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Optimal MA Crossovers

Optimal MA Crossovers
Optimal MA Crossovers

Hypothesis Moving average crossover systems can make more money than a “buy and hold” (BAH) strategy. Method To test this hypothesis, we run studies using a hypothetical million dollar portfolio investing in the most heavily-traded security in the world, the QQQQ (Q) shares, from their IPO in 1990 through 2004, a period of fifteen years […]

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Optimal MA Crossovers

Hypothesis Moving average crossover systems can make more money than a "buy and hold" (BAH) strategy. Method To test this hypothesis, we run studies using a hypothetical million dollar portfolio investing in the most heavily-traded security in the world, the QQQQ (Q) shares, from their IPO in 1990 through 2004, a period of fifteen years encompassing both a significant bull and bear market, as well as trendless periods. We test various combinations of moving averages and note when the averages cross. Each time the short-term average crosses above the long-term average, we buy the Q shares with all available cash . When the short-term average crosses below the long-term average, we sell the Q shares and hold cash.

 

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  • عنوان مقاله : Optimal MA Crossovers
  • نوع فایل : PDF
  • حجم فایل : 220 کیلوبایت

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