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Hi Ton,
Thank you very much for your mail to the list. Obviously it is possible in your oppinion to mix different stocks and indices for testing. E.g. SP 500 and Microsoft.
The different time frame is not too difficult to solve because I could refer to weekly dates by just selecting fridays for example. Alternatively I could multiply the indicators by 5 to get some kind of weekly data.
The idea behind is to determine the trend with the MACD-Histogramm (i.e. the difference between the MACD and its moving average) on weekly data:
general trend
MACD Histo SP500
MACD Histo DJIA
MACD Histo NASDAQ
specific trend
MACD Histo stock, e.g. Microsoft
Perhaps I could put it all together with some weights, which would be clear candidates for optimization. On daily data, if there is a weekly uptrend, I want to find enty points to go long with some oszillator(s), e.g. Williams %R or Stochastics or RSI or what else:
Williams %R on Microsoft
And then some stop rules or vice versa for shorting. I'll check your advice out.
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Thanks again for your help!!
Bodo
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