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Hi,
I am trading a very simple trading system that consists of two
moving averages. When the faster average crosses the slower I go
long, when the faster crosses below the slower I reverse and go
short. How could I run an exploration on a group of stocks to find
out which stock or stocks tend to stay in a long or short period for
the most bars on average. The moving avergae formula is as
follows...
Mov(C,5,E) > Mov(C,8,S) (go long)
Mov(C,5,E) < Mov(C,8,S) (go short)
Trading this on a sixty minute time frame. Thanks,
Marc
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