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ROC Moving Average System Test
 

ROC Moving Average System Test  

Enter long:

ROC(Mov(C,12,E),1,%)>0 AND ROC(Mov(C,60,E),1,%)>0

Exit Long:

(ROC(Mov(C,12,E),1,%)<0 AND ROC(Mov(C,60,E),1,%)>0) OR
(ROC(Mov(C,12,E),1,%)>0 AND ROC(Mov(C,60,E),1,%)<0)

Enter short:

ROC(Mov(C,12,E),1,%)<0 AND ROC(Mov(C,60,E),1,%)<0

Exit short:

(ROC(Mov(C,12,E),1,%)<0 AND ROC(Mov(C,60,E),1,%)>0) OR
(ROC(Mov(C,12,E),1,%)>0 AND ROC(Mov(C,60,E),1,%)<0)

 

Ref(c,-1) gives yesterday's close today. So all values are shifted to the right!

from Onno Goedknegt
Source / From: TOP
http://www.guppytraders.com

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