3 Sistema De Media Móvil

Sistema de Trading Crossover de Media Móvil Dual

El sistema de negociación de Crossover Promedio Dual Móvil (reglas y explicaciones más adelante) es un sistema clásico de seguimiento de tendencias. Como tal, lo incluimos en nuestro informe de seguimiento del estado de tendencia. Que tiene como objetivo establecer un punto de referencia para seguir el desempeño genérico de tendencia siguiendo como una estrategia comercial.

El estado de la sabiduría de la tendencia Sigue el rendimiento de un índice compuesto compuesto por los siguientes sistemas clásicos de tendencias (Dual Moving Average Crossover y otros) simulados en múltiples marcos temporales y una cartera de futuros, seleccionados de la gama de 300+ mercados de futuros más de 30+ Intercambios que Wisdom Trading puede proporcionar acceso a los clientes. La cartera es global, diversificada y equilibrada en los principales sectores.

Publicamos actualizaciones al informe cada mes, incluyendo la del sistema de negociación de Crossover Media Dual Moving. Suscribirse es la mejor manera de mantener un seguimiento y seguir el desempeño de seguimiento de la tendencia sobre una base regular.

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Tendencia tras el rendimiento en pocas palabras

Tendencia objetiva tras el punto de referencia

Estadísticas y análisis útiles

Informe histórico completo de nuevos suscriptores

Una de las estrategias comerciales más comunes entre los comerciantes de futuros profesionales.

Explicación del sistema de crossover de media móvil dual

El sistema de intercambio de doble promedio de Crossover utiliza dos medias móviles, una corta y otra larga. El sistema se negocia cuando la media móvil corta cruza la media móvil larga.

El sistema opcionalmente usa una parada basada en el promedio de rango verdadero (ATR). Si se utiliza la parada ATR, el sistema saldrá del mercado cuando se llegue a esa parada.

Si no se utiliza la parada ATR, el sistema no tiene una parada explícita y siempre estará en el mercado, por lo que es un sistema de inversión. Saldrá de una posición sólo cuando las medias móviles se cruzan. En ese punto, saldrá y entrará en una nueva posición en la dirección opuesta. En este caso, las posiciones se clasifican basándose únicamente en ATR utilizando un gestor de dinero personalizado.

Si no se utiliza una parada ATR, entonces el riesgo de entrada es esencialmente infinito. Esto hará que los R-Multiples sean relativamente insignificantes ya que todas las ganancias serán menores que el riesgo infinito de entrar sin ninguna parada.

El Sistema de Negociación Dual Moving Average incluye cinco parámetros que afectan a las entradas:

Promedio móvil largo

El número de días en el promedio móvil largo.

Media móvil corta

El número de días en la media móvil corta.

Si se establece en TRUE, el sistema entrará en una parada basada en un cierto número de ATR desde el punto de entrada.

El número de días utilizados para el cálculo ATR. Este parámetro sólo está visible y activo si Use ATR Stops es VERDADERO.

El ancho de tope expresado en términos de ATR. Este parámetro sólo está visible y activo si Use ATR Stops es VERDADERO.

Si el parámetro Use ATR Stops es FALSE no hay paradas, pero el sistema utiliza una parada teórica 1 ATR para el dimensionamiento de la posición.

Sistemas alternativos

Además de los sistemas de trading público, ofrecemos a nuestros clientes varios sistemas de trading exclusivos. Con estrategias que van desde la tendencia a largo plazo que sigue a la reversión media a corto plazo. También ofrecemos servicios de ejecución completa para una solución de negociación de estrategia totalmente automatizada.

Por favor, haga clic en la imagen de abajo para ver nuestro rendimiento de los sistemas de comercio.

CFTC requiere revelación de riesgo para resultados hipotéticos

Los resultados hipotéticos de rendimiento tienen muchas limitaciones inherentes, algunas de las cuales se describen a continuación. No se hace ninguna representación de que cualquier cuenta tenga o sea probable obtener ganancias o pérdidas similares a las mostradas. De hecho, hay frecuentemente fuertes diferencias entre los resultados de rendimiento hipotético y los resultados reales logrados posteriormente por cualquier programa de comercio en particular.

Una de las limitaciones de los resultados de rendimiento hipotético es que generalmente se preparan con el beneficio de la retrospección. Además, el comercio hipotético no implica riesgo financiero, y ningún registro de operaciones hipotético puede explicar completamente el impacto del riesgo financiero en la negociación real. Por ejemplo, la capacidad de soportar las pérdidas o adherirse a un programa de comercio particular a pesar de las pérdidas comerciales son puntos importantes que también pueden afectar adversamente los resultados comerciales reales. Existen numerosos otros factores relacionados con los mercados en general o con la ejecución de cualquier programa específico de negociación que no puedan tenerse plenamente en cuenta en la preparación de resultados hipotéticos de rendimiento y que puedan afectar negativamente a los resultados reales de negociación.

Wisdom Trading es un corredor de introducción registrado por NFA. Ofrecemos servicios globales de corretaje de materias primas, consultoría de futuros gestionados, negociación de acceso directo y servicios de ejecución de sistemas comerciales para individuos, corporaciones y profesionales de la industria.

Como corredor de introducción independiente mantenemos relaciones de compensación con varios importantes Futures Commission Merchants en todo el mundo. Las múltiples relaciones de compensación nos permiten ofrecer a nuestros clientes una amplia gama de servicios y una gama excepcionalmente amplia de mercados. Nuestras relaciones de compensación brindan a los clientes acceso 24 horas a los mercados de futuros, materias primas y divisas en todo el mundo.

&dupdo; 2015 Comercio de Sabiduría El comercio de futuros implica un riesgo sustancial de pérdida y no es adecuado para todos los inversores. Los resultados anteriores no son indicativos de resultados futuros.

MetaTrader Expert Advisor

29 de abril de 2014 & bull; 31 comentarios

Forex Swing Trading con una EMA de 34 días gana en un mercado sin tendencia

El comercio del oscilación de la divisa es un método que negocia mecánico que coseche ventajas de pares de la divisa sobre períodos de uno a varios días. Algunas estrategias de comercio de swing forex producen resultados ho-hum en los mercados sin tendencia. Sin embargo, he descubierto que una estrategia basada en los promedios móviles exponenciales de 34 días funciona bien, incluso durante los mercados laterales de rango limitado.

Con la estrategia de comercio de swing forex que se describe a continuación, uso mi sistema de comercio mecánico para aprovechar las tendencias de precios a corto plazo y los patrones que de otro modo podría perder.

En primer lugar, permítanme definir el término "trading forex swing". Significa negociación basada en el precio a corto plazo 'swings'. El precio del par de divisas se mueve hacia adelante y hacia atrás entre "swing points", que son los puntos de inflexión dentro de un conjunto Rango de precios o canal.

La dirección del comercio del oscilación puede ser larga o corta. Forex swing posiciones de negociación suelen celebrarse por un período más largo que un día de comercio, pero por menos tiempo que comprar y mantener las estrategias que implican la celebración de posiciones durante semanas o meses.

Forex swing trading ofrece una estrategia de negociación mecánica ideal para los comerciantes independientes como yo, ya que mi sistema de comercio de algo puede reconocer y explotar rápidamente los movimientos de precios a corto plazo más eficazmente que los grandes comerciantes institucionales pueden.

Los fundamentos del comercio de swing forex

Aunque algunos comerciantes aplican el comercio de swing a las existencias, en mi experiencia de comercio de swing forex es la forma perfecta de swing de comercio.

Y, el comercio de divisas forex es mejor que el comercio de día o comercio de tendencia a largo plazo. Aquí está mi razonamiento: Aunque el día de negociación puede ser bueno para la gestión de riesgos, ya que el comerciante no tiene posiciones durante la noche, también limita el potencial de beneficios, ya que grandes movimientos de precios pueden ocurrir durante la noche.

El comercio de tendencia puede capturar las ganancias de los movimientos de precios a largo plazo, pero también pone al comerciante en una posición de enfrentarse a reducciones preocupantes mientras espera la continuación anticipada de una tendencia.

Forex swing trading ofrece lo mejor de ambos mundos: Tiene las ventajas de la tendencia de comercio y día de comercio, pero sin los inconvenientes de cualquiera de los métodos. La naturaleza de veinticuatro horas de los mercados de divisas es ideal para el comercio de swing.

Con mi sistema de comercio mecánico, disfruto de un gran compromiso entre los dos extremos del comercio del día y el comercio de la tendencia. Encuentro tendencias a corto plazo en los mercados de divisas, los monto a la rentabilidad, entonces salgo de mi posición justo cuando el movimiento del precio termina.

Mi sistema de comercio mecánico cosecha ganancias pequeñas pero consistentes que se suman con el tiempo. Incluso en un mercado aparentemente sin tendencia, todavía puedo tener éxito.

Mis operaciones se basan en el análisis automático de datos en tiempo real, y mis algos comerciales ofrecen ejecuciones de comercio súper rápido. Lo mejor de todo, mis decisiones comerciales se basan en parámetros objetivos en lugar de depender de mis emociones sobre un mercado en particular.

Forex swing reglas comerciales

Conocer los mejores puntos de entrada y salida es la clave para el comercio exitoso swing forex. A través de la magia de un sistema mecánico de comercio que utiliza los mejores indicadores y algoritmos eficaces, no necesito tener una sincronización perfecta.

Forex swing trading puede basarse en un simple conjunto de reglas, o puede programar su sistema de trading mecánico para usar un conjunto de reglas algo más sofisticado, como lo hago yo.

En el comercio de swing forex, mi sistema de comercio mecánico utiliza un conjunto de reglas matemáticas e indicadores para la compra y venta de pares de divisas. Al confiar en mi sistema de comercio mecánico en lugar de comercio manual, disfruto de varios beneficios.

Entre los enfoques más simples son los que miden el precio de un par de divisas mediante el uso de 3 diferentes medias móviles sobre la base de los precios de cierre.

El sistema de comercio mecánico está programado para negociar el par de divisas "largo" cuando esos 3 promedios móviles se alinean en una dirección ascendente. Del mismo modo, el par de divisas se negocia "corto" cuando los 3 promedios móviles se dirigen hacia abajo.

Cómo funciona mi estrategia de comercio de swing forex

Yo uso una estrategia de comercio de swing forex que me permite aprovechar los movimientos de precios bastante a corto plazo, por lo que puede beneficiarse incluso en un mercado global sin tendencia. Tengo una estrategia confiable y confiable a corto plazo de la línea de tendencia de ruptura, y puede cosechar bastantes pips del comercio ganador típico.

El truco consiste en utilizar la mejor longitud de tiempo para los promedios móviles, así como el tipo adecuado de media móvil. En lugar de usar un promedio móvil simple (MA o SMA), programo mi sistema de trading mecánico para usar un promedio móvil exponencial (EMA).

El EMA es similar al MA ordinario, excepto que da más peso a los datos más recientes. Lo hago porque la EMA reacciona más rápidamente a los últimos cambios de precios que la simple MA.

Este tipo de media móvil me permite ganar en los mercados que aparecerían sin tendencia durante períodos más largos de tiempo.

Algunos comerciantes utilizan una EMA de 12 o 26 días, especialmente para crear indicadores como el indicador de divergencia de convergencia de la media móvil móvil (MACD) o un oscilador de precios porcentuales (PPO, por sus siglas en inglés). Y, en comparación, los EMA de 50 días y 200 días a menudo se utilizan para señalar cambios en las tendencias de precios a largo plazo.

En cambio, para mi intercambio de divisas de Forex uso el EMA de 34 días (también llamado un 34ema) porque he encontrado que ofrece la mejor manera de determinar la dirección de tendencia a corto y mediano plazo en los mercados de divisas.

Por supuesto, puede experimentar por back-testing diferentes períodos de tiempo en sus propios mercados elegidos. Pruebe 7, 14, 25 o 50 días de EMA para ver si funcionan mejor para su par de divisas en particular. Sin embargo, después de mi larga investigación, para mí un 34ema funciona mejor.

Mi "comprar" las reglas para la negociación de swing forex

Usando mi sistema de comercio mecánico, entro en el comercio de divisas justo después de un descanso en la línea de tendencia. Sobre la base de la EMA de 34 días, mi sistema mecánico de comercio de relojes para un aumento de los precios o retiro. Entonces, tan pronto como ese rally o pullback vacila, mi sistema mecánico de comercio ejecuta el comercio.

Así que, aquí están los pasos que uso. Programo mi sistema de comercio mecánico para que:

1. Esté atento a una ruptura descendente de la línea de tendencia; 2. Confirme que el precio se mueve por encima de la EMA de 34 días (34ema); 3. Después de la ruptura de la línea de tendencia hacia abajo, ver los máximos de los precios de los candelabros posteriores; 4. Espere a ver el candelabro señal; Que será la vela con un alto que es más bajo que la vela precedente de alta; 5. Si se rompe la alta de la vela, mi sistema compra inmediatamente al precio de mercado; 6. O, mi sistema puede ejecutar una orden de compra-parada sólo unos pocos pips sobre el alto de la señal; candelero; De esa manera, si el precio viola su alto, mi orden será ejecutada; 7. Si mi orden de compra-parada no se activa, y si los candeleros continúan fijando los máximos más bajos, mi sistema mueve el precio de la orden de compra-parada a la elevación sucesivamente más bajo en cada candelero que se forma; Eventualmente, el precio se moverá hacia arriba y activará mi pedido.

Para los propósitos de la gerencia de riesgo durante el comercio del oscilación de la divisa, mi sistema de comercio mecánico coloca automáticamente una orden de la parada-pérdida apenas algunos pips debajo del punto bajo de esa vela que accionó mi orden.

Voy en el columpio a corto plazo, luego cosechar las ganancias y gestionar los riesgos como se describe más adelante en este artículo.

Mi "vender" las reglas para el comercio de swing forex

Las reglas de "venta" para mi sistema de comercio de swing forex son exactamente lo contrario de las reglas de "compra". Usando el 34ema como indicador principal, mi sistema de comercio mecánico:

1. Esté atento a una ruptura ascendente de la línea de tendencia; 2. Confirme que el precio está por debajo de la EMA de 34 días (34ema); 3. Después de la ruptura, monitoree el precio bajo de los candeleros; 4. El candelero de la señal será el que tiene un bajo que es más alto que el precedente de la vela anterior; Cuando se rompe la baja de la vela, mi sistema comercial mecánico se vende inmediatamente a precio de mercado; 5. Alternativamente, mi programa de comercio de swing de forex puede establecer una orden de compra-stop sólo un par de pips por debajo de la baja de la vela de señal, por lo que si el precio viola tan bajo, mi pedido se ejecuta.

