Discussion of article "Comparison of different types of moving averages in trading" - page 2

[zqj8280]

This averaging algorithm is not the play of a trader

[Vitalii Starikov]

The conclusions are incorrect, because the number of deals in the conducted test for different MAs is elementary different. How can you compare TEMA with 482 deals with VIDA with 333 deals, for example? First of all, it is necessary to conduct the same number of experiments. Then it will be possible to speak in a meaningful way. But, again, this is all a spherical horse in a vacuum. By and large, it is impossible to compare these things on a non-stationary process, which is the dynamics of exchange rates. The fact that some МАшка has shown itself "better" somewhere sometime does not mean that when you put it in real trading it will be even close to something and vice versa. Therefore, everything is random and conclusions can no longer be taken into account in principle.