Why do moving averages SUCK so much?

Last edited:
Overnight said:
Pfft, so on his chart, you have to wait months and months for a set-up that MAY fail? Falling through the ice and drowning at the bottom. What a load of shit. How did it work out for him after 2009? How many more setups did he ever get on that DJIA?
More...
What's DJIA? LOL.
You're a patient, focused, disciplined SP and NAZ man no?
Here ya go....
Blue Ice NQ 5m.png
 
Last edited:
treeman said:
Panzerman- great add. high pass filters are extremely valuable, and I for one can’t figure out what’s what without one. Not on any DSP I’ve ever programmed. It’s more than an analogy. It’s exactly what you do to come up with a system.

also, excel is a clunky backtest engine that isn’t very extensible without a ton of work. It seems less than ideal for creating a system.
More...

Do you mind sharing your filter coefficients? Try [1,-2,1], which is an MTI (moving target indicator) high pass filter, and let me know what you think.
 
You must log in or register to reply here.
Back
Top