Re: [system-traders] Three Moving Averages

[Oliver Bossert <olf AT olfsworld.de>]

Hi, 

> 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.

./backtest.pl 500340 --system="Generic {S:Generic:CrossOverUp {I:SMA 15}
{I:SMA 30}}" --close-strategy="Generic {S:Generic:CrossOverDown {I:SMA
5} {I:SMA 15}}"

CU, Olf
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