Hi Markus --
The characteristics of a desirable trading system are
yours to decide. Whether you want to focus on trend following systems,
on mean reversion systems, on pattern systems, statistical systems, or
whatever else is completely up to you.
I meant no
criticism. My suggestion about allowing the relationship between the two
moving average lengths was simply to point out that what was originally
thought of as a trend following system might transform itself into a mean
reversion system under some circumstances.
As always -- do your own
research, including in-sample testing and out-of-sample validation. Walk
forward testing is extremely valuable. In-sample results are always good
and have no value in estimating future performance of a
system.
Thanks,
Howard