00 Max = 21.00 Step = 8.00 OPT2: Min = 55.00 Max = 89.00 Step = 34.00 OPT3: Min = 144.00 Max = 233.00 Step = 89.00 STOPS ALL OFF |
Try it and see what you think. Yell if you have any questions. Jim [1194] | |
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