Tuesday, February 7, 2012

A Test To Find The Best Moving Average Sell Strategy

May 20, 2010 by tuxa  
Filed under Selling

In order to develop or refine our trading systems and algorithms, our traders often conduct experiments, tests, optimizations, and so on. One of our traders tested a variety of moving average-based sell strategies and we are now sharing some of those findings. Richard Donchian popularized the system in which a sale occurs if the 5-day [...]