BACK-TESTING QUALITY REDUCING WHEN MOVING AVERAGE HAS HIGH VALUES

[[Deleted]]

I have an EA which uses three moving averages. When I start increasing one of them to values above 5000 (periods) the modelling quality starts to decrease and the EA stops making transactions. Can any one shed a light on what I am doing wrong and what would be a way to fix it? Does this have to do with historical data?

Thanks

[dineshydv]

JHOOBO:

I have an EA which uses three moving averages. When I start increasing one of them to values above 5000 (periods) the modelling quality starts to decrease and the EA stops making transactions. Can any one shed a light on what I am doing wrong and what would be a way to fix it? Does this have to do with historical data?

Thanks

How many bars in history data.?? is it less than 5000 (MA period).??

[Simon Gniadkowski]

JHOOBO:

I have an EA which uses three moving averages. When I start increasing one of them to values above 5000 (periods) the modelling quality starts to decrease and the EA stops making transactions. Can any one shed a light on what I am doing wrong and what would be a way to fix it? Does this have to do with historical data?

Thanks

No it doesn't.

The modelling quality is dependant on the quality of your price data not on what indicators you are calling.