Y, puesto que la buena gerencia de riesgo es esencial para la supervivencia en el comercio del oscilación de la divisa, mi sistema comercial mecánico fija una orden de la parada-pérdida apenas sobre el colmo del candelero que accionó mi orden de la entrada.

Establecimiento de metas de beneficios y gestión de beneficios en el comercio de divisas

Forex swing trading funciona mejor para mí cuando no soy codicioso. Algunos comerciantes, especialmente aquellos cuyas estrategias comerciales son sólo rentables durante grandes movimientos, tratan de exprimir demasiado fuera de cada comercio. Al hacerlo, a menudo se arriesgan a perder todos los beneficios de ese comercio.

Tengo una filosofía diferente. Dado que los mercados son a menudo sin tendencia o el comercio de lado durante largos períodos de tiempo, tengo un montón de oportunidades comerciales. No tengo prisa en hacer una "matanza" en cada comercio. Prefiero ganar una pequeña cantidad de muchos oficios, ya que hay menos riesgo para mí de esa manera.

Cuando el comercio va en mi dirección y estoy en la zona de beneficio, bloqueo mis ganancias mediante la programación de mi sistema de comercio mecánico para utilizar las paradas de arrastre que se mueven ligeramente por detrás del precio actual.

Yo uso mi sistema de comercio mecánico para establecer el arrastre se detiene a pocos pips por debajo o por encima de cada una de las sucesivas inmersiones y sube durante el comercio de swing forex. Mis algoritmos de Forex eligen las paradas finales basadas en los niveles de soporte y resistencia a muy corto plazo.

Al establecer las paradas de arrastre de esta manera, normalmente evito ser detenido prematuramente. Si la tendencia a corto plazo continúa, a menudo puedo montarla durante varios días.

Y, siempre tengo un montón de oportunidades comerciales, así que no me siento presionado a permanecer en un comercio marginal que se vuelven contra mí.

Ventajas y gestión de riesgos de trading forex swing

Utilizo a corto plazo las líneas de tendencia y la acción de precios para una gran ventaja. Cuando un precio rompe su línea de tendencia, suele ser una señal de que la tendencia está cambiando. Mi sistema de comercio mecánico me ayuda a entrar en un nuevo comercio al comienzo de la nueva tendencia.

Mi estrategia de comercio de swing de Forex de EMA de 34 días me da muchas ventajas, siempre y cuando administre los riesgos adecuadamente. Esta estrategia me permite negociar con la tendencia a corto plazo, evitando las grandes reducciones que algunos comerciantes experimentan al intentar seguir las tendencias a largo plazo.

Mi estrategia de comercio de swing forex de 34 días ofrece una ventaja crítica sobre la mayoría de las estrategias de trading de forex swing. Dado que los promedios móviles son esencialmente indicadores rezagados, elegir el marco de tiempo adecuado es la clave del éxito.

Muchas estrategias de Forex se basan en promedios móviles simples o promedios móviles a largo plazo. Por lo tanto, suelen funcionar mal en los mercados sin tendencia. Sin embargo, mi estrategia de EMA de 34 días utiliza un período de tiempo que es más efectivo que los períodos de MA más largos.

Para poder disfrutar de las ventajas de mi sistema, debo manejar los riesgos apropiadamente. En general, los riesgos de intercambio de divisas son comparables con cualquier otro tipo de comercio especulativo.

En los mercados que están completamente sin tendencia en los períodos de tiempo más cortos, es importante para mí para asegurar que mis pérdidas de parada son bastante apretados. Por otro lado, durante los mercados de toros o oso el comercio de divisas puede ser aún más rentable.

A veces, el mercado hará un movimiento repentino agudo en un período tan corto de tiempo que los "puntos de oscilación" no será detectado por mi sistema de comercio mecánico. Gap-up o break-down rupturas pueden ocurrir tan rápidamente que mi sistema mecánico de comercio no es capaz de responder con eficacia.

Sin embargo, utilizando la EMA de 34 días, por lo general soy capaz de participar en la mayoría de los movimientos del mercado, mientras evita las señales falsas en un mercado general sin tendencia o lateral.

EMA de 34 días es el mejor indicador de trading de divisas para mí

Para mí, el uso de un indicador de EMA de 34 días es la mejor base para mi comercio de swing forex. Lo he usado para desarrollar y afinar una estrategia ganadora para mi sistema de trading mecánico. Me ofrece lo mejor de ambos mundos e incluso funciona en mercados que pueden parecer sin tendencia a periodos de tiempo más largos o más cortos de promedios móviles.

Y, no soy el único comerciante con una estrategia de EMA de 34 días en los mercados de divisas. Durante los últimos dos años, ha habido algunas investigaciones sobre el comercio de divisas usando 34ema como indicador, así como un montón de artículos y charla comerciante sobre este tipo de estrategia.

Si usted es un comerciante serio de la divisa, y usted es un poco frustrado por los mercados que parecen sin tendencia, sugiero que usted intenta una estrategia 34ema para su comercio del oscilación de la divisa.

18 de noviembre de 2015

Gran artículo y buena manera sólida y segura de swing de comercio en los mercados de divisas. Me sentí el ena fir 34 en un gráfico diario perdió el movimiento de un día y medio en el control de la GBP-YEN y como un comerciante de divergencia en el principal sentí las oportunidades se puede perder. Creo que todas las estrategias de Forex necesitan incorporar algunos estudios de línea para conocer los movimientos históricos y bankster son evidentes. Los comerciantes conservadores del oscilación y de la posición quisieran su acercamiento. Exhorto a la gente a mirar las zonas de S / R al hacer estudios de línea como se puede adivinar segunda tendencia que si usted es un comerciante experimentado y, por supuesto, la gestión del dinero es esencial que va de la mano con la evaluación de riesgos y la conservación de su capital de inversión.

23 de Noviembre de 2015

Hola tios. Soy Black & # 8220; todos los Días & # 8221; Para los corredores de FX, i do Arbitrage y de los últimos 6 meses ningún corredor está abriendo mi cuenta. Hago 200 comercios de los estándares en cuenta de 10 k por día y cada comercio que tomo 20 a 25 $. Compartiré la ganancia del 25% con él que ayudará a abrir mi cuenta con cualquier corredor británico y la cuenta no debe cerrarse al menos un mes.

TRIPLE MOVING MEDIA

Otro sistema común de media móvil es el 4/9/18 Triple Moving Average. Al igual que el sistema de media móvil dual. El triple también es mencionado y probado en Camino de la Tortuga. Guía de Comerciantes Técnicos para el Análisis de Computadoras del Mercado de Futuros y la Guía de Sistemas de Comercio de Dow Jones-Irwin. El uso de la tercera línea de media móvil añade una zona neutral a este sistema por lo que no siempre está en el mercado sin embargo la tercera línea se puede utilizar de diversas maneras.

Con 3 líneas de media móvil usa 2 de ellas como activador de entrada de cruce y usa la tercera línea como un filtro de tendencia. Con los números del 4/9/18, puede usar el cruce de las líneas 9 y 18 pero sólo toma posiciones en el lado de la línea de 4 días. Usted puede alternativamente tomar la cruz de las líneas de 4 y 9 de media móvil, pero sólo tomar posiciones en el lado de la línea de 18 días. Por ejemplo, si los cruces de 4 días por encima del día 9 y ambos están por encima del promedio móvil de 18 días, se pueden tomar posiciones largas. Si los cruces de 4 días por debajo de los 9 días y ambos están por debajo de la media móvil de 18 días, se pueden tomar posiciones cortas. Utilizando el día 4 como un indicador a corto plazo puede reducir whipsaws mientras se utiliza el día 18 como el filtro de tendencia intenta capturar la indicación de tendencia a largo plazo.

Utilizando la parada, calculamos el tamaño de la posición en función de cuánto perderíamos si la posición se detuvo. Queremos mantener todas nuestras posiciones y riesgo iguales en todos los mercados que negociamos, así que usaremos el cálculo de la Volatilidad porcentual. Tomamos la cantidad que queremos arriesgar (nuestro capital * el porcentaje que se arriesga) y lo dividimos por el valor monetario de la distancia desde la entrada hasta la parada. Esto nos da el tamaño de nuestra posición. Un ejemplo es un tamaño de cuenta de $ 25.000 y un riesgo de 1% por operación por un riesgo de posición de $ 250. Si la distancia de nuestra entrada a nuestra parada es $ 34.82, terminaríamos el cálculo con $ 250 $ 34.82 y redondearíamos abajo para un tamaño de la posición de 7 partes.

Trabajando con el cálculo del tamaño de posición usamos un múltiplo del ATR. Usando un ejemplo de una entrada de $ 565.25 en acciones de AAPL y 2 * un ATR de 15 días de 17.41, nuestra parada sería $ 34.82 a cada lado del precio de entrada de $ 565.25. Una posición larga sería detenida si el precio cayera a $ 530.43 y una posición corta sería detenida si el precio subía a $ 600.07.

Este sistema toma ganancias cuando la línea más rápida cruza la línea media al lado opuesto de donde ocurrió la entrada. Continuando con las líneas del promedio móvil del 4/9/18, una posición larga saldría cuando la línea de 4 días cruza debajo de la media móvil de 9 días. Una posición corta saldría cuando la línea de 4 días cruza por encima de la media móvil de 9 días.

Con 3 líneas de media móvil hay muchas variables para probar y encontrar la combinación que mejor funciona para usted. El libro de Curtis Faith usa variables mucho más largas que las líneas 4/9/18 pero también hemos visto combinaciones de 5/15/30 y 4/21/63 como ejemplos. Otra variación en probar este sistema es probar las diferencias entre promedios móviles simples, promedios móviles exponenciales, promedios móviles ponderados y promedios móviles desplazados.

Puede encontrar este sistema en los tres libros mencionados anteriormente con los resultados de las pruebas y compararlo con otros sistemas. Camino de la Tortuga lo utiliza como un sistema a largo plazo con 150 días, 250 días y 350 líneas de día. Guía Técnica de Comerciantes de Análisis de Computadoras del Mercado de Futuros y la Guía de Dow Jones-Irwin a los sistemas de comercio utilizarlo con las líneas de 4 días, 9 días y 18 días.

USTED ASUME TODO EL RIESGO ASOCIADO CON LAS DECISIONES DE INVERSIÓN HECHAS SOBRE LA BASE DE LA INFORMACIÓN CONTENIDA EN ESTE SITIO WEB. EL COMERCIO ES ESPECULATIVO EN NATURALEZA Y NO APROPIADO PARA TODOS LOS INVERSORES. LOS INVERSORES DEBEN SOLAMENTE USAR EL CAPITAL DE RIESGO QUE SE PREPARAN PARA PÉRDIDAS COMO SI EXISTE SIEMPRE EL RIESGO DE PÉRDIDA SUBSTANCIAL. LOS INVERSORES DEBEN EXAMINAR COMPLETAMENTE SU PROPIA SITUACIÓN FINANCIERA PERSONAL ANTES DE COMERCIO. LOS SISTEMAS EN ESTE SITIO SON EJEMPLOS EDUCATIVOS Y NO SON RECOMENDACIONES PARA COMPRAR O VENDER. EL RENDIMIENTO PASADO NO GARANTIZA RESULTADOS FUTUROS.

Inventario y costo de los bienes vendidos (Explicación)

Sistemas de inventario, sistemas de inventario y flujos de costes combinados, FIFO periódico

Periodic LIFO, Periodic Average

FIFO Perpetuo, LIFO Perpetuo, Promedio Perpetuo, Comparación de Hipótesis de Flujo de Costo

Identificación Específica, Beneficios de LIFO Sin Unidades de Seguimiento, Gestión de Inventarios, Razones Financieras, Estimación de Inventario Final

Métodos de estimación de inventario

B1. FIFO perpetuo

Bajo el sistema perpetuo, la cuenta de Inventario está cambiando constantemente (o perpetuamente). Cuando un minorista compra mercancía, el minorista carga su cuenta de inventario por el costo; Cuando el minorista vende la mercancía a sus clientes, su cuenta de Inventario es acreditada y su cuenta de Costo de Bienes Vendidos es debitada por el costo de los bienes vendidos. En lugar de permanecer latente como lo hace con el método periódico, el saldo de la cuenta de inventario se actualiza continuamente.

Bajo el sistema perpetuo, se registran dos transacciones cuando se vende la mercancía: (1) el monto de las ventas se debita a Cuentas por Cobrar o Efectivo y se acredita a Ventas. Y (2) el costo de la mercancía vendida se debita al Costo de Bienes Vendidos y se le acredita al Inventario. (Nota: Bajo el sistema periódico no se realiza la segunda entrada).

Con FIFO perpetuo, los primeros (o más antiguos) costos son los primeros movidos de la cuenta de Inventario y debitados a la cuenta de Cost of Goods Sold. El resultado final bajo FIFO perpetuo es el mismo que en FIFO periódico. En otras palabras, los primeros costos son los mismos si se mueve el costo de inventario con cada venta (perpetua) o si se espera hasta que el año termine (periódico).

B2. LIFO Perpetuo

Bajo el sistema perpetuo, la cuenta de Inventario está cambiando constantemente (o perpetuamente). Cuando un minorista compra mercancía, el minorista carga su cuenta de inventario por el costo de la mercancía. Cuando el minorista vende la mercancía a sus clientes, el minorista acredita su cuenta de inventario por el costo de los bienes que fueron vendidos y debita su costo de bienes vendidos cuenta de su costo. En lugar de permanecer latente como lo hace con el método periódico, el saldo de la cuenta de inventario se actualiza continuamente.

Bajo el sistema perpetuo, se registran dos transacciones en el momento de la venta de la mercancía: (1) el monto de las ventas se debita a Cuentas por Cobrar o Efectivo y se acredita a Ventas, y (2) el costo de la mercancía vendida es debitado a Costo de Bienes Vendidos y se acredita al Inventario. (Nota: Bajo el sistema periódico no se realiza la segunda entrada).

Con el LIFO perpetuo, los últimos costos disponibles en el momento de la venta son los primeros en ser eliminados de la cuenta de Inventario y debitados en la cuenta de Cost of Goods Sold. Debido a que este es el sistema perpetuo, no podemos esperar hasta el final del año para determinar el último coste. Una entrada debe ser registrada en el momento de la venta para reducir la cuenta de Inventario y aumentar la cuenta de Costo de Bienes Vendidos.

