Daytrading With Moving Average Crossovers

Quote from freealways:

Profitseer, be careful in deciding which set of moving averages.
is the best.

That may be formfitting. Yes it works perfectly on back data but not so hot into the future.

Robustness should be the deciding factor. So one wants to look for sets which are surrounded by nearby sets which all seem to produce good results.

THEN select the one in the middle. Probably not as good a result as a aprticular isolated set perhaps but more robust, more reliable.

I hope you understand what I am trying to say above.

The condtions can be judged by looking for small trading ranges.
Th moment one is in a small trading range one knows there is danger and that it may pay to stay flat.

freealways
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oh man, do I ever. I was hired once to trade an S&P xover system, this was before auto exec. Everyday we would tweak the parameters, sometimes even 3 times a day. What was working would never work, and what we weren't using started working again.

Best deal is stick with the same values and trade or fade. And that goes for anything. If you see something fail enough, you sort of get an idea when it IS going to work.
 
somewhere I have an article from infinitive broker claim that 89 bars is the final word on MA but I can't find it.
 
Quote from NihabaAshi:



It's been done by several here at ET.

Search menu will probably dig up those old posts.

Wouldn't matter if the results were good or bad...

what counts is how it performed with real money during the heat of the trade...

unless someone was using a mechnical system and religiously took every signal without any discretionary input.

Looks like to me this thread is going no where...

no proof for it...no proof against it...

I would be happy to see how those that used (past tense) MA Crossover and say it DOES NOT WORK...show some charts of what they would have traded (hypothetically) on March 3rd, March 4th and today...that would have resulted in losses.

Just the same...I'm very interested to see how those traders that use MA Crossover and say it DOES WORK...show some charts of what they would have traded (hypothetically) on March 3rd, March 4th and today...that would have resulted in profits.

Looks like the person that started the thread has lost interest...no replies from him to those that said it works or it can work while he has doubts...

hopefully someone did help larrybf via private message.

NihabaAshi
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I'm late to this thread. I happen to read an article in a magazine describing a trading system based purely on MA's. Backtested the system using the MA parameters described by the article.

The March 3,4,5 charts are shown.

The WL script can be found here .


pretzel
 

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Quote from pretzel:





I'm late to this thread. I happen to read an article in a magazine describing a trading system based purely on MA's. Backtested the system using the MA parameters described by the article.

The March 3,4,5 charts are shown.

The WL script can be found here .


pretzel
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HEY PRETZAL MAN GET A CLUE MA'S DO NOT WORK. NEVER HAVE AND NEVER WILL. GET THAT THRU YOUR THICK SKULL.
 
Quote from pretzel:

March 5 chart
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DO YOU REALLY THINK THAT FOR THE PRICE OF AN ARTICLE IN A RAG MAG THAT THEY ARE JUST GOING TO GIVE YOU THE GRAIL?? THINK MAN! THINK!


(BY THE WAY, I EAT PRETZALS LIKE THEY'RE NOTHIN:D )
 
Hi randyhorse,

I'm not saying that MA systems work because I dont know if they work or not. I'm still in search for something which works. Any suggestions?

pretzel
 
Quote from pretzel:

Hi randyhorse,

I'm not saying that MA systems work because I dont know if they work or not. I'm still in search for something which works. Any suggestions?

pretzel
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I AVG 10K A DAY. DO YOU THINK I MIGHT HAVE A SUGGESTION OR 2?:D
 
Quote from randyhorse:



DO YOU REALLY THINK THAT FOR THE PRICE OF AN ARTICLE IN A RAG MAG THAT THEY ARE JUST GOING TO GIVE YOU THE GRAIL?? THINK MAN! THINK!


(BY THE WAY, I EAT PRETZALS LIKE THEY'RE NOTHIN:D )
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You're right. Those who have the grail would keep it to themselves. So no use looking for the grail.

pretzel
 
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