3309 Drysdale Ct
Edwardsville, IL 62025
The crossing occurs based only in the averages of the prices. For larger time-frames it is more critical, like in the 60 min and daily.
I don't use it as an automated system, just as a visual help for some leveraged ETFs.
I never backtested it, but can tell that the indications are a lot helpful in the decision making process.
If you have an automated backtesting tool I would be open to work with you on this analysis.
Thanks,
F Maia
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You are likely right
BOIL / UNG ratio
Posted by flmaia on 10th of Jan 2013 at 04:40 pm
The crossing occurs based only in the averages of the prices. For larger time-frames it is more critical, like in the 60 min and daily.
I don't use it as an automated system, just as a visual help for some leveraged ETFs.
I never backtested it, but can tell that the indications are a lot helpful in the decision making process.
If you have an automated backtesting tool I would be open to work with you on this analysis.
Thanks,
F Maia