Dear All,
I am new to system testing. Tried a simple moving average cross over system
with all trades on stop & reverse basis.
Used the following formula ;
Buy : Cross( Mov(C,10,E) , Mov(C,20,E) )
Sell : Cross( Mov(C,20,E) , Mov(C,10,E) )
Sell Short : Cross( Mov(C,20,E) , Mov(C,10,E) )
Buy to Cover : Cross( Mov(C,10,E) , Mov(C,20,E) )
Order Type : Market
Expiration : Good Till Cancelled
When the simulation was run for these parameters for 500 bar data, it reported
no trade at all.
Can somebody point out the mistakes I have made.
gv
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