Moving average trend-following system

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Sergey Golubev
Moderator
109913
Sergey Golubev  
Sergey Golubev
Moderator
109913
Sergey Golubev  

So, it is something about D1 timeframe and MAs (see article attached).

And we have some difficult cases concerning this system (see image attached). It is two buy signals which produce the losses. And I may have a lot of examples like this for sell and buy.

Author of this system said:

Starting equity: $1,000,000.

Thus we have a choice:

- deposit US $1,000,000 to the nearest broker; or

- use some indicator as a filter to filter the false signals.

I think this system is ok. It should be developed. A little concerning filtering.

And this idea about high and low prices (instead of closing prices) to calculate the SMA is also good.

Files:
ct-lab0205.pdf 544 kb
trend1.gif 27 kb
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