Si los costos continúan aumentando durante todo el año, el LIFO perpetuo producirá un costo menor de los bienes vendidos y un ingreso neto más alto que el LIFO periódico. Generalmente esto significa que el LIFO periódico resultará en menos impuesto sobre la renta que el LIFO perpetuo. (Si desea minimizar el monto pagado en impuestos sobre la renta durante períodos de inflación, debe discutir LIFO con su asesor fiscal).

Una vez más utilizaremos nuestro ejemplo para la librería de la estantería de la esquina:

Supongamos que después de que Corner Shelf haga su segunda compra en junio de 2015, Corner Shelf vende un libro. Esto significa que el último costo en el momento de la venta fue de $ 89. Bajo LIFO perpetuo, la siguiente entrada debe ser hecha en el momento de la venta: $ 89 serán acreditados al Inventario y $ 89 se cargarán al Costo de Bienes Vendidos. Si ese fue el único libro vendido durante el año, al final del año la cuenta de Costo de Bienes Vendidos tendrá un saldo de $ 89 y el costo en la cuenta de Inventario será de $ 351 ($ 85 + $ 87 + $ 89 + $ 90).

Si la librería vende el libro de texto por $ 110, su beneficio bruto bajo LIFO perpetuo será $ 21 ($ 110 - $ 89). Tenga en cuenta que esto es diferente de la ganancia bruta de $ 20 bajo LIFO periódico.

B3. Promedio perpétuo

Bajo el sistema perpetuo, la cuenta de Inventario está cambiando constantemente (o perpetuamente). Cuando un minorista compra mercancía, los costos se cargan en su cuenta de inventario; Cuando el minorista vende la mercancía a sus clientes, la cuenta de inventario se acredita y la cuenta de Costo de Bienes Vendidos es debitada por el costo de los bienes vendidos. En lugar de permanecer latente como lo hace con el método periódico, el saldo de la cuenta de inventario bajo el promedio perpetuo está cambiando cada vez que una compra o venta ocurre.

Bajo el sistema perpetuo, se realizan dos juegos de entradas cada vez que se vende una mercancía: (1) el monto de las ventas se debita a Cuentas por Cobrar o Efectivo y se le acredita a Ventas y (2) el costo de la mercancía vendida se debita al Costo de Mercancías vendidas y se acreditan al inventario. (Nota: Bajo el sistema periódico no se realiza la segunda entrada).

Bajo el sistema perpetuo, "promedio" significa el costo promedio de los artículos en inventario a la fecha de la venta. Este costo medio se multiplica por el número de unidades vendidas y se retira de la cuenta de Inventario y se carga en la cuenta de Costo de Bienes Vendidos. Utilizamos el promedio a partir del momento de la venta porque se trata de un método perpetuo. (Nota: Bajo el sistema periódico esperamos hasta que termine el año antes de calcular el costo promedio).

Vamos a utilizar el mismo ejemplo de nuevo para la librería de la estantería de esquina:

Supongamos que después de que Corner Shelf haga su segunda compra, Corner Shelf vende un libro. Esto significa que el costo promedio en el momento de la venta fue $ 87.50 ([$ 85 + $ 87 + $ 89 + $ 89] & Atilde; & middot; 4]). Debido a que este es un promedio perpetuo, un asiento de diario debe hacerse en el momento de la venta por $ 87.50. Los $ 87.50 (el costo promedio al momento de la venta) se abonan en el Inventario y se cargan en el Costo de Bienes Vendidos. Después de la venta de una unidad, tres unidades permanecen en inventario y el saldo en la cuenta de inventario será de $ 262.50 (3 libros a un costo promedio de $ 87.50).

Después de que Corner Shelf haga su tercera compra, el costo promedio por unidad cambiará a $ 88.125 ([$ 262.50 + $ 90] & Atilde; & middot; 4). Como puede ver, el costo promedio se movió de $ 87.50 a $ 88.125, por lo que el método del promedio perpetuo se refiere a veces como el método del promedio móvil. El saldo del inventario es $ 352.50 (4 libros con un costo promedio de $ 88.125 cada uno).

Comparación de los supuestos de flujo de costos

A continuación se presenta una recapitulación de las cantidades variables para el costo de los bienes vendidos, la utilidad bruta y el inventario final que se calcularon anteriormente.

El ejemplo supone que los costos estaban aumentando continuamente. Los resultados serían diferentes si los costos estuvieran disminuyendo o aumentando a un ritmo más lento. Consulte con su asesor fiscal sobre la elección de la hipótesis de flujo de costos.

Forex Tutorial

& # 13; Debido a la forma en que se calculan los promedios móviles, puede personalizar su media móvil literalmente en cualquier período de tiempo que considere relevante, lo que significa que el usuario puede elegir libremente el tiempo que desee al crear el promedio. Los incrementos más comunes utilizados en las medias móviles son 15, 20, 30, 50, 100 y 200 períodos. Los promedios móviles más cortos, tales como el período 15, o incluso el período 50, reflejarán más estrechamente la acción del precio del gráfico real que un promedio de tiempo más largo. Cuanto más largo sea el período de tiempo, menos sensible o más suavizado, el promedio será. No hay margen de tiempo "correcto" para usar al configurar sus promedios móviles.

A menudo en Forex, los comerciantes se fijan en los promedios móviles intradía. Por ejemplo, si está buscando un gráfico de 10 minutos y desea un promedio móvil de cinco periodos, podría tomar los precios en los 50 minutos anteriores y dividir por cinco para obtener el promedio móvil de cinco períodos para un gráfico de 10 minutos. Muchos comerciantes tienen su propia preferencia personal, pero por lo general la mejor manera de averiguar cuál funciona mejor para usted es experimentar con una serie de diferentes períodos de tiempo hasta encontrar uno que se adapte a su estrategia.

SMA vs EMA En realidad existen dos tipos generales de promedios móviles: el promedio móvil simple (SMA) y el promedio móvil exponencial (EMA). El promedio móvil que estábamos discutiendo anteriormente es un promedio móvil simple, ya que simplemente toma un cierto número de períodos y los promedios para el período de tiempo deseado - cada período es igualmente ponderado. Una de las principales quejas con una media móvil simple (especialmente a corto plazo) es que son demasiado susceptibles a grandes movimientos de precios hacia arriba o hacia abajo. Por ejemplo, supongamos que estuviera trazando una media móvil de cinco días del USD / CAD y que el precio subía de manera constante y consistente. Y entonces un día hubo una gran anomalía de pico descendente haciendo que el promedio móvil fuera mucho más bajo y la tendencia a bajar cuando tal vez ese día podría haber sido causado por algo que no es probable que ocurra de nuevo.

Para mitigar este problema es posible que desee utilizar un promedio móvil diferente - un promedio móvil exponencial (EMA). Un EMA da más peso a los precios más recientes en su cálculo de una media móvil. Así que si estuviera utilizando un promedio móvil de cinco días, un EMA daría un mayor peso a los precios que ocurren al final del período de cinco días, y menor peso sobre los precios que se producen hace cinco días. Así que si un pico grande ocurrió en los días uno o dos, el promedio móvil no se vería afectado tanto como un promedio móvil simple. Una vez más, los comerciantes deben experimentar con ambos tipos de promedios móviles para encontrar su preferencia. De hecho, muchos comerciantes trazarán ambos tipos de promedios móviles con varios períodos de tiempo al mismo tiempo. (Obtenga más información sobre la EMA en nuestro artículo Explorando la media móvil exponencialmente ponderada.)

Uno de los principales usos de un promedio móvil es identificar una tendencia. En general, las medias móviles tienden a ser indicadores retardados, lo que significa que sólo pueden confirmar que se ha establecido una tendencia en lugar de identificar nuevas tendencias. En la siguiente sección veremos de cerca cómo se usan los promedios móviles para medir la tendencia general de una moneda.

Una cuenta que se puede encontrar en la parte de activos del balance de una empresa. La buena voluntad a menudo puede surgir cuando una empresa.

Un fondo de índice es un tipo de fondo mutuo con una cartera construida para igualar o rastrear los componentes de un índice de mercado, tales.

Un contrato de derivados mediante el cual dos partes intercambian instrumentos financieros. Estos instrumentos pueden ser casi cualquier cosa.

Aprenda lo que es EBITDA, vea un video corto para aprender más y con lecturas le enseñamos cómo calcularlo usando MS.

El valor actual neto (VAN) es la diferencia entre los valores actuales de las entradas y salidas de efectivo. Se utiliza en el presupuesto de capital.

MEDIO MOVIL DOBLE

Mientras que los sistemas de media móvil simple y doble son comunes, se mencionan principalmente como sistemas de reversión que están en el mercado 100% del tiempo. Sabemos que el mercado no tendencia del 100% del tiempo por lo que el ejemplo de doble sistema de cruce de media móvil a continuación se establece para disparar una entrada, pero no siempre está en el mercado. La versión del sistema de reversión se menciona y se prueba como el promedio móvil doble en la forma de la tortuga y la guía técnica de los comerciantes al análisis informático del mercado de futuros. El sistema de crossover medio móvil dual es una versión simplificada del Sistema 5 y 20 de Donchian que se menciona y prueba en la Guía de Sistemas de Comercio de Dow Jones-Irwin, sin embargo hemos visto otras versiones del Sistema Donchian 5/20 con reglas adicionales de entrada Además del crossover MA simple solo. LeBeau y Lucas dicen que el Donchian 5/20 "no es un simple sistema de inversión, sino que utiliza un elaborado conjunto de filtros".

La entrada básica del sistema de media móvil dual es cuando la línea de media móvil de tiempo más rápido cruza la línea de tiempo móvil más lenta. Para el Donchian 5 días y 20 días ejemplo de los promedios móviles, una posición larga ocurre cuando el promedio de 5 días de movimiento se cruza por encima de la media móvil de 20 días. Una posición corta ocurre cuando el promedio móvil de 5 días cruza debajo de la media móvil de 20 días. Usted puede optar por tomar la entrada tan pronto como las líneas cruzar o esperar hasta que el precio se cierra en el lado de la cruz.

Posición El tamaño y la parada son los mayores cambios de la versión de inversión. Utilizaremos una parada y calcularemos el tamaño de la posición utilizando el método Porcentaje de volatilidad, que es un riesgo establecido si se detiene. Para nuestro ejemplo tenemos una parada de 14 días ATR * 1.5 que corre el riesgo de 2% de la cuenta por posición. Si una entrada larga en $ 10 tiene una parada en $ 8.5, $ 1.5 estaría en riesgo para cada parte si fuera una compra común. Si el tamaño de la cuenta es de $ 10.000 y el riesgo por posición es de 2%, su riesgo sería de $ 200. Los $ 200 ($ 10,000 * 2%) divididos por $ 1.50 (del valor de ATR si la parada es golpeada) sería una posición de 133 partes. Calcule el tamaño de posición tomando su riesgo y dividiéndolo por el valor del movimiento a la parada.

Junto con el cálculo del tamaño de posición, utilizaremos un múltiplo del ATR como la parada. Un ejemplo es usar un ATR de 14 días multiplicado por 1,5 y le agregaremos números. Si usted tiene una acción que usted entró en $ 10 y el ATR de 14 días es $ 1, usted sería parado fuera de una posición larga en $ 8.50. Una posición corta sería detenida a $ 11.50.

Las versiones de reversión esperan hasta que las líneas de media móvil se cruzan en la otra dirección, pero dependiendo de sus marcos de tiempo, puede que tenga un retraso significativo que le devuelva gran parte del beneficio de la tendencia. Una salida más estricta, como el precio que golpea un SAR parabólico, una ruptura de un canal de precios o utilizando una ruptura de otra línea de media móvil puede ser una mejor alternativa para su sistema.

Para evitar algunos whipsaws cuando el mercado está tendiendo hacia los lados, puede agregar filtros adicionales como ADX, estocástico o RSI. Si está utilizando períodos de tiempo más lentos los promedios móviles se retrasará la acción de precio por lo que un filtro adicional para compensar puede ser un nuevo precio alto antes de una posición larga o un nuevo precio bajo antes de una posición corta.

Una búsqueda en Internet encontrará muchas páginas relacionadas con este sistema. También se puede encontrar en los tres libros mencionados anteriormente con los resultados de las pruebas y compararlo con otros sistemas. Camino de la Tortuga lo utiliza como un sistema a largo plazo con 100 días y 350 líneas de día. Guía de Comerciantes Técnicos para Análisis de Computadoras del Mercado de Futuros y la Guía de Sistemas de Comercio de Dow Jones-Irwin lo usan con las líneas de 5 días y 20 días.

USTED ASUME TODO EL RIESGO ASOCIADO CON LAS DECISIONES DE INVERSIÓN HECHAS SOBRE LA BASE DE LA INFORMACIÓN CONTENIDA EN ESTE SITIO WEB. EL COMERCIO ES ESPECULATIVO EN NATURALEZA Y NO APROPIADO PARA TODOS LOS INVERSORES. LOS INVERSORES DEBEN SOLAMENTE USAR EL CAPITAL DE RIESGO QUE SE PREPARAN PARA PÉRDIDAS COMO SI EXISTE SIEMPRE EL RIESGO DE PÉRDIDA SUBSTANCIAL. LOS INVERSORES DEBEN EXAMINAR COMPLETAMENTE SU PROPIA SITUACIÓN FINANCIERA PERSONAL ANTES DE COMERCIO. LOS SISTEMAS EN ESTE SITIO SON EJEMPLOS EDUCATIVOS Y NO SON RECOMENDACIONES PARA COMPRAR O VENDER. EL RENDIMIENTO PASADO NO GARANTIZA RESULTADOS FUTUROS.

Media móvil

Promedio móvil se utiliza generalmente para identificar o confirmar una tendencia, y funciona mejor en los mercados de tendencias. No le indicará que un cambio de tendencia es inminente, pero le ayudará a determinar si una tendencia existente todavía está en movimiento y le ayudará a confirmar cuando se ha producido una inversión de tendencia.

Propiedades

Período. El número de barras en un gráfico. Si la tabla muestra datos diarios, entonces el período indica días; En los gráficos semanales, el período se mantendrá durante semanas, y así sucesivamente. La aplicación utiliza un valor predeterminado de 9.

Aspecto: El campo de símbolo en el que se calculará el estudio. El campo se establece en "Predeterminado", que, al visualizar un gráfico para un símbolo específico, es el mismo que "Cerrar".

Interpretación

Los promedios móviles son una de las herramientas técnicas más utilizadas en el comercio de productos básicos. Siguen la tendencia, suavizar las fluctuaciones normales de los datos y señalar claramente las posiciones largas y cortas al inversor.

