As you know, there was a lot of talk earlier this year using the
50/200 EMA crossover on a daily SPX chart (golden cross), as well
as a 13/34 week EMA crossover
As many of you know, the MA back tests dont' work in indexes,
however Tom figured out how to re-write the MA code so that it
works on the indexes. This is nice because now we can
actually see the statistics how how the 50/200 EMA worked or the
13/34 week EMA
anyway, what's nice is that I can now back test, add profit
targets, stops, etc, so maybe can find a system for daily, who
know
Here's the stats for the 13/34 week and 50/200 daily EMA
The 60 min 13/34 ema for the S&P seems to work pretty good
if you eye ball it. I back tested it on Trade StATION AND IT DIDN'T
TEST POSTIVE but I am convinced it works with the right stop. I
would be wat ahead of where I am now if I just followed that. Also
I think there is a lot more to backtesting than just pluging in
numbers and is best left to people who know what they are
doing.
Anyway this stuff is great and I hope you guys continue to
develop these tools for BPT.
long term MA's
Posted by matt on 2nd of Dec 2009 at 01:58 pm
As you know, there was a lot of talk earlier this year using the 50/200 EMA crossover on a daily SPX chart (golden cross), as well as a 13/34 week EMA crossover
As many of you know, the MA back tests dont' work in indexes, however Tom figured out how to re-write the MA code so that it works on the indexes. This is nice because now we can actually see the statistics how how the 50/200 EMA worked or the 13/34 week EMA
anyway, what's nice is that I can now back test, add profit targets, stops, etc, so maybe can find a system for daily, who know
Here's the stats for the 13/34 week and 50/200 daily EMA
Long Term MA's
Posted by rgoodwin on 2nd of Dec 2009 at 03:08 pm
Matt, what would you trade using this system. Can't trade $INX. Would you try it with futures or something?
Have you backtested the NYSI
Posted by algyros on 2nd of Dec 2009 at 02:55 pm
Have you backtested the NYSI "system" that's in the dynamic links section, or the SPX monthly 20 ma "system," for long-term results?
60 min S&P
Posted by RM686 on 2nd of Dec 2009 at 02:52 pm
The 60 min 13/34 ema for the S&P seems to work pretty good if you eye ball it. I back tested it on Trade StATION AND IT DIDN'T TEST POSTIVE but I am convinced it works with the right stop. I would be wat ahead of where I am now if I just followed that. Also I think there is a lot more to backtesting than just pluging in numbers and is best left to people who know what they are doing.
Anyway this stuff is great and I hope you guys continue to develop these tools for BPT.
Nice work; been waiting for
Posted by oreo on 2nd of Dec 2009 at 02:40 pm
Nice work; been waiting for stats on some type of automatic daily system for long termish.
Is there anyway to factor in shorting the indexes on an opposite cross? (or doesn't that work)
I'm thinking that the 13,34 daily or weekly works well for triggers on shorting too.
Thanks!
Very nice Matt and Tom.
Posted by jcomptonod on 2nd of Dec 2009 at 02:20 pm
Very nice Matt and Tom.
Great development. Keep up the
Posted by algyros on 2nd of Dec 2009 at 02:08 pm
Great development. Keep up the good work.