This is a model of the average p&l per trade generated using moving average 1 (x) and moving average 2 (y) A buy signal was generaled when ma1 crosed above ma2 and the price was above ma2 and there had not been a gap detected within the last 20 bars. A sell signal was generated when the price went below ma2.
The data test was from 4/2007 to 5/2007 on 1 minuite data.
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