Yang on Moving Averages

Harry what do you mean? I think you know what you are saying, but I do not.

Are you saying that when you take a lot of trades over a long period of time --- than random chance can work better for you? Or are you saying that observations of a two period moving average give you more opportunity to screw up over a 200 average.
 
Harry
the game is not about return, but about return:risk. thus, as long as you only look at cumulative return you never get the picture. therefore what you are saying does not help by any means to distinguish a good system form a bad.


peace
 
What exactly was your logic for this simple test?
Long on close, if close above prev day close?
Exit when we close below prev day close?

My results for the Emin from April 98 and on are not
good at all. Look quite a bit different than yours.

peace

axeman
 
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