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Jim Dean

Sage
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Posts: 3022

Joined: 9/21/2006
Location: L'ville, GA

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Subject : RE: Two "Exponential" Moving Average Crossover
Posted : 7/12/2010 11:50 AM
Post #21091 - In reply to #21088
Hmm ... no responses yet ... a whole three hours ... you guys must actually have a "life", huh? Seriously, tho ... I need to keep moving forward in the chunks of time that I have avail. So ... I'll add one more "assignment" to the queue for you to chew over - but FIRST please, address the question in the prior post. Thanks.

And ... again ... if any of you "lurkers" out there want to jump in, feel free ... but ONE proviso - please READ THE PRIOR POSTS, all the way from the beginning, and absorb them, FIRST. I want to keep the "flow" going forward if possible. Thanks!

Steve - please check your Private Mail inbox.


Moving further, working on the Confirm Block ... using the "5/0" input per our original case ..

You may have wondered, when I originally set up the Confirm Strategy, what rationale I used to split up the two variations of the MV2-C system. That is, the "fast" 5+20 version ended up in the System Block, and the "slow" 10+40 version ended up in the Confirm Block.

Why not the other way around? Does it matter? Hmm - sounds like another experiment is in order!!

Set up two strat's, both using N=20 (not reversal), and both using 5/0 for the Confirm Block input. One strat has 5+20 in SysB and 10+40 in ConB, and the other has 10+40 in SysB / 5+20 in ConB. I've made it easy for you ... the those strat's are (the first two) attached.

Do the DJ30+12mo walkthru comparison of these, versus the venenerable DoubleDualEMA (avail for download in post below). Do you find any differences? Which of the ConfirmB strategies emulates the DDE strategy the best? Hint: INTC.

Check out the expanded votelines and provide an explanation as to why one approach is better than another.

THEN "for extra credit" ;~> ... do the SAME THING for those two variations of the Confirm strategy, USING REVERSAL logic ... compare these to the Rev2in1 strategy. I've attached those three strat's as well, to speed things up for you ... I presume that by now you know how to make the mod's yourself.

[Edited by Jim Dean on 7/12/2010 12:48 PM]
Attached file : aJDgyDualEMA-FSconfirm.ots (772KB - 502 downloads)
Attached file : aJDgyDualEMA-SFconfirm.ots (772KB - 492 downloads)
Attached file : aJDgyDualEMArev-2in1.ots (744KB - 465 downloads)
Attached file : aJDgyDualEMArev-ConfFS.ots (772KB - 510 downloads)
Attached file : aJDgyDualEMArev-ConfSF.ots (772KB - 530 downloads)

Deleting message 21091 : RE: Two "Exponential" Moving Average Crossover


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