Calculating a price from ma crossovers

gms,

I'm just curious how you're going to use this? If you're trading off of a daily chart, you still need to wait until the close to make sure it's a valid cross-over signal.

In other words, if you calculate the crossover price and enter intra-day, the market could turn back around and at the close there would be no crossover. Such a scenario wouldn't show up in backtesting on a daily chart.
 
That's right, amg, thank you. Wondering if you would happen to know the calculation for for determing at what price 2 *E*MAs would cross as well?

Sempai: I realize that. Surprisingly, in backtests, it's been marginally more successful to just presuppose the crossover and stop out. Not enough to warrant use of that procedure in and of itself, but, to my constitution, having a set price to exit is preferable to playing the "exit at open" game the next morning. Now, having said that, let the reader also know that it very well could be that the reason this seems to work out for me is, *as fits my strategy*, if the price at any time is at what could be the crossover mark, then it's probably not a bad idea for me to bail out as the price shouldn't be even near there, regardless of whether it prints so by end of day or not... the price activity being at that level would be a signal that the trade is wrong.
 
Quote from gms:

Very usually, I ask questions because the answer is complicated. Were it not, I'd soon figure out the answer. So, I think I may need it. I think there may be an application for it. But I won't know for certain until I do it. Yes, I've already considered that the price print may be better for that near EOD in any event, but I could always backtest and see.

(BTW, I do see a mistake in my calculation in my previous post).
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BS.

next time waste your own time your gonna lose your a$$ with MAs anyway :-/
 
Quote from LongShot:



BS.

next time waste your own time your gonna lose your a$$ with MAs anyway :-/
More...
No... I've made money with it. And I don't agree that this thread is a waste of others' time. Maybe you think you've wasted your time with this, but, hey, the thread was aptly named and my request was specific so you must've known what lay ahead, but you chose to proceed and spend your time to read it anyway. You chose to waste your time, which would've been a sign of maturity and intelligence for you to admit than to blame me for what amounts to be just your opinion.
 
Quote from gms:

No... I've made money with it. And I don't agree that this thread is a waste of others' time. Maybe you think you've wasted your time with this, but, hey, the thread was aptly named and my request was specific so you must've known what lay ahead, but you chose to proceed and spend your time to read it anyway. You chose to waste your time, which would've been a sign of maturity and intelligence for you to admit than to blame me for what amounts to be just your opinion.
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wel then, shut up & work it. what else could yu need :-/
 
This is an extract from a french book on MA :
"simulation:
Cette notion est primordiale. Elle s'opère en injectant dans les modèles les résultats escomptés afin de contrôler leur validité. Son utilisation permet d'éviter d'investir dans le sens opposé à celui de la tendance à venir. "

Simulation is an important concept. By injecting the expected results into the models allow to control its validity and avoid taking position against the trend.


Quote from sempai:

gms,

I'm just curious how you're going to use this? If you're trading off of a daily chart, you still need to wait until the close to make sure it's a valid cross-over signal.

In other words, if you calculate the crossover price and enter intra-day, the market could turn back around and at the close there would be no crossover. Such a scenario wouldn't show up in backtesting on a daily chart.
More...
 
Quote from gms:

Very usually, I ask questions because the answer is complicated. Were it not, I'd soon figure out the answer. So, I think I may need it. I think there may be an application for it. But I won't know for certain until I do it. Yes, I've already considered that the price print may be better for that near EOD in any event, but I could always backtest and see.

(BTW, I do see a mistake in my calculation in my previous post).
More...

Good work.
 
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