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Dick,
One of the several MetaStock System Tests I use is a moving average
test based on three moving averages. It doesn't test well on all stocks,
but does exceptionally well for some stocks. I'll copy it below:
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MetaStock for Windows
System Tester
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07_Three Moving Average System
SIGNAL FORMULAS
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Enter Long:
HHV(Mov(C,opt1,E),5) = HHV(Mov(C,opt1,E),13) AND
HHV(Mov(C,opt2,E),5) = HHV(Mov(C,opt2,E),13) AND
HHV(Mov(C,opt3,E),5) = HHV(Mov(C,opt3,E),13)
Close Long:
LLV(Mov(C,opt1,E),5) = LLV(Mov(C,opt1,E),13) AND
LLV(Mov(C,opt2,E),5) = LLV(Mov(C,opt2,E),13)
Enter Short:
LLV(Mov(C,opt1,E),5) = LLV(Mov(C,opt1,E),13) AND
LLV(Mov(C,opt2,E),5) = LLV(Mov(C,opt2,E),13) AND
LLV(Mov(C,opt3,E),5) = LLV(Mov(C,opt3,E),13)
Close Short:
HHV(Mov(C,opt1,E),5) = HHV(Mov(C,opt1,E),13) AND
HHV(Mov(C,opt2,E),5) = HHV(Mov(C,opt2,E),13)
OPTIMIZATION VARIABLES
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OPT1:
Min = 13.00 Max = 21.00 Step = 8.00
OPT2:
Min = 55.00 Max = 89.00 Step = 34.00
OPT3:
Min = 144.00 Max = 233.00 Step = 89.00
STOPS ALL OFF
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Try it and see what you think. Yell if you have any questions.
Jim
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> From: Richard C. Fredette <sail4@xxxxxxxx>
> To: metastock-list@xxxxxxxxxxxxx
> Subject: Moving Averages
> Date: Tuesday, July 15, 1997 1:34 AM
.......
> Anybody use moving averages to trade mutual funds or stocks?
>
> Dick
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