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14/09/16

08:52

Post #: 19136726
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Originally posted by Jako64 ↑

Thanks for that Meme,

I didn't expect my little comment to generate this interest, perhaps I should have been more clear.
From memory, the article I referred to was initially testing the famous (infamous) " 50 SMA/200 SMA golden cross" to see if this was really as strong as is sometimes suggested. From there the testing was extended to whether a SMA golden cross was better than a EMA golden cross, and if different market's made a difference to the accuracy, or if a weekly data improved the results.
And after completing extensive testing, they concluded that across all the markets they tested, the standard 50/200 SMA Golden cross was far from the best indicator. Their testing revealed that the best "all rounder" moving average cross to follow was the 13 EMA/48 EMA

Hmmm, I probably should have a look for this article again, seeing as I have mentioned it now.....surely it can't be too hard to find.......

cheers

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You guys might have an interest in this academic research that looked at SPI futures and the results were that the AMA produced the best outcome. Kind of long but worth a read if you're into moving averages. I was using a crossover system that worked really well on backtesting, but not so well on live data - ha.

http://www.idosi.org/mejsr/mejsr21(8)14/8.pdf
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