Putting Antonio's code to work

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Pete Anderson

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Nov 30, 2012, 9:18:56 PM11/30/12
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FWIW, I've been playing around with the code Antonio posted a few days ago. I'm comfortable making buy/sell decisions on crossings of moving averages for relatively long term trades (a few weeks to months). I ran 3600 combinations of fast and slow moving average signals. The image I posted shows those combinations that yielded at least a 87% gain from 1/1/2000 to the present. My current strategy (50/200 days) only yielded at 60% gain. Just FWIW.

Pete
Screenshot from 2012-11-30 20_25_51.png

Shakti D

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Nov 30, 2012, 9:54:31 PM11/30/12
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Good one Peter ... can you please also share your code on github . As I was planning to integrate a few more Technical signals to it


On Sat, Dec 1, 2012 at 7:48 AM, Pete Anderson <pande...@gmail.com> wrote:
FWIW, I've been playing around with the code Antonio posted a few days ago. I'm comfortable making buy/sell decisions on crossings of moving averages for relatively long term trades (a few weeks to months). I ran 3600 combinations of fast and slow moving average signals. The image I posted shows those combinations that yielded at least a 87% gain from 1/1/2000 to the present. My current strategy (50/200 days) only yielded at 60% gain. Just FWIW.

Pete

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