Re: Variable and Weighted =?UNKNOWN?Q?MA=B4s?=

[Angeles Cerdeira <ance@xxxxxxxxxxxxxxxxxxx>]

I have been reading the past emails on the list and have noticed how
many people seem to favour variable MA´s over weighted MA´s. Therefore I
did some backtesting with a simple crossover moving average system using
8 and 21 day variable(standard Metastock) and weighted MA´s. 

I tested this system on a variety of companies from different sectors
over a four year period in which encorporated trending and non trending
markets.

The results were mixed. In some companies the variable MA was only
slightly more profitable than the weighted MA whilst in others the
variable MA was very unprofitable in relation to the weighted MA. The
conclusion seem to be that there wasn´t any benefical use of the
variable MA over the weighted MA.

Any comments ? 

PAUL HARRIS
paulangel@xxxxxxxxxxx