|
PureBytes Links
Trading Reference Links
|
Steve,
thank you for your comments.
Of course we do not discuss MA crossover as a trading system.
It was an example.
BTW, I believe many people loose unbelievable amounts of money on
this crossover tricky idea.
It is written everywhere, you will read bold type announcements
that "^DJI is above its 200 MA" as if it is the best news for ^DJI
etc.
This catastrophic idea is "simple" and "friendly" for millions of
traders around the world. It is hard [for me] to understand it, but
it is true...
Back to the subject now, one [but not the only] reason of OUT/UNDER
improvement is the smaller # of trades.
This factor although is not enough to explain the differences exposed
at
http://groups.yahoo.com/group/amibroker/message/42178
It would be interesting to apply the idea on YOUR [successful, I
suppose] trading systems and, hopefully, see some improvement.
I will give more examples shortly.
Dimitris Tsokakis
--- In amibroker@xxxxxxxxxxxxxxx, "steve_almond" <steve@xxxx> wrote:
> Dimitris,
>
> Nice work, as usual. However, if we do even a short backtest on
MSFT
> (1/1/2002 to the present) using a 20 MA and C>Vitrualclose, we get
1
> winning trade and 13 losing trades.
> Should test your money management abilities!
>
> Steve
------------------------ Yahoo! Groups Sponsor ---------------------~-->
Get A Free Psychic Reading! Your Online Answer To Life's Important Questions.
http://us.click.yahoo.com/Lj3uPC/Me7FAA/ySSFAA/GHeqlB/TM
---------------------------------------------------------------------~->
Send BUG REPORTS to bugs@xxxxxxxxxxxxx
Send SUGGESTIONS to suggest@xxxxxxxxxxxxx
-----------------------------------------
Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx
(Web page: http://groups.yahoo.com/group/amiquote/messages/)
--------------------------------------------
Check group FAQ at: http://groups.yahoo.com/group/amibroker/files/groupfaq.html
Your use of Yahoo! Groups is subject to http://docs.yahoo.com/info/terms/
|