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--- In amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS" <TSOKAKIS@xxxx>
wrote:
> 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.
See, for two fresh examples
http://www.elitetrader.com/vb/showthread.php?s=&threadid=18552
http://www.elitetrader.com/vb/showthread.php?s=&threadid=18510
The word "improvement" is everyone´s question but, the result depends
on the method...
DT
> 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
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