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In a message dated 99-12-13 17:39:18 EST, you write:
<< Plus when you enter a filtered trade? next open or you calculate which is
the price that make the moving average turn or be crossed??? >>
Actually, if you are trading a bar by bar equity curve, you are actually
applying the ma to prices filtered by your original system.
It is possible to enter a real trade ( when the MA crosses ) after the
synthetic trade has been taken by the system that generated the equity curve.
Jim
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