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I have been experimenting with shifted moving averages and they test
very well-from experience to good to be true type well. So I thought
I'd post the formulas I have been using to see what's wrong with them.
Example: Enter long When(Ref(Mov(C,opt1,VAR),opt2)>Mov(C,opt3,VAR)
the short position of course is the reverse. I am using, I think, opt2 as the
forward shift parameters. Anybody have any ideas.
Cordially,
Stan Childs
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