Rank: Member
Groups: Registered, Registered Users
Joined: 12/7/2005(UTC)
Posts: 12
Location: Akron, OH
|
Is it possible to create a system that trades when a short moving average and a long moving average intersect? To take it a step further, can I then backtest that system to optimize for the best moving average time period?
|
|
|
|
|
|
Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers
Joined: 3/7/2005(UTC)
Posts: 1,346
|
hey topher.... thats in meta now.... check the system tester , the "equis moving average" system..... the optimize feature is in ready to go.... fully adjustable.....h
|
|
|
|
|
|
Rank: Member
Groups: Registered, Registered Users
Joined: 12/7/2005(UTC)
Posts: 12
Location: Akron, OH
|
Hmm...Let me make sure I'm clear (new to the MetaStock program):
I'd like to make two moving averages: a long time period ma (like 80 days) and a short time period ma (like 15 days). I'd then like to chart them both and set buy signals when the short ma intersects and is moving up; and create sell signals when the short ma intersects and is moving down...does this make sense?
Thanks for the help!
|
|
|
|
|
|
Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers
Joined: 3/7/2005(UTC)
Posts: 1,346
|
hey topher..... yep, makes perfect sense.... thats just the kinda thing meta is used for..... you could create an exploration for your rules, then create a system to back test and then create an expert advisor alert you by various means and to plot the crosses on a chart.... it might be a little confusing at first, or was for me, but soon you'll get a handle on it....
bullish:
Cross(Mov(C,15,S),Mov(C,80,S))
bearish:
Cross(Mov(C,80,S),Mov(C,15,S))
once you get everything coded out, you can vary the ma values abit.... might try using something like 3 and 10....h
|
|
|
|
|
|
Rank: Member
Groups: Registered, Registered Users
Joined: 12/7/2005(UTC)
Posts: 12
Location: Akron, OH
|
So, I go in and I can use the Equis MA System, and optimize it for the way I want it to work. Then I just go into the Expert Advisor to create the advisor I want for trends/alerts. Then I can just use the code above for the bullish/bearish, just plug in the most successful Time Periods from the system tester used previously?
Whew...it's a little confusing initially, but it is very addictive.
Thank you for your help hayseed
|
|
|
|
|
|
| Users browsing this topic |
|
Guest (Hidden)
|
Forum Jump
You cannot post new topics in this forum.
You cannot reply to topics in this forum.
You cannot delete your posts in this forum.
You cannot edit your posts in this forum.
You cannot create polls in this forum.
You cannot vote in polls in this forum.