Un Promedio móvil se puede mostrar como un sistema de comercio crossover normal cuando se selecciona hasta tres medias diferentes. La mayoría de los inversores y los servicios de gráficos utilizan tres promedios móviles. Sus longitudes suelen consistir en corto, intermedio y largo plazo. Un sistema de uso común es de 4, 9 y 18 intervalos. Un intervalo puede ser garrapatas, minutos, días, semanas o incluso meses; Depende del tipo de gráfico.

Normal movimiento promedio crossover compra / venta señales son las siguientes:

Una señal de compra se muestra cuando los promedios de término corto e intermedio se cruzan de abajo a arriba del promedio a más largo plazo.

Por el contrario, se emite una señal de venta cuando los promedios a corto y medio plazo se cruzan desde arriba hasta por debajo del promedio a más largo plazo.

Puede utilizar el enfoque de crossover con sólo dos promedios móviles, pero los técnicos de mercado sugieren promedios a largo plazo (un intervalo más largo) al negociar sólo dos promedios móviles en un sistema de cruce.

Fuente del contenido: FutureSource

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Debe considerar cuidadosamente si tal negociación es adecuada para usted a la luz de sus circunstancias y recursos financieros. Debe leer la página web de "divulgación de riesgos" a la que se accede en www. DanielsTrading. com en la parte inferior de la página principal. Daniels Trading no está afiliado ni respalda ningún sistema comercial, boletín u otro servicio similar. Daniels Trading no garantiza ni verifica las reclamaciones de rendimiento hechas por dichos sistemas o servicios.

Trading The Alligator de Bill Williams

Bill Williams introdujo el Alligator, que es un sistema que usa tres medias móviles desplazadas para aislar las tendencias del mercado. Bill Williams es el autor de varios libros comerciales que toca la teoría del caos.

El cocodrilo consiste en lo siguiente:

Media móvil de 13 periodos desplazada por 8 períodos en el futuro (azul)

Media móvil de 8 periodos desplazados por 5 períodos en el futuro (rojo)

Media móvil de 5 periodos desplazados por 3 períodos en el futuro (verde)

En nuestra revisión, usaremos el Alligator para dirigirnos en la dirección correcta, antes de entrar en el comercio con una inversión de dos barras. Esta es mi variante de usar el Alligator.

Bill Williams utiliza una gran cantidad de herramientas comerciales, incluyendo Alligator, Awesome Oscillator, Aceleración / Desaceleración, Fractals y Índice de Facilitación del Mercado. Si desea utilizar el Alligator con estos indicadores, consulte sus libros para obtener más información.

Reglas de Negociación & # 8211; sistema de cocodrilo

Señal de comercio largo

Línea verde sobre la línea roja

Línea roja sobre la línea azul

Inversión alcista de dos barras

Señal de Comercio Corto

Línea verde debajo de la línea roja

Línea roja debajo de la línea azul

Inversión bajista de dos barras

Los ejemplos del comercio del cocodrilo

Comercio Ganador & # 8211; Trading El cocodrilo

Los promedios móviles se entrecruzaban. Esto significa que el cocodrilo estaba durmiendo y almacenando energía para un movimiento de impulso.

Los promedios móviles se alinearon y apuntaron hacia abajo. El cocodrilo ha preparado el escenario para un comercio bajista. Esta señal del cocodrilo también fue confirmada por el movimiento fuerte abajo mientras que las líneas del cocodrilo se separaron hacia fuera.

La retirada hasta la media móvil media terminó con una barra interior. Cortamos una garrapata debajo de la barra interior.

Perder Comercio & # 8211; Trading El cocodrilo

Los precios llenaron una brecha anterior justo antes de que el Alligator diera el visto bueno para los cortos, con los tres promedios móviles alineados. Dado que los precios llenaron la brecha, podríamos esperar apoyo al mismo nivel.

Con la inversión bajista dentro de la barra, cortocircuitamos. Sin embargo, nos detuvimos en un bar exterior casi inmediatamente.

Este comercio fracasado del cocodrilo era precursor a una gama comercial en la cual las señales del cocodrilo no eran confiables.

Repase & # 8211; Comercio del sistema Alligator

El principal impulso de los libros de Bill William es que los indicadores comerciales tradicionales no funcionan porque ignoran la naturaleza caótica de los mercados.

Sin embargo, no pude ver cómo los indicadores introducidos en su libro, incluido el sistema Alligator, son caóticos. Así que la ventaja comercial del cocodrilo, si la hay, no viene de la aplicación de la teoría del caos.

Básicamente, el Alligator es un sistema de desplazamiento múltiple de media móvil. Me parece este método de comercio similar a la fake-out de media móvil por Mark Fisher, que también utiliza tres promedios móviles. Ambos sistemas son buenos para mantenernos fuera del mercado cuando se va de lado.

Para aumentar las probabilidades de encontrar fuertes break-outs, se centran en las configuraciones de Alligator que acaban de experimentar un largo período de descanso.

Para confirmar una ruptura válida de Alligator, busque movimientos impulsivos cuando el promedio móvil se alinee, como en el ejemplo del comercio ganador. Desea ver al menos tres barras consecutivas moviéndose junto con el sistema de Alligator antes de confiar en la ruptura. Sin prestar atención a la acción del precio, es poco probable que esta estrategia comercial sea efectiva.

Para los interesados ​​en el caos financiero y la naturaleza fractal de los precios, el mal comportamiento de los mercados: una visión fractal de la turbulencia financiera por Mandelbrot ofrece una visión perspicaz.

Enfermo de la negociación con los promedios móviles rezagados? Aprenda a anticipar las reversiones con el Anti-Climax Pattern ebook. Únase a nuestra lista de correo para descargar su copia ahora.

Futuros y el comercio de divisas contiene un riesgo sustancial y no es para todos los inversores. Un inversionista podría perder todo o más de la inversión inicial. Capital de riesgo es el dinero que se puede perder sin poner en peligro la seguridad financiera o el estilo de vida. Sólo el capital de riesgo debe ser utilizado para el comercio y sólo aquellos con suficiente capital de riesgo deben considerar la negociación. El rendimiento pasado no es necesariamente indicativa de resultados futuros.

Los contenidos del sitio web son sólo para fines educativos. Todos los oficios son ejemplos aleatorios seleccionados para presentar las configuraciones comerciales y no son operaciones reales. Todas las marcas comerciales pertenecen a sus respectivos propietarios. No estamos registrados en ningún organismo regulador que nos permita dar asesoramiento financiero y de inversión.

Revisión de las configuraciones de comercio & # x000A9; 2012 & # x02013; 2016

El Sistema de Media Mágica Móvil

Promedio móvil es uno de los indicadores más simples en el análisis técnico, pero es muy eficaz y utilizado a menudo por los comerciantes profesionales en sus sistemas de comercio. Siempre tenga esto en mente, los sistemas simples son los mejores en el comercio. Don & # 8217; t confundir su comercio con indicadores complicados. Mantenga su comercio simple! La moraleja de esta historia es que a veces los indicadores simples hacen los mejores trabajos cuando se utiliza el análisis técnico.

Si usted cree en sistemas de comercio simple y que menos es más y que puede lograr más por el pegado a los métodos probados, entonces esta técnica de comercio de Forex es sólo para usted. Diseñado como una de las primeras técnicas de un nuevo operador de Forex debe ser el comercio debido a su simplicidad, esta técnica ha sido tan refinado, y la exposición a los oficios whipsaw han sido tan filtrados, que incluso los más experimentados los comerciantes les encantará. Aunque simple y fácil de usar incorpora:

• indicadores de tendencia, • principio de impulso, • formaciones de candeleros, • patrones de precios, • conceptos básicos de soporte y resistencia, • enfoques óptimos de tiempo de negociación diaria.

La Técnica del Móvil Mágico

El eBook mágico de la media móvil es sobre formaciones simples del precio y del candlestick y los indicadores simples que proporcionan oficios muy altos de la probabilidad. Si tienes mucha experiencia, no vas a ver nada que no hayas visto antes. Sin embargo, es la combinación de indicadores simples y las formaciones que crean configuraciones de comercio muy poderoso que si se utiliza adecuadamente puede dar con éxito las operaciones con retornos excepcionales de riesgo.

Los principios de esta técnica son universales para que puedan aplicarse a cualquier moneda y cualquier marco de tiempo - desde los gráficos de 1 minuto hasta los gráficos mensuales. No necesita ningún software especial de gráficos o cuentas de corredores. Lo que hace que el Moving Average sea mágico son los ajustes que se usan en esta Técnica de Media Móvil Mágica.

Todos los promedios móviles son básicamente indicadores rezagados, pero por métodos inteligentes, los desarrolladores de esta Técnica Móvil Mágica Media han identificado configuraciones que hacen que el promedio móvil sea un indicador principal y también muestran soporte y resistencia mucho más claramente que los promedios móviles convencionales.

El éxito de este Magical Moving Average System depende del operador de Forex que lo utilice. Al igual que las técnicas de Fibonacci y las técnicas de punta Pivot algunos comerciantes hacen fortunas de comercio ellos (bien), mientras que otros comerciantes pierden dinero utilizando exactamente las mismas técnicas (mal).

1. El principiante total: Esta técnica es fácil de entender y tiene reglas muy claras para ingresar una transacción, permanecer en la transacción y salir de la transacción. Todos los elementos de un sistema de comercio de Forex debe tener. Además, hay + 27 enlaces de curso de vídeo para principiantes e intermedios en los que puede aprender sobre el mercado de divisas, las monedas, los corredores y gráficos.

2. El comerciante de Forex (confuso) que se ha vuelto tan confundido por cientos de técnicas y enfoques complicados y quiere volver a un enfoque básico, simple y convencional para el comercio que es claro y sin ambigüedad.

3. El comerciante de experiencia que sabe lo que funciona y lo que no y debe ser recordado de cómo los enfoques comerciales simples y ordinarios todavía pueden ganar dinero en el mercado desafiante.

ARTÍCULOS RELACIONADOS

Obtener mis sistemas de Forex GRATIS!

PSAR Moving El sistema de seguimiento de tendencias promedio se compone de 3 promedios móviles y PSAR (Parabolic Sar). El sistema está diseñado para proporcionar a los operadores de divisas señales de entrada en la dirección principal de la tendencia alcista o bajista. Se puede aplicar a todos los pares de divisas.

Indicadores usados: 200 Promedio móvil simple, 50 Promedio móvil exponencial, 7 Promedio móvil exponencial, SAR parabólico con 0,02 Paso Marco (s) de tiempo: 5 Carta mínima y superior Pares de moneda: Todas las sesiones de mercado preferidas: & # 8211; Negociación a largo plazo: Todos

Abrir el comercio largo cuando el 7EMA cruza por encima de los 50 EMA y los 200 puntos SMA + PSAR aparecen debajo del precio de la moneda.

Parada preferida para el comercio de compra: Debajo del área de soporte más reciente. Rastro de pérdida de parada hasta 1 pico por debajo de los puntos PSAR en aumento (dinámico trailing stop loss). Objetivo preferido para el comercio de compra: Stop x 2 o mejor (por ejemplo riesgo: 30 pips, objetivo: 60 pips)

Abrir comercio corto cuando el 7EMA cruza por debajo de los 50 EMA y los 200 puntos SMA + PSAR aparecen por encima del precio de la moneda.

Parada preferida para el comercio de venta: Por encima de la zona de resistencia más reciente. Pérdida de la parada del rastro abajo 1 pip encima de puntos PSAR que caen. Preferred target for sell trade: Stop x 2 or better (for example risk: 15 pips, target: 30 pips)

PSAR Moving Average Forex Trend System. 8.3 out of 10 based on 12 ratings

Artículos Relacionados:

Trade Forex Trading

Triple Exponential Moving Average (TEMA) Forex Technical Analysis and TEMA Forex Trading Signals

Developed by Patrick Mulloy.

This indicator was originally used for technical analysis in the Stock exchange and Commodities exchange market before being used in Forex trading technical analysis.

This a trend following indicator, it was intended to lessen the lag of the original exponential moving average.

The calculation is based on three EMAs:

a single EMA

a double EMA and

a triple EMA

The three EMAs when combined produce a lesser amount of lag than any of the three EMAs.

Forex Technical Analysis and Generating Forex Trading Signals

The TEMA Forex technical indicator can be traded in the same way as the original moving averages

The most popular technical analysis method of generating trading signals is to compare the moving average line and the price action of the currency pair.

A buy signal is generated when both the price and the indicator are moving upwards while

A sell signal is generated when the price and the indicator are both moving downwards.

Crossover System

Another popular technical analysis method of TEMA is the crossover system.

The TEMA crossover system includes two or more triple exponential moving averages crossing above/below each other to generate trading signals. One indicator has fewer periods than the other. This system will also include combining it with other indicators as additional entry confirmation signals

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Configuraciones de media móvil

The percentage of major exchange listed stocks above their 20 and 50 day moving averages has fallen to levels that have been associated with bottoms in the market.

Click on the chart to enlarge it…

The middle pane of the chart is where we find the percentages.

The green line is the percentage of stocks trading above their 20 day moving averages. It is registering 14.73%.

The red line is the percentage of stocks trading above their 50 day moving averages. It is registering 19.96%.

While the chart clearly shows that these levels have been strongly associated with bottoms, I decided to run a test to be sure. The green and red arrows in the graph above show the buy and sell points, which are specified in the buy rules below.

Buy SPY at the close if:

the percentage of stocks trading above their 20 day moving averages is less than 15% AND the percentage of stocks trading above their 50 day moving averages is less than 20%.

Sell X days later. No commission or slippage included. All SPY history used.

While volatile, the results are very bullish. There are 54 occurrences of this setup, but the samples are reduced to 17 when the trade is held for the full 50 days.

Let’s roll the chart back further and examine a few more years worth of trades.

Save for the trade made in September 2008, this setup has been remarkably successful at identifying turning points.

Note the spikes in volume which occur near or on the exact same day as the buys. Scroll back up to the first chart and you’ll see that there was a spike in volume on Friday, but it was not nearly has strong as previous volume spikes. That worries me a bit. It is possible that we have not yet had enough capitulation for a bottom, but this study shows that we are likely very near to one.

The 50 day moving average is an important demarcation, but a few closes beneath it are nothing to be concerned about.

Comprar SPY en el cierre si

it has traded < 10 day beneath the 50 day simple moving average

Sell the trade at the close X days later.

No se incluyen comisiones ni anticipos. All SPY history used.

