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On Wed, 16 Aug 2000 14:24:54 EDT, you wrote:
Hallo Gents,
One of the trading systems I am testing uses moving average crossover
as buy signals. One looks for a 10day avg to cross the 200day with
some stochastic confirmations. The other test is 10day cross of a 50
day average. The problem is that no entry takes place until at least
200 days of loaded data is available even for the shorter test. So I
apparently cannot do an apples to apples comparison with the buy and
hold profits that buy on the first loaded date.
Is there a way of loading the data so that a fair comparison between
my system and the buy/hold strategy makes sense or does everyone just
ignore what would appear to be the most fundamental test of the
system.
Thanks for your input,
Tony
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