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Subject : RE: Two "Exponential" Moving Average Crossover
Posted : 7/14/2010 12:55 PM
Post #21141 - In reply to #21136

I think we are starting to confuse everyone with your file attachments.

In beginnning of the filtFast and filtSlow, I mentioned that you got "reversing signal" set on. Which you actually want them off.

Then you attached new rev-filtFast and rev-filtSlow, in these strategies, you did turn off the reversing signals in the SB but not in FB... which I believe is why you have "rev-" label.

Even I am getting confused at this point.

I am turning all 'reversing signals' off in SB and FB because I want to see what the system does. I don't want to see those extra reversing signals which is making us all confused. This is for filtFast, filtSlow, and DDE strategies only.

I know you want us to understand and chose our options carefully, but without fine tuning the basic system and strategy set peoperly, any 'options' we chose is going to alter the whole progress of trying to find the right system to start off with.

For example, using the 5/20 and 10/40 is set that way so we are all on the same page. And using 'options' such as 'reversing signals' to look see if it is better or worse. Setting lookback periods, before signal and after signal in FB are extremely important settings. Setting N-bar of 20 or 1 is important too.

What we haven't explore is setting N-bar to 30 or 40 in the system box. Some of us may have already done so for look see.

If the basic system is not working well, then all tweaking and setting sill still not get us good result. Yes, they will be 'different.'




[Edited by on 7/14/2010 1:00 PM]

Deleting message 21141 : RE: Two "Exponential" Moving Average Crossover


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