As the chart shows, there is nothing much to be worried about if SPY trades beneath the 50 day for a few days or even a couple of weeks.

The buy-n-hold results are calculated by chopping all SPY history into 50 day segments and then averaging those segments.

Wed Apr 18, 2012 11:05pm EST Comments Off on SPY Traded 75 Days Above the MA50 Before Closing Beneath It: Bullish or Bearish? 771

In all of SPY history, there have only been 8 occurrences of the ETF trading above its 50 day moving average for 75 days or longer. Once it closes beneath the 50 day moving average after trading above it for such a long stretch, is it is good time to buy?

On April 10th, SPY closed beneath its 50 day moving average after trading above it for 75 days. This type of pullback to the major moving average is a popular setup with technical analysts, but is there actually an edge to it?

Comprar SPY en el cierre si

it trades for X days above its 50 day moving average

and then closes beneath the 50 day moving average

Sell SPY at the close Y days later.

No se incluyen comisiones ni anticipos. All SPY history used.

The results for >49 days above the 50 day moving average are solidly bullish. The results for <50 days above are neutral to bearish, considering the average gain for SPY over any 50 day period is 1.54%.

Sample Size Matters:

>10 and <25 = 26 samples

>24 and <50 = 17 samples

>49 and <75 = 12 samples

>74 and <100 = 5 samples

>99 = 3 samples

While sample size for the >49 days above data sets is limited, I tend to discount this as I see it representing strong momentum, which has a proven edge.

What I like about this study is that while there is undoubtedly some overlap, the results look completely different from my recent study about a pullback from new highs .

Thu Apr 5, 2012 8:03am EST Comments Off on Any Edge to Buying SPY On a Close Above or Below the 20 Day Average? 446

Yesterday SPY closed beneath the 20 day moving average. For most of 2012, SPY has traded above this average. Is there any edge to buying SPY on a close that crosses either below or above the 20 day average?

Comprar SPY en el cierre si

the close crosses below the 20 day moving average

the close crosses above the 20 day moving average

Sell at the close X days later. No se incluyen comisiones ni anticipos. All SPY history used.

Well, the average performance does not go into the red, so that is a good thing. As for any edge, there doesn’t seem to be much benefit to buying a cross (in either direction) of SPY and its 20 day moving average.

The setup doesn’t do much of anything for a couple of months (

40 trading days).

The reverse setup (buying a cross above the 20 day moving average) under-performs buy-n-hold over the same time period.

During a strongly trending market (such as all of 2012) the 20 day average works well, keeping one long to ride the trend. However, as the market consolidates or pulls back, trading around the 20 day average just whipsaws the trading account. If one could accurately determine when a new, strong trend had started, there would likely be an edge to being long when SPY is above the 20 day moving average.

Chess has written many times about the 20 month moving average, and I have been meaning to backtest it for him for quite some time. Aquí están los resultados.

Buy $SPX at the close of the last day of the month if the monthly close is above the 2o month moving average.

Sell $SPX at the close of the last day of the month if the monthly close is below the 20 month moving average.

The first trade is made on 6.30.1960. No commissions or slippage are included.

Compound Annual Return = 6.08%

Exposure = 71.52%

Risk Adjusted Return = 8.50%

Average Profit/Loss = 17.93%

23 Trades

Winners = 65.22%

Max System % Drawdown = -33.21%

Buy and Hold of $SPX over Same Time Period

Compound Annual Return = 6.31%

Max System % Drawdown = -56.77%

Equity Curve for 20 Month Moving Average System

All charts can be enlarged by clicking on them…

Using the 20 month moving average (over the time period above) to time the S&P slightly underperformed buy and hold. However, the maximum percentage drawdown was nearly cut in half. Thus, this method might serve as a good gut check for the long-term investor, allowing him to capture similar returns as buy and hold while lowering the likelihood of a devastating drawdown.

If I use all $SPX data which starts the first trade at 9.30.29, the compound annual return drops to 4.97% and the max drawdown grows to -61.03%. The late 1930s and early 1940s were tough on this strategy as the S&P executed a slow up and down bleed which whipsawed the system.

Chart Showing the 20 Month Moving Average

The blue line is the 20 month moving average.

For the last two days, SPY has traded above the 200 day moving average and then reversed to close beneath it. Is this rejection by the bear market demarcation a bullish or bearish development?

I wouldn’t know personally, but I’ve heard that rejection sucks. If this is true, SPY bulls must be feeling down in the dumps about now. ¿Por qué? Because over the last two days, SPY has traded above the 200 day simple moving average but has been unable to close above it. This would seem to be a bearish development. Let’s test it and find out.

Buy SPY at the Close if:

Yesterday SPY traded above the MA200 but closed beneath it AND today SPY traded above the MA200 but closed beneath it.

Note that on the graph below this will be referred to as “Setup.” “Setup” does not care what happened 3 days ago, so 3 days ago SPY could have been trading above or below the MA200. I added an additional rule to be sure SPY had moved from beneath the MA200 and then was rejected by it. These rules are as follows:

Buy SPY at the Close if:

2 Days ago SPY did not trade above the MA200

Yesterday SPY traded above the MA200 but closed beneath it AND today SPY traded above the MA200 but closed beneath it.

On the graph, this more refined version of “Setup” is labeled “Only 2 Days Above.”

All SPY history was used. No se incluyen comisiones ni anticipos.

There were just enough samples of “Setup” to be generalizable, but only 9 samples of “Only 2 Days Above.”

My interpretation is that on average, when SPY is hovering near the 200 day moving average, it is bullish (reference “Setup” results).

However, when SPY moves up from beneath the MA200 and is then rejected by it twice (reference “Only 2 Days Above”), SPY has tended to consolidate near the average for approximately 3 weeks, and then begins to climb.

It looks to me like SPY is not much affected by rejection. The index has tended to regroup and has then kept on truckin’.

After such an epic run, I thought that tonight I’d fine some evidence of this run being extended, in terms of the number of stocks above their 50 and 200 day moving averages. In fact, that is not the case.

First, the markets have gone abnormal. I would not short here, with SPY well above its upper Bollinger Band (50,2). That being said, let’s look at a popular measure of market breadth, the percentage of stocks trading above their 50 and 200 day moving averages.

In order to calculate this, I used all major exchange listed stocks.

As seen in the graph, the number of stocks above the 50 day average is 75.07%. While this is high, the market has seen this level many times, and instead of a grand pullback, it has typically led to moderation or consolidation.

Instead of looking for a pullback right here, we should monitor this metric. If we see the percentage of stocks trading above their 50 day moving averages begin to fall as the market continues to rise, we might look for a pullback. At this point, consolidation seems more likely. Note though that this indicator works better at calling bottoms than tops.

The percentage of stocks trading above their 200 day moving averages is consistent with markets coming off of a bottom or a correction. If this metric can climb to 70%, which is consistent with levels reached during typical bull runs, the market will be significantly higher than where it closed today.

On October 23, 2014 by Chris Bailey

This is a trend based tool and fails in range bound markets, but it will give less experienced traders an easy entry into a trade to follow the trend. Please be advised that moving averages are lagging indicators which means they change as new data emerges, so

Indicators and tools needed:

8 Period Simple Moving Average 21 Period Simple Moving Average 55 Period Simple Moving Average

CONDITIONS TO BUY The 8 period moving average is above the 21 period moving average AND the 21 period crosses through above the 55 period moving average.

CONDITIONS TO SELL The 8 period moving average is below the 21 period moving average AND the 21 period crosses through below the 55 period moving average.

EXITING THE TRADE Option 1 – Set a risk/reward target including stop losses and take profit targets Option 2 – Exit when you receive the opposite signal Option 3 – Exit when the 8 period moving average crosses the 21 period moving average

Why These Moving Averages

I have chosen these moving averages as they are from the Fibonacci sequence. You can use the 10 25 100 method or the 13 26 50 method, but this method is one that works for me.

three moving average trading system

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Any Advice or information on this website is 'general advice only' and does not take into account your personal circumstances, please do not trade or invest based solely on this information. By viewing any material or using the information within this site you agree that this is general education material and you will not hold me responsible for loss or damages resulting from the content or general advice provided here by daxtrader. co. uk. No se está haciendo ninguna representación de que cualquier cuenta tenga o sea probable obtener ganancias o pérdidas similares a las discutidas en cualquier material en este sitio web. El desempeño pasado de cualquier sistema o metodología comercial no es necesariamente indicativo de resultados futuros.

High Risk Warning

Forex, Futures, and Options trading involves substantial risk of loss and is not suitable for all investors. Por favor, no negocie con dinero prestado o dinero que no puede permitirse perder. Cualquier opinión, noticias, investigación, análisis, precios u otra información contenida en este sitio web se proporciona como comentario general del mercado y no constituye asesoramiento de inversión. No asumiremos ninguna responsabilidad por cualquier pérdida o daño, incluyendo, sin limitación, cualquier pérdida de beneficio, que pueda surgir directa o indirectamente del uso o dependencia de dicha información. Recuerde que el desempeño anterior de cualquier sistema o metodología comercial no es necesariamente indicativo de resultados futuros.

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QUADRUPLE MOVING AVERAGE

A four or quadruple moving average system uses 4 moving averages in sets of two. One set is used as the entry and exit trigger while the other set is a trend filter. A benefit of using four moving averages over the dual or triple systems is that whipsaws will potentially be reduced. This system is mentioned and tested by Charles LeBeau and David Lucas in their book, Technical Traders Guide to Computer Analysis of the Futures Market .

Using 4 moving average lines in pairs of two, an entry occurs when the shortest moving average crosses the second shortest moving average but only in the direction that is confirmed by the 3rd and 4th moving averages. The example from LeBeau and Lucas uses a 5 day moving average, a 12 day moving average, a 20 day moving average and a 40 day moving average. From these lines, a long position would occur when the 5 day crosses above the 12 day moving average but only if the 20 day is above the 40 day moving average. A short position would occur when the 5 day crosses below the 12 day moving average but only if the 20 day is below the 40 day moving average. Alternately without using the cross, a long position can be taken as soon as the 5 day is above the 12 day and the 20 day is above the 40 day so either pair can be the trigger. The alternate short position can be taken as soon as the 5 day is below the 12 day and the 20 day is below the 40 day moving average.

Utilizando la parada, calculamos el tamaño de la posición en función de cuánto perderíamos si la posición se detuvo. We don't want to risk too much and also want to keep all of our positions equal as far as risk and price among all the markets we trade. Using the Percent Volatility calculation, we take the amount we want to risk (our capital * the percentage to be risked) and divide it by the money value of the distance from the entry to the stop. Esto nos da el tamaño de nuestra posición. An example would be a $100,000 account size and 2% risk per trade that would be a position risk of $2,000. If the distance of our entry to our stop was $13.92, we would finish the calculation with $2,000 Г· $13.92 and round down for a position size of 143 shares.

Trabajando con el cálculo del tamaño de posición usamos un múltiplo del ATR. Using an example of a $224 entry on AMZN stock and 2 * a 8 day ATR of 6.96, our stop would be $13.92 to each side of the $224 entry price. A long position would be stopped out if the price dropped to $210.08 and a short position would be stopped out if the price rose to $237.92.

The simple exit is when the shortest moving average crosses back over the 2nd shortest moving average to the opposite side of the entry. Continuing with the 5/12/20/40 parameters, a long position would exit when the 5 day crosses below the 12 day moving average. A short position would exit when the 5 day crosses above the 12 day moving average.

With 4 moving averages there are many variables to test and find the combination that best works for you. Another way to try this system is to test the differences between simple moving averages, exponential moving averages, weighted moving averages, and displaced moving averages.

More information about this system and some testing by Charles LeBeau and David Lucas can be found in their book, Technical Traders Guide to Computer Analysis of the Futures Market .

USTED ASUME TODO EL RIESGO ASOCIADO CON LAS DECISIONES DE INVERSIÓN HECHAS SOBRE LA BASE DE LA INFORMACIÓN CONTENIDA EN ESTE SITIO WEB. EL COMERCIO ES ESPECULATIVO EN NATURALEZA Y NO APROPIADO PARA TODOS LOS INVERSORES. LOS INVERSORES DEBEN SOLAMENTE USAR EL CAPITAL DE RIESGO QUE SE PREPARAN PARA PÉRDIDAS COMO SI EXISTE SIEMPRE EL RIESGO DE PÉRDIDA SUBSTANCIAL. LOS INVERSORES DEBEN EXAMINAR COMPLETAMENTE SU PROPIA SITUACIÓN FINANCIERA PERSONAL ANTES DE COMERCIO. LOS SISTEMAS EN ESTE SITIO SON EJEMPLOS EDUCATIVOS Y NO SON RECOMENDACIONES PARA COMPRAR O VENDER. PAST PERFORMANCE DOES NOT GUARANTEE FUTURE RESULTS.

This Expert Advisor in. mq4 format has fully commented code to let you test, customize, and automate a four moving average (MA) trading system in MetaTrader 4. Using four moving averages to confirm direction, entries occur when the fastest MA is outside the 2nd fastest MA, the 2nd fastest MA is outside the 2nd slowest MA, and the 2nd slowest MA is outside of the slowest MA. Exits occur when the fastest MA crosses back over the 2nd fastest MA.

Un ejemplo visual rápido para mostrar las áreas aproximadas de entrada y salida (flechas agregadas manualmente): Nota: Los valores de entrada predeterminados no están optimizados. Demo la EA de forma gratuita o comprar una versión compilada (no código completo) en el mercado de MQL. Ajuste las entradas para encontrar la combinación optimizada para su tolerancia al riesgo y para maximizar la rentabilidad. Trend Following systems are designed around long term probabilities. Aunque los sistemas Trend Following tienen tasas de ganancias más bajas, la rentabilidad proviene de grandes tendencias, ya que Trend Following reduce las pérdidas y permite que los ganadores corran. Prueba en una cartera de símbolos como beneficios de los símbolos de tendencias compensará las pequeñas pérdidas y proporcionará ganancias cuando otros símbolos no tendan.

Shortest_MA - Set the timeframe of the shortest (least bars/candles) moving average. Example: For the 5/12/20/40 setup, enter 5 to this input to use the 5 bar moving average.

Short_Mid_MA - Set the timeframe of the shorter (less bars/candles) moving average that is more bars than the shortest but less bars than the Long_Mid_MA variable. Example: For the 5/12/20/40 setup, enter 12 to this input to use the 12 bar moving average.

Long_Mid_MA - Set the timeframe of the longer (more bars/candles) moving average that is less bars than the longest but more bars than the Short_Mid_MA variable. Example: For the 5/12/20/40 setup, enter 20 to this input to use the 20 bar moving average.

