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SteveL

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Joined: 8/19/2005
Location: Boulder, CO

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Subject : RE: Two "Exponential" Moving Average Crossover
Posted : 7/10/2010 10:16 PM
Post #21068 - In reply to #21064

Over the past 12 months, the two variations with "Use Reversing Signals" both produced the same results. I also ran PortSim for the past 10 years, and there were a 1498 trades with the Confirm Strategy vs 1502 with the 2in1syB-Rev strategy, and a $50 difference. So, there must be some very subtle difference between them.

Here are two of the 4 charts showing the voteline differences:







[Edited by SteveL on 7/12/2010 7:24 PM]

Attached file : 2010-07-10 XOM 2000-04-18 comparison.png (91KB - 671 downloads)
Attached file : 2010-07-10 CAT 2001-03-29 comparison.png (80KB - 674 downloads)

Deleting message 21068 : RE: Two "Exponential" Moving Average Crossover


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