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07_Three Moving Average System by Jim Greening
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From: Richard C. Fredette <sail4@xxxxxxxx> >
To: metastock-list@xxxxxxxxxxxxx
Subject: Moving Averages
Date: Tuesday, July 15, 1997 1:34 AM
.......

Anybody use moving averages to trade mutual funds or stocks?

Dick


Re: Moving Averages
To: <metastock-list@xxxxxxxxxxxxx>, "Richard C. Fredette" <sail4@xxxxxxxx>
Subject: Re: Moving Averages
From: "JimGinVA" <JimGinVA@xxxxxxxxxxxxx>
Date: Tue, 15 Jul 1997 13:11:37 -0400
Resent-Date: Tue, 15 Jul 1997 11:16:02 -0600
Resent-From: metastock-list@xxxxxxxxxxxxx
Resent-Message-ID: <"1FtKN2.0.vj5.H1xop"@mail.equis.com>
Resent-Sender: metastock-list-request@xxxxxxxxxxxxx

Dick,

One of the several MetaStock System Tests I use is a moving average test based on three moving averages. It doesn't test well on all stocks, but does exceptionally well for some stocks. I'll copy it below:


07_Three Moving Average System


Enter Long:
HHV(Mov(C,opt1,E),5) = HHV(Mov(C,opt1,E),13) AND
HHV(Mov(C,opt2,E),5) = HHV(Mov(C,opt2,E),13) AND
HHV(Mov(C,opt3,E),5) = HHV(Mov(C,opt3,E),13)


Close Long:

LLV(Mov(C,opt1,E),5) = LLV(Mov(C,opt1,E),13) AND
LLV(Mov(C,opt2,E),5) = LLV(Mov(C,opt2,E),13)


Enter Short:

LLV(Mov(C,opt1,E),5) = LLV(Mov(C,opt1,E),13) AND
LLV(Mov(C,opt2,E),5) = LLV(Mov(C,opt2,E),13) AND
LLV(Mov(C,opt3,E),5) = LLV(Mov(C,opt3,E),13)


Close Short:

HHV(Mov(C,opt1,E),5) = HHV(Mov(C,opt1,E),13) AND
HHV(Mov(C,opt2,E),5) = HHV(Mov(C,opt2,E),13)


OPTIMIZATION VARIABLES

OPT1:
Min = 13.00 Max = 21.00 Step = 8.00

OPT2:
Min = 55.00 Max = 89.00 Step = 34.00

OPT3:
Min = 144.00 Max = 233.00 Step = 89.00

STOPS ALL OFF

 

Try it and see what you think. Yell if you have any questions.

Jim

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