Longest_MA - Set the timeframe of the longest (most bars/candles) moving average. Example: For the 5/12/20/40 setup, enter 40 to this input to use the 40 bar moving average.

Porcentaje de Riesgo - El porcentaje de riesgo por posición si el stop es alcanzado. Example: If you want 2% of your equity to be risked per position, enter 2 to this input.

Períodos de ATR - Períodos a utilizar para calcular la gama verdadera media. Example: If you want a 14 day ATR, enter 14. 10 day ATR, enter 10.

Stop Range ATR - Multiples of ATR to use for calculating the stop. Example: If you want your stop to be set at 2* ATR from the price, enter 2 to this input.

Max Units - Número máximo de posiciones a tener a la vez. Ejemplo: Si sólo desea una pirámide en 5 posiciones, introduzca 5 en esta entrada. Si no desea posiciones de pirámide, ingrese 1 en esta entrada.

ATR between Pyramids - Multiples of ATR to use for calculating when to add the next position through pyramiding. Example: Set this to 1.5 and the next pyramid position would be added when the price reaches your entry plus ( 1.5 * ATR ) for long positions or entry minus ( 1.5 * ATR ) for short positions.

Slippage - Amount of allowable slippage when entering position.

Porcentaje de reducción - Ingrese un monto por el cual reducir su capital para el cálculo del tamaño de posición. Example: If you are in a drawdown period you can enter 20 to this input and the position size will be 20% less than without the reduction. The calculation would treat your equity as 80% of what it really is to lower your risk.

Comercio en cualquier par y en cualquier marco de tiempo. Coloque el asesor experto en un gráfico y se utilizará el par de divisas y el período de tiempo de la carta. Choppy and sideways markets will cause more whipsaws while markets that trend will produce more profitable trades.

Long positions are entered when the fastest/shortest MA is above the 2nd fastest/shortest MA, the 2nd fastest/shortest MA is above the 2nd slowest/longest MA, and the 2nd slowest/longest MA is above the slowest/longest MA. Short positions are entered when the fastest/shortest MA is below the 2nd fastest/shortest MA, the 2nd fastest/shortest MA is below the 2nd slowest/longest MA, and the 2nd slowest/longest MA is below the slowest/longest MA. Both long and short use the closed MA of the previous bar. If you set the Max Unit variable above 1, additional entries will occur and pyramid in ATR increments specified by the ATR between Pyramids variable.

Este asesor experto utiliza el tamaño de la posición Volatilidad porcentual. Verify the tick value, minimum and maximum lot sizes, size of lot increments, etc to confirm each position will not exceed your set risk percentage. Utilizando el nivel de parada, si la posición se detiene, el tamaño de la posición se calcula para perder sólo la cantidad arriesgada a través de la variable de porcentaje de riesgo. El cálculo calcula cuántos dólares están en riesgo, cuántos pips están en la distancia desde la entrada hasta la parada y el valor de esa distancia.

La parada se ajusta utilizando múltiplos del ATR. Basar la parada en el ATR permite que la parada se sitúe fuera del rango de precio normal y tenga en cuenta la volatilidad. If you choose 2 times the 14 day ATR, the stop on long positions would happen if the price touches or goes below the entry price minus ( 2 * ATR ). The stop on short positions would occur if the price touches or goes above the entry price plus ( 2 * ATR ). La parada se ajusta cuando se introduce la posición. La parada de cuentas de las lagunas en el precio y no se establece como una orden pendiente. Una posición sólo se detiene si el precio alcanza o supera el nivel de parada. Si utiliza la opción de pirámide, la parada cambiará para estar en línea con el precio de entrada más reciente cuando se agregue una nueva posición.

Positions are closed when the fastest MA closes across the 2nd fastest MA or in other words, the fastest MA crosses the 2nd fastest MA. Using the 5/12/20/40 example, long positions exit when the 5 bar MA closes below the 12 bar MA and short positions exit when the 5 bar MA closes above the 12 bar MA. The exit uses the closed MA of the previous bar.

Once you complete checkout through Paypal, you'll receive an automated email with the download link. The email will go to the email address that's on file with Paypal - make sure Paypal has your current and correct email address. El enlace de descarga estará activo durante 24 horas. Por favor, descargue tan pronto como obtenga el enlace. The expert advisor comes as the MQL4 code so you will have to save it in the correct folder, read through the notes in the code and compile it. After compiling it, start testing and finding your profitable variables. Utilice la página de sugerencias de instalación para obtener el archivo guardado y compilado para que pueda iniciar las pruebas hoy.

USTED ASUME TODO EL RIESGO ASOCIADO CON LAS DECISIONES DE INVERSIÓN HECHAS SOBRE LA BASE DE LA INFORMACIÓN CONTENIDA EN ESTE SITIO WEB. EL COMERCIO ES ESPECULATIVO EN NATURALEZA Y NO APROPIADO PARA TODOS LOS INVERSORES. LOS INVERSORES DEBEN SOLAMENTE USAR EL CAPITAL DE RIESGO QUE SE PREPARAN PARA PÉRDIDAS COMO SI EXISTE SIEMPRE EL RIESGO DE PÉRDIDA SUBSTANCIAL. LOS INVERSORES DEBEN EXAMINAR COMPLETAMENTE SU PROPIA SITUACIÓN FINANCIERA PERSONAL ANTES DE COMERCIO. LOS CONSEJEROS DE EXPERTOS EN ESTE SITIO SON PARA AYUDARLE A PROGRAMAR UN CONSEJERO DE EXPERTOS CON EL CÓDIGO DEL SISTEMA DE TRABAJO Y LE AYUDA A AUTOMAR SU TRADING. DEBIDO AL NÚMERO VARIOS DE VARIABLES, LOS CONSEJEROS DE EXPERTOS NO ESTÁN GARANTIZADOS PARA SER RENTABLES ASÍ QUE HAGA SU PROPIA PRUEBA Y ENTENDA SUS RIESGOS. PAST PERFORMANCE DOES NOT GUARANTEE FUTURE RESULTS.

Double Moving Average Bounce

The double moving average bounce trading system is a variation of the original moving average bounce trading system. The variation still uses a short term timeframe (such as a five minute chart), but now uses two exponential moving averages. The second exponential moving average is used as a filter for the direction of the trade, so that the trading system only includes trades in the longer term direction of the market.

As with the original moving average bounce, the default settings use a 1 to 5 minute bar chart. but use two shorter exponential moving averages, instead of one longer average. Both exponential moving averages are based upon the typical price (HLC average), with the longer average being a 20 to 30 bar average, and the shorter average being a 10 to 20 bar average. Both the chart timeframe, and the exponential moving average lengths, should be adjusted to suit different markets.

The tutorial steps show the EUR futures market. but exactly the same steps should be used on whichever markets you are trading with this trading system. The trade shown in the tutorial is a short trade, using 1 contract, with a target of 50 ticks, and a stop loss of 20 ticks.

Enter the trade when the high (or low) of the first price bar that fails to make a new low (or high) is broken. The following are the requirements for both long and short entries :

Price bar touches the long moving average

Subsequent price bar fails to make a new low

Subsequent price bar breaks the high of the previous price bar

Price bar touches the long moving average

Subsequent price bar fails to make a new high

Subsequent price bar breaks the low of the previous price bar

In the example trade, the bar that failed to make a new high is shown in white, and the short entry is shown by the yellow arrow. The entry is at 1.5790, with a target of 1.5740, and a stop loss of 1.5810.

By Adam Milton. Day Trading Expert

Wait for either the target or stop loss orders to be filled, which will happen when the price trades at either the target or stop loss prices. Like the original moving average bounce, the double moving average bounce trade can take anywhere from a few minutes to a couple of hours to reach either the target or stop loss. The trade does not use any target or stop loss adjustments (except perhaps moving the stop loss to break even at a suitable time).

In the example trade, the target (1.5740) is shown by the green horizontal line, and the stop loss (1.5810) is not shown because it is not visible on the chart. The example trade easily filled the 50 tick target, and actually went 133 ticks into profit before any type of exit signal occurred.

By Adam Milton. Day Trading Expert

The double moving average bounce variation removes many trades that might have occurred when the market is ranging back and forth over the moving averages, because it requires both a moving average pattern and a price pattern before a trade can be entered.

As with any trading system, the chart settings (time frame, moving average lengths), and the trade settings (target and stop loss), should be modified to suit the market being traded and your trading style.

If you have any questions about the moving average bounce trading system, or would like to see additional charts of example trades, leave a comment in the blog. and I will be glad to provide additional information.

Taking a moving average is a smoothing process

An alternative way to summarize the past data is to compute the mean of successive smaller sets of numbers of past data as follows. Recall the set of numbers 9, 8, 9, 12, 9, 12, 11, 7, 13, 9, 11, 10 which were the dollar amount of 12 suppliers selected at random. Let us set \(M\), the size of the "smaller set" equal to 3. Then the average of the first 3 numbers is: (9 + 8 + 9) / 3 = 8.667. This is called "smoothing" (i. e. some form of averaging). Este proceso de suavizado se continúa avanzando un período y calculando el siguiente promedio de tres números, dejando caer el primer número.

Moving average example

The next table summarizes the process, which is referred to as Moving Averaging . The general expression for the moving average is $$ M_t = \frac + \cdots + X_ > \. $$

Results of Moving Average

Moving Average Crossover – Price moving Across the Moving Average

The most basic type of crossover is when the price of The Market moves from one side of a moving average to another. When price closes below the moving average, this may suggest the start of a downtrend (within your trading horizon) and a trigger to sell may occur. When price closes above the moving average, this may suggest the start of a up trend (again, within your trading horizon) and a trigger to buy may occur.

Your chosen time frame depends on your trading style and the system you employ. For instance, if you're a position trader where you plan to stay in a trade over a few months then you may execute trades from a daily chart using a 50-period moving average. In our Lennar Daily Chart example below we can see that when price crosses above the 50-day simple moving average a buy signal is produced.

This is a simplistic view for now and further on in this notepad we'll discover how to utilise further T. A in your system as well as looking at setting targets for our trades. However, a simple sell trigger may occur when price crosses back below the 50-day SMA sometime in the future (not shown in this example).

In our above eg. we're looking at a daily chart (where each candle represents a days price action), but the same trigger will apply if we have a trading horizon of only a few hours (i. e.a day trader). Simply adjust your chart to your preferred time frame. It should also be noted that this moving average system should only be used as part of a trend trading system, as it can cause whipsaw in ranging markets. Es decir. where a markets price heads in one direction, but then is followed quickly by a movement in the opposite direction.

The Double Moving Average Crossover.

Another kind of crossover is when we plot 2 moving averages on a chart – a shorter moving average and a longer one. In general longer day moving averages (50, 100, 200) are better indicators for longer-term momentum and short-term moving averages (5, 10, 20) indicate more immediate momentum moves. We can see the affect of shorter-term and longer-term indicators in the section below – Moving Average Sensitivity.

This strategy highlights buy and sell positions when 2 differing moving averages cross over, again indicating a momentum change. These crossovers are popular with traders because they take the emotion out of trading decisions. When the shorter moving average crosses above the longer one we might place a buy order and when the longer moving average crosses above the shorter-term one we might place a sell order or go short.

In our chart below we have a 5-day and 10-day moving average charted on a EURUSD daily chart. Buy signals occur when the 5-day crosses above the 10-day and sell signals arise when the 10-day crosses above the 5-day. Traders will use this info with other indicators to form their trading strategies. You can see the 2 areas of false signals - whipsaw. This is when the price moves in one direction then quickly changes in the opposite direction. Traders may have incurred losses here, but you can see 3 good runs of profit highlighted by the green arrows. Adding additional levels of moving average can reduce false signals.

EUR/USD - Double Moving Average Crossover

Trading The Double Moving Average Crossover.

So what period MA's should you use? Again, it depends on your trading time frame. A swing trader (in the market for 3 to 5 days) may want to use a 5 and 8 day MA combination, while an investor willing to hold shares for a few years may use a 100 and 200-day MA combo along with other indicators. A simple MA crossover strategy may buy or sell on a crossover with a stop/loss placed either (i) above or below the closing high or low of the previous day (depending on whether the trade is long or short), or (ii) at tactical support and resistance levels using historical levels, Fibonacci or trend lines. Risk/reward will also be thought of in any strategy (you don't want it too low - 2:1 or 3:1 is good). This strategy will be used in a trending market. We'll talk Risk/Reward, Fibonacci etc. in later modules

Triple Moving Average Crossover

We can gauge the weight of a trend & determine changing momentum by charting additional levels of moving average. This can add another degree of robustness to our trading signals – The triple moving average can be measured with any moving average range combination depending on the time frame you want to look at. P. ej. a 5, 10 and 20-day combination. For example, when the 5-day crosses above the other two this is our buy signal, or when the 5-day crosses below the other two we should sell. To further reduce the number of false signals, traders may also wait on the 10-day to cross the 20-day. This acts as an added confirmation to momentum changes, but may mean traders miss the momentum trade, or see it late.

In the chart below we have a 50, 100 and 200-day EMA. When the 50 crosses below the 100-day EMA this may trigger a sell signal if we're using a double MA crossover system. In hindsight this is a good trade as the price continues downwards for a long period. However, we're using a triple moving MA crossover here. If our system was to wait for the 50-day to cross both the 100 and 200-day EMA to set a trigger (blue arrow), even though the long-term trend was downwards, we would probably have been stopped out as price shot up prior to falling. This obviously depends on where our stop loss would have been.

If our system was to wait for the short term MA and the medium term MA to both cross the long term MA, thus a double confirmation of momentum change, then our entry point would have been triggered at the blue line. A nice little down trend would have been caught prior to a ranging period.

Triple Moving Average Crossover

The Triple Crossover is one of the best indicators of trend momentum changes. However it is less responsive to initial trend changes than the single or double crossover methods – and that’s the traders dilemma. A faster trade at the start of a trend with the likelihood of a false trade signal greatly increased, or a slower reaction missing out on some profits, but with added confirmation and fewer false signals. We can see this at work in the above chart and as we explained in the previous two paragraphs.

Moving average Ribbons

Adding even more moving averages confirms the changing trend even more, but is less responsive to the initial change as we have to wait for the shortest-term moving average to cross the longest one. This is called The Moving Average Ribbon. As in the below chart of The Mini S&P, we place many moving averages on our chart to indicate a strong trend. A trend is said to be strong when all the moving averages are pointing in the same direction. You can see that the shorter term moving averages (in yellow) start to dip below the longer-term ones in red. A trade when the shortest moving average crossed the 2nd shortest (at point 1) may have been profitable, however the ribbon sequence didn’t complete. In the chart I've highlighted the completion of the ribbon sequence and confirmation of a strong trend, establishing good trading points – trend confirmation is stronger using ribbon MA's.

