[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Re: FUT--Simple Moving Average Trading Signals



PureBytes Links

Trading Reference Links

Linda,

> In the process of developing a trading system that suits my current
> situation I have studied simple moving averages. I selected a nine-day
> moving average to test with soybeans.

Please allow me to disagree about your definition of soybeans as a slow market... anyway 
it might just be a matter of points of view.

Last year I was suggested to trade Wheat using signals from the previous day SMA. I 
think it was an 8 day SMA.
You should buy on close whenever the close was above its 8 SMA calucalted for the 
previous day. The countrary for selling.
Tha system could be traded intraday, and I was told there was a rule relating to open, 
but I can't remember.

I tested it, and noticed that it was a winning system, but more testing with older data 
gave mixed trades.

Alberto Torchio
 Torino, Italy