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Moving Average Parameters are not set in stone. I use many different moving
average parameters. For example I look at the 2 and 55 day SMA with
thresholds of 12 and -22 when I'm analyzing the Advance Decline Line (Worden
Brothers') for signals on the S&P. Why do I use these parameters? Because
the last time I optimized this system, those were the best. I know that they
won't be the best in the future but they have chance of being profitable
(IMHO). I think a recent optimization is the most rational way to pick your
moving average lengths.
Best Regards,
Jerry Rehert (grehert@xxxxxxx)
Atlanta, GA
@ 02:40 am, January 17th, 1999
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