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[system-traders] Three Moving Averages
Hi all,
I've successfully installed the GeniusTrader application and run through
the examples but I'm stumped at how I run a system. I know what I'd like
in the system but I don't know how to write it into the following
command ...
perl backtest.pl [XXXX] 13000
Basically I'm trying to setup a Three Moving Averages system. I'm going
to start with a 5, 15 and 30 day simple moving average. I'll open a long
position when the 15 day SMA crosses above the 30 day SMA and the close
price of the security is above the 5 day SMA. I'll close the long
position when the 5 day SMA crosses below the 15 day SMA. That's
basically it. Can someone give me the correct syntax for what I type in
the [XXXX] above to represent this system. Once I see it I'll be able to
work out the opening of a short position with the same rules. I'll use
Basic MoneyManagement to start with so I can see how the system works.
If anyone can point me in the right direction I'd be grateful. I'm just
getting confused between Systems and Signals and how to represent them
when backtesting.
Many thanks
Craig