Wednesday, October 6, 2010

200 WMA and 50 WMA simple Cross OVER SYstem

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Date Range : 05.10.2000 – 05.10.2010

System : Long only buy when 50 day WMA crossover 200 day WMA next day at market. Sell if 50 WMA crosses under 200 day WMA. no stoploss is used.

This system has a little edge. It is a long term system. It can be used as a filter.

Different MA periods can be tested as well. For example

Very Long Term 30 Months  
Long Term 200 days 40 weeks
Intermediate Term 50 days 10 weeks
Short Term 10 days 2 weeks

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