The shorter the time periods in the ribbon, the more sensitive the average is to price changes. To determine long-term trend changes a ribbon between 50 and 200 is commonly used, sometimes in 10-day increments. As ever, more technical analysis is generally required prior to trading. Using Volume & Oscillators will help confirm changes in momentum. Stop/loss positions can be set by a percentage system, trend lines or historical levels etc. and we can set a trailing stop to lock in profits. Money management is key and we'll dedicate a whole module to this later.

Mini S&P - Moving Average Ribbon

Moving Average Sensitivity

As we discussed in the Double Moving Average Crossover section above, the time period of the moving averages determine the sensitivity of momentum changes. So, in general shorter-term moving averages are useful to gauge shorter-term price movements and vice-versa for longer-term moving averages. The shorter-term moving average crossovers will also indicate more buy and sell signals. We can see this clearly on the chart below of The Nikkei. Here we’ve plotted a 5, 10, 20-day EMA against a 50, 100, 200-day EMA and by using triple MA Crossover as an indicator we can see our buy signals and sell signals. A short-term trader would be looking at many signals, while a trader looking for a long-term trend would be confronted with only one buy signal. Both traders would be in winning positions, depending on the stop/loss situation and their individual trading strategy.

Nikkei 225 - Moving Average and Sensitivity

Moving averages are great for spotting trend, identifying areas of support and resistance, using as stop/loss positions, identifying changes in trend & price momentum and establishing trading trigger points. Many trend following trading strategies will have moving averages at their heart.

We can set the indicators price action sensitivity. The sensitivity of the indicator to price action determines how quickly the trader enters the move and how accurate these trading signals are. If the indicator is set to low sensitivity then you generate less false signals, but you may see the move too late, or not see it at all. With high sensitivity you are more likely to catch the move into the trade, but you may generate false trading signals. For instance a swing trader (trading with a horizon of 4 to 5 days) may set the MA's to 3 & 10 once they've drill down to an hourly chart from a daily chart. Reducing the parameters of the moving averages will increase the sensitivity and highlight more signals - good and bad. Good charting software will allow the parameters to be changed.

Technical analysis is not an exact science and although these indicators can increase the probability of making the correct trade, many will go against you and large losses can be incurred. Your own trading strategy needs to be formed and hopefully you'll be on your way to achieving this on completion of this course.

Trading is risky and a large proportion of people who try trading lose money. This Notepad is not designed as a place for recommendations, advice or how you should trade. It is general trading education which can be found in many books on technical analysis - it's a general framework that I have built up and recorded over the years through my learning. It is up to traders to come up with their own strategies and decide what works best for them and to seek advice from a registered financial adviser which I am not.

No negocie con dinero que no puede permitirse perder. This is neither a solicitation nor an offer to Buy/Sell financial securities. No se está haciendo ninguna representación de que cualquier cuenta tenga o sea probable obtener ganancias o pérdidas similares a las discutidas en este sitio web. El desempeño pasado de cualquier sistema o metodología comercial no es necesariamente indicativo de resultados futuros.

All information on this website or any ebook or video purchased from this website is for educational purposes only and is not intended to provide financial advice. Any statement about profits or income, expressed or implied, does not represent a guarantee. Su comercio real puede dar lugar a pérdidas, ya que no se garantiza el sistema de comercio. You accept full responsibilities for your actions, trades, profit or loss, and agree to hold this web site and those who contribute to it harmless in any and all ways.

Simple Trading System Performance

Moving Average Cross-Over Systems

One of the simplest possible systems for following trends is to buy when a stock's price crosses above one of its moving averages and sell when its price crosses below that moving average. That will allow participation in a major trend, but at the cost of many small losses if a stock's price meanders above and below its moving average without really getting anywhere.

The results below show the results of pursuing this trading strategy for 1,000 days of the stocks in the SP100 as of March 2002 (the same data used above will be used in all of these tests).

System 1: Buy if price crosses above the 50 day MA, Sell if price crosses below the 50 day MA

System 2: Buy if stock crosses above 200 day MA, Sell if stock crosses below 200 day MA

Neither of those systems is profitable, and we submit that performance would not be improved drastically by choosing another MA length and/or type. Their risk is limited, but so is their gain. Once transaction costs of even 1% are taken into account, their gain is negative. This system is marked by many small losing trades and relatively few and large winning trades. Also, note that the average trade length is relatively short. These small "whipsaw" losses almost exactly offset the winners.

Many authors have suggested ways to reduce these whipsaw losses (e. g. Kaufman 1995). The problem is that the solutions usually involve an offset from the gains that equals the value of the losses so avoided (as would be expected if stock prices follow a random walk). One type of filter is a percentage penetration filter. Consider the following system with a three percent filter.

System 3: Buy if price crosses above 1.03*MA50, Sell if price crosses below 0.97*MA50.

Another type of filter is a time filter, say, wait for three continuous closing prices above the moving average before buying, as in the system below.

System 4: Buy if price crosses above MA50 and remains above for three consecutive days, Sell if price crosses below MA50 and remains below for three consecutive days.

Neither of these filters improve performance enough to make the systems useful. However, it is a robust finding of ours that the delay filters are generally better than the percent penetration filters, once adjusting for differences in risk.

Contents: A View on Technical Indicators and Trading Systems

Moving Average Forecasting

Moving average forecasting models are powerful tools that help managers in making educated forecasting decisions. A moving average is mainly used to forecast short historical range data. This tool along with other forecasting tools is now computerized such as in Excel, which makes it easy to use . With regard to moving average forecasting, read the following task.

Obtain the daily price data over the past five years for three different stocks. Data can be obtained from the Internet by using the following keywords: stock price data, return data, company data, and stock returns.

Create trend-moving averages with the following values form: 10, 100, and 200. Graph the data with Excel.

Create centered-moving averages with the following values form: 10, 100, and 200. Graph the data with Excel.

How do the moving averages for the same values of m compare between a trend-moving average and a centered-moving average?

Explain how these moving averages can assist a stock analyst in determining the stocks’ price direction. Provide a detailed explanation with justifications.

Submit your answers in an eight - to ten-page Word document and in an Excel sheet.

On a separate page, cite all sources using the APA guidelines.

Detailed Solution (Text & EXCEL), A+ Grade Guaranteed

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xxxxx different xxxxxxx namely xxxxxx xxxxxx and Microsoft were chosen for xxxx forecast analysis and the daily xxxxxxx prices xx these xxxxxx over x xxxxxx xxxxxxxxxx of the xxxx five xxxxx (1st xxxxxxxx’2008 to xxxx November xxxxx were obtained.

xxx moving average xxxxxxxx xxxxxxxxxxx xxxxxx trend-average xxxxxxxx xxx centred-moving xxxxxxx forecast were xxxx xx analyze the xxxxx

xxxxxxxxxxxx xxxxxxx Forecasts:

xxx xxxxxxxxxxxx average xxxxxxxxx were xxxxxxxxx in xxxxxx

xxxxxxx xxxxx xx the EXCEL attachment xxx xxx xxxx xxx forecasts]

The following graph shows x 10-period, a 100-period and x xxxxxxxxxx xxxxxxxxxxxx average xxxxxxxx xxx closing xxxxx xx xxxxx xxxxxx

xxx xxxxxxxxx xxxxx shows x 10-period, a 100-period xxx x xxxxxxxxxx xxxxxxxxxxxx average forecast for closing price xx Google xxxxxx

xxx following graph shows x 10-period, x xxxxxxxxxx xxx a xxxxxxxxxx xxxxxxxxxxxx xxxxxxx forecast xxx closing price xx xxxxxxxxx stock:

xxxxxxxxxxxxxx xxxxxxx Forecasts:

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Moving Average Forecasting / 100% correct answers / Word-doc and excel / A+

body preview (9 words)

xxxxxx xxxxxxx xxxxxxxxxxx / xxxx xxxxxxx answers / Word-doc xxx xxxxx / xx

file1.doc preview (231 words)

Obtain xxxxx price data xxxx the past five years for three different xxxxxxx Data xxx xx xxxxxxxx xxxx the xxxxxxxx by using xxx following xxxxxxxxx xxxxx price data, xxxxxx data, company data, and stock returns.

xxx xxxx xx obtained xxxx xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx xxxxx historical data xxxx xxx xxxxx companies. xxx xxxxxxx xxx xxx last company xxx xxxxx prices are given for xxxxxxx UTi Worldwide xxxx (UTIW) xxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxxx&xxxx&xxx&c=2006&xxxx&xxx&xxxxxx&g=d

xxxxxx trend-moving xxxxxxxx xxxx xxx xxxxxxxxx values xxx xx 10, xxxx and 200. xxxxx xxx data xxxx xxxxxxxxx xxxxxx

Create centered-moving xxxxxxxx xxxx the following xxxxxx for xx 10, 100, xxx 200. Graph xxx xxxx with xxxxxxxxx Excel.

How do xxx moving xxxxxxxx xxx xxx xxxx xxxxxx xx x xxxxxxx between x trend-moving xxxxxxx xxx a centered-moving average?

From the xxxxx xxxxxx xxx xxxxx xxxxxxxxxxxx xx can see xxxx the xxxxx xxxxxx average xx

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Moving Averages: Trading Patterns

By David Landry

In this third and final installment on moving averages, we will look at more specific trading methods that seek to capitalize on their inherent features.

Running Cup & Encargarse de

The cup-and-handle (1) is typically a major reversal pattern that often precedes large rallies. It is formed when a stock sells off, bottoms, and then begins to rally, creating a "cup." After the rally, the stock drifts lower, forming the "handle" of the pattern. According to William O'Neil, who popularized the pattern, the best cup-and-handle candidates are stocks that already have staged a strong rally.

One way to measure the "strong rally" would be to use the 50-day moving average. As long as a stock remains above the 50-day moving average, it can be considered to be in an intermediate-term uptrend. Therefore, cup-and-handles that formed at or above the 50-day moving average are dubbed "running" as the market continues to "run" while the pattern is formed. The theory is that it combines a bottoming/correction formation with trend -- the best of both worlds.

Chart 1: Running Cup and Handle. Notice the cup forms at and above the 50-day moving average. Source: The Tradehard Guide to Conquering the Markets.

Expansion Pivots

As mentioned above and in previous articles, the 50-day simple moving average provides a point of reference for many institutions and large traders. Jeff Cooper has observed that "a stock will trade around its 50-day moving average for a period of time, and then without warning explode either to the upside or downside. This explosion often follows through for at least a few days. "(2). His strategy looks for a wide-range day that occurs in a stock that is trading at its 50-day moving average and then seeks to enter a position in the direction of that expansion.

Chart 2: Expansion Pivots. This set-up looks to enter on follow-through after wide-range movements at the 50-day moving average.

Holy Grail

In Street Smarts, Connors and Raschke showed that strongly-trending markets often retrace to the moving average before re-asserting themselves. If you think about it, this makes sense as markets often thrust/correct and then thrust again -- similar to the pullback pattern. Essentially the set-up looks for a strongly-trending market as measured by high ADX followed by a retracement to the 20-period exponential moving average. They jokingly dubbed this pattern the "Holy Grail".

Chart 3: The Holy Grail. The pattern seeks to capitalize on a resumption of a strong trend as measured by a high ADX reading after retracements to the moving average.

Daylight Breakouts

Often, markets will trade around the moving average. They will have a slight rally (or selloff) and then return to the moving average. This is known as reversion to the mean (average) and has been discussed in previous articles. On occasion, the market will break free and begin to trend away from the moving average. While looking for a long-term trend-following system for the commodities markets, I notice that these trends or breakouts from the moving averages are often preceded by a period of at least two days, where the lows (for uptrends) or highs (for downtrends) fail to touch the moving average. This "gap" above and below the moving average was dubbed "daylight" by a fellow trader as you could see "daylight" in-between the price bar and the moving average. The original system, The 2/20-Day EMA Breakout System(3), used a 20-day exponential moving average and is described below in figure 1. Once the entry qualifications were met, a buy entry was placed above the two-bar high. Short sales are reversed. Setups for the pattern are shown in Chart 6, February 2000 Gold Comex.

Figure 1: The 2/20 EMA set-up. Source: Technical Analysis of Stocks and Commodities, December 1996 Issue.

Chart 4: February Comex Gold. Notice the 2/20 EMA Breakouts (or "Daylight" Breakouts) requires the market to trade above the two-bar high of the set-up for longs and below the two-bar low for shorts. If the market fails to pass these points then there is no trade.

Like most trend-following systems, Daylight Breakouts are prone to large drawdowns (losses to equity) when traded on a purely mechanical basis as markets only trend about 30% of the time. However, when used on a discretionary basis, combined with money management and/or additional technical indicators (i. e. a strong underlying trend) it can be a useful tool. Also, you might consider varying the lengths (and types) of moving averages used depending on your trading style. For instance, short-term traders may consider using a 10-period moving average whereas longer term traders may consider a 50-period moving average or longer.

Conclusion and Series Summary

In the first part of the series we defined the different types of moving averages. These included the simple, weighted and exponential moving averages. These different types of averages essentially behaved the same except in strong trends and breakouts when the weighted and exponential moving averages tended to "catch up" faster to current prices. In Part II, we looked at the characteristics of moving averages such as reversion-to-the-mean and the drop-off effect. We also looked at general uses which included support/resistance or reference points and using the slope of the moving average to measure trend. Finally, we showed more specific set-ups which seek to capitalize on these features.

So which moving average or set-up is best? It all boils down to personal preference and trading style. I encourage you to study the different types of moving averages and the above set-ups. Modify them to your liking or create your own methods.

A Commodity Trading Advisor (CTA), Mr. Landry is principal of Sentive Trading, a money management firm, and a principal of Harvest Capital Management, a hedge fund. Mr. Landry has authored a number of trading systems, including the 2/20 EMA Breakout System and the Volatility Explosion Method. His research has been referenced in several books such as Connors On Advanced Trading Strategies and Beginners Guide to Computerized Trading. More Insightful Articles at Trading Markets. com

Re: Do moving average trading systems work?

¿Funcionan los sistemas de negociación de media móvil?

Short answer - absolutely no way, as others have said, they are too laggy, can give too many vague signals and in ranging markets they will give any money you make back to the market. They can work better on daily charts, but then so does S&R + trendlines.

