If only trading from the long side and using daily bars the optimal parameters for an EMA crossover system on the S&P are Slow=330 Fast =90 Source: http://www.seykota.com/tribe/TSP/EA/index.htm.
What are the optimal parameters for 5 min bars, going both long and short?
If the answer is significantly different from 330/90, does that imply that the market is not truly fractal in nature?
What are the optimal parameters for 5 min bars, going both long and short?
If the answer is significantly different from 330/90, does that imply that the market is not truly fractal in nature?