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I am using a moving average 9,14 cross as a part of my entry signal and through backtesting I have noticed that I get a few signals that are crossing above and below numerous times in a few days when there is little price movement. Does anyone know of a way to include in my formula how far apart the moving averages were over the last X number of daysin order to judge a solid moving average cross.
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Rank: Advanced Member
Groups: Registered, Registered Users, Subscribers
Joined: 3/7/2005(UTC)
Posts: 1,346
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hey jem..... perhaps the difference can be calculated by using the macd histogram thinking..... judging a solid cross might prove elusive at times....h
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pds1:=Input("short moving average",2,100,9);
pds2:=Input("short moving average",2,200,14);
0;
Mov(C,pds1,S)-Mov(C,pds2,S);
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