If however you use them in a non standard way in conjunction with other methods they can work: Triple MA strats are slightly better than dual MA strats - not by much though. Pueden dar entradas razonables, pero las salidas son generalmente muy pobres.

Different ways of using them could be:

1/ After 2/3 losses switch to S&R (or stick to S&R in the first place. )

2/ Take the MA entry and use a trendline break as exit or fixed target price (again you may be better off just using trendline breaks in the first place. )

3/ Reverse the signal - when ma cross says short go long - with certain severely laggy MA setups this can work surprisingly well in ranging markets, which as Paz said, is the majority of the time.

4 / Puede ser una razón para el comercio dentro de una estrategia automatizada - de nuevo mejor utilizado de una manera no estándar.

Basically in a nutshell - all indicators are absolute crap when used in the standard way they were intended to be used. Used in a non standard way, indicators can have their uses - its up to you to experiment TBH though, you would be far better off just using support and resistance and trendlines. Eso es a menos que tenga una razón específica para querer utilizar MA de una manera inusual, como parte de una alerta / estrategia de automatización.

Moving Average Crossover

We took the classic moving average crossover algorithm and mixed it with the most popular trading features.

Essentially, it's a universal Moving Average Crossover strategy. While the core idea remains the same, you may turn additional features on and build your custom Moving Average trading system.

For example, use separate fast and slow averages, add AutoTrail functionality, define Daily targets, or even invert the signals. The strategy has built-in MA indicators, so you don't have to add them separately to the chart. Of course, you can hide them at any moment.

Moving Average Crossover is a perfect multipurpose strategy: back-test your trading ideas, optimize the strategy parameters, or trade live account - the strategy fits all these roles.

Works on any market and any bar type.

Features overview

Various MA types . DEMA, SMA, EMA, HMA, TEMA, TMA, VWMA, WMA, ZLEMA.

Separate fast and slow MA . The fast MA can be EMA(7) and the slow MA can be SMA(28).

Profit target and stop loss . Set brackets for individual trades.

Daily profit target and stop loss. Once one of those limits is reached the strategy stops trading until the next trading session.

Auto trailing stop . An option to have an auto trailing stop with custom profit trigger, stop loss and frequency.

Working hours . Set the time period when the strategy should be active, it will not trade outside of this period.

Invert signals . Enter long when signal is short and vice versa. Why not to experiment?

Limit or Market entry orders . Control the slippage and use Limit orders for entries or always enter a position with Market order

And more: Bid/Ask filter, custom colors, show/hide MA indicators from chart etc.

Complete parameter list

StartTime and EndTime . Time when the strategy will submit the orders. Once it gets to EndTime it cancels the working orders and closes all positions. Example: 9:30 and 15:20 or 18:45 and 10:30 (for overnight sessions).

FastMAType and SlowMAType . MA types for fast and slow moving averages. Example: EMA and SMA.

FastMAPeriod and SlowMAPeriod . MA periods for fast and slow moving averages. Example: 7 and 28.

MaximumDailyProfit and MaximumDailyLoss . Daily limits, if the strategy reaches one of them it will not trade until the next trading session. Set to zero to disable the feature.

MaxBidAskSpread . Sometimes it's not desirable to enter a position when the spread is too big. This parameter helps you to avoid the trades when Bid Ask Spread is greater than this number, in ticks. Set to 0 to disable the feature.

EntryOrderType . Set entry order type to Limit or Market. Let us know if you need other types :)

LimitPriceOffset . Add the specified number of ticks to entry price. Has no effect on market orders.

LimitOrderExpirationPeriod . A limit order can work for a long time without filling so there must be a way to cancel too old orders. Set this parameter to 5 to cancel an entry if it's not filled after 5 bars. Has no effect on market orders.

TradingDirection . Trade only long, only short, or both.

ProfitTarget and StopLoss . OCO brackets for entry. For example, set it to 10 and 20 to have 10-ticks profit target and 20-tick stop loss attached to each entry. Set to 0 to disable the feature.

AutoTrailProfitTrigger . AutoTrailStopLoss . and AutoTrailFrequency . These define trailing stop. It works the same way as a standard NinjaTrader AutoTrail Stop. A trailing stop ( AutoTrailStopLoss ticks below the Bid/Ask) will be submitted once the position profit reaches AutoTrailProfitTrigger . Then, every time the profit gets increased by the next AutoTrailFrequency ticks, the trailing stop loss gets updated. To disable the feature set AutoTrailStopLoss to 0.

ShowMAOnChart . Set to False to hide the fast and slow moving average indicators from chart.

MinCrossThreshold . Entries are submitted when the fast MA crosses above/below the slow MA by at least X ticks.

NoReversals . When True, the strategy will not revert positions. Instead, it will wait until they are exited by profit target, stop loss, trailing stop or Exit On Close.

InvertSignals . When True, crossover signals will be inverted, i. e. a long signal would cause a short entry while short signal would cause a long entry.

Cómo utilizar

The strategy is ready to work out-of-the-box on any market or time frame. You can enable additional options if needed. Don't be overwhelmed by the number of parameters: you can set most of them to zero to deactivate the features behind them.

Below is an example on how to use our Moving Average Crossover strategy.

Example: Classic Moving Average Crossover

A classic way tells us to buy when the fast MA crosses above the slow MA and sell when the fast MA crosses the slow MA below. If we are in position, the position gets reverted. Tweak the following parameters if you'd like and leave the others default:

Set the desired FastMAPeriod and SlowMAPeriod

Set the desired MaximumDailyProfit and MaximumDailyLoss . for example, both equal to 250.

Set the desired MinCrossThreshold . For example, if you set it to 5 then the entries will be triggered only when the fast MA crosses above/below the slow MA by at least 5 ticks.

You can now back-test the strategy, optimize it, run it on demo or real account. Of course, feel free to set you favourite set of parameters to achieve the optimal performance.

Requisitos

This strategy requires NinjaTrader version 7

Instalación

Save the zip-file (no need to unzip) to the location of your choice

Go to menu Control Center -> File -> Utilities -> Import NinjaScript.

Select the saved zip-file in the opened dialog

If everything is OK you will see a confirmation (otherwise an error will be displayed)

Restart NinjaTrader and you are good to go!

Resources and Concepts

Stock Charting App For Your Mobile Phone

Improving Moving Average Crossover Trade Systems, the Death Cross and the Golden Cross

Understanding the Stock Market and Market Cycles

My Trading System

Bloomberg Baltic Dry Index Chart

Industry Laggards Strategy

Using the MACD Histogram

Trading Breakouts-Beware the False Breakout

Zen and the ART of Investing

Making More Than 100% on a Short

Concepts in Short Selling

Head and Shoulders Top

Backtesting Strategies

Thoughts on Trading

The 2% Rule

Consolidation Patterns

Entry/Exit Systems

Position Sizing

Evening Star Reversal

Short Selling-the basics

Position Sizing - Video >

YOUYUBE-Trade Guild Archives

Understanding MACD and the MACD Histogram

Using Confirmation to Increase Your Probabilities

Understanding the Bull Trap

Price and Volume Relationships

What Is the Dollar Carry Trade?

Using TeleChart to Create a Simple Volume Analysis Indicator

What Is Churning and Distribution

MACD Divergence Analysis

Market Bubbles: The Dollar Carry Trade

Using StockFinder to Scan for Shorts: Video

Scanning with StockFinder

Bull Traps

Placing Stops

Bear Flags

How Technical Analysis is used against you

Candle Stick Charting: Hammer

Why 3C? Why StockFinder and TeleChart?

MACD and RSI Custom Indicator

La Cruz Dorada, el promedio móvil de 50 días que cruza por encima del promedio móvil de 200 días y la Cruz de la Muerte, el promedio móvil de 50 días El cruce por debajo del promedio móvil de 200 días ha sido un sistema comercial estándar dentro del Análisis Técnico, Y realizar? Utilicé StockFinder para volver a probar la estrategia y llegó con los siguientes resultados. Primero backtested el sistema típico que usa 50 y 200 días simples promedios móviles. He probado un solo símbolo, el SPY que es un ETF que refleja el S & amp; P-500, en un período de 10 años (año hasta la fecha). Utilicé una línea de equidad que comienza con $ 100 (las vueltas anualizadas para la prueba posterior son un indicador engañoso).

Estos son los resultados para el SPY vs simple comprar y mantener.

La ventana superior muestra los resultados del sistema y la ventana inferior muestra los resultados de comprar y mantener durante un período de 10 años. El sistema de crossover promedio móvil fue largo cuando los 50 días cruzaron los 200 y se quedaron cortos cuando los 50 días cruzaron por debajo de los 200. La estrategia produjo un rendimiento de línea de equidad de $ 191.41 (comenzando con $ 100) donde buy and hold produjo una ganancia de $ 108.77 . Also note the strategy produced a fairly smooth equity line with the only significant drawdown in 2010. Some may have concerns that the SPY may not reflect the S&P-500 because it is an ETF, but looking at the 10 year to date returns of each, they were similar. El S & P-500 devolvió 8.7 %% y el SPY devolvió el 9.11%. Aquí hay más resultados.

Sorprendentemente hubo sólo 9 oficios, 6 ganadores y 3 perdedores. El ratio ganancia / pérdida fue 2,0. Hasta ahora parece un sistema ganador. Backtesting todas las 500 de las acciones de S & amp; P-500 componentes durante un período de 10 años produjo un resultado muy diferente.

El sistema entró en un rendimiento del 39% a $ 139 mientras que comprar y mantener produjo un rendimiento asombroso de $ 286,08, un resultado muy diferente.

Aquí están los detalles. La ganancia a la razón de la pérdida era fuerte un 3.1x, pero el número abrumador de comercios que perdían arrastró el sistema abajo con un% que gana de solamente el 39%. Decidí probar un solo símbolo, AAPL. En este caso, los resultados fueron deprimentes.

The crossover system produced an 81% gain to bring the equity line to $181.85, however buy and hold produced a return of $2850 starting from $100! La línea de equidad es interesante, especialmente el sistema alrededor de 2005. Sin embargo, la línea suave de la línea de tendencia de un buen sistema de comercio está patentemente ausente.

Aquí están las estadísticas del sistema. La relación ganancia / pérdida fue excelente en 6.4x, pero sólo había 10 operaciones, 6 de las cuales eran perdedoras.

Ahora, vamos a ver lo que CAT habría cedido.

El sistema llegó en 736.36 vs comprar y mantener en $ 405.83, un buen rendimiento.

Aquí están las estadísticas. La relación ganancia / pérdida fue de 50%, pero los ganadores llegaron a una proporción de 4.7: 1.

¿Podemos mejorar el sistema? Uno de los inconvenientes más grandes a un sistema de crossover del promedio móvil es los whipsaws o los crossovers falsos. Si añadimos otro componente para calificar la fuerza o debilidad de la acción en el momento del cruce, podemos reducir en gran medida whipsaws y nuestros oficios ganadores son de mayor calidad. I added 1 simple condition to the buy/sell short crossover signal, Wilder's RSI set to a period of 22. Lets take a look at CAT with the new addition of RSI to qualify the strength of the crossover.

Mire la línea de equidad de nuestro sistema ahora, $ 1240 contra el anterior en $ 736.36, casi duplicamos nuestro rendimiento!

Aquí están las estadísticas. Nuestras operaciones ganadoras pasaron de casi 57% de ganancias a casi 78% de ganancias como RSI calificado señales más fuertes. Nuestras operaciones perdedoras cayeron de 6 a 3. Aumentamos nuestro porcentaje de ganancias de 50% a 63% y nuestro ratio de ganancia / pérdida de 4,7 a 6,0.

Veamos qué sucede cuando agregamos un indicador más calificante, el volumen segmentado en tiempo de Worden (TSV). TSV es un indicador de flujo de dinero y un maldito bueno en eso. Elegí un ajuste más largo de 75 y apliqué una media móvil de 50 días a TSV. Si los cruces de 50 días por encima de los 200 días, RSI 22 es superior a 50 y TSV75 está por encima de su promedio móvil de 50 días, tenemos una señal larga. ¿Invertir todo eso para una señal corta, y cómo CAT realiza?

Ahora tenemos un rendimiento real! El sistema ahora está devolviendo $ 1,550 (a partir de $ 100) vs comprar y mantener en $ 405.83 y vs nuestro sistema de crossover sin RSI en $ 736.36 y con RSI en $ 1.240.

We've improved our winning ratio to 71% vs 63% for the former RSI system without using Time Segmented Volume. Our gain/loss ratio improved from 6.0 to 8.7 and we knocked off 1 losing trade. From where we started with the simple 50/200 day crossover system, we've also reduced our commissions and more importantly, our opportunity cost by getting better results with 5 less trades. Our opportunity cost was drastically reduced from sitting in 577 days of losing trades vs 236 days.

As you can see, the crossover system applied to an index of stocks like the S&P-500 shows that the famed crossover system is not as successful as many of us have been led to believe. I don't believe a one size fits all approach as basic as the 50/200 crossover can be consistently successful, however there are a few simple modifications to the system we can add which will enhance the probabilities greatly.

RSI is a simple addition that makes a big difference. Adding Worden's TSV , which is available in TeleChart , StockFinder , TC-2000 and TC-2000 Mobile can also give you that extra boost and TSV has a lot more uses then the simple application I showed you today.

I have several custom indicators that I can share with Worden members that can help you as well.

If you're not using Worden's powerful charting platforms, you are missing a lot. Just ask the readers of Stocks and Commodities Magazine who have voted TC-2000 the best charting software for nearly 2 decades consecutively!

Check out Worden, tell them Brandt from Trade-Guild. net sent you and then get in touch with me for some great custom indicators and scanning tools. Also be sure to download TC-2000 Mobile to your I-phone or Android mobile device. Everything you have on your TC-2000 desktop can now fit in your pocket and go with you everywhere-you can even have real time data and best of all, it's free when you subscribe to TC-2000.

El sistema de crossover promedio móvil - media móvil de 50 días frente a 200 días de media móvil

La Cruz Dorada, el promedio móvil de 50 días que cruza por encima del promedio móvil de 200 días y la Cruz de la Muerte, el promedio móvil de 50 días El cruce por debajo del promedio móvil de 200 días ha sido un sistema comercial estándar dentro del Análisis Técnico, Y realizar? Utilicé StockFinder para volver a probar la estrategia y llegó con los siguientes resultados. Primero backtested el sistema típico que usa 50 y 200 días simples promedios móviles. He probado un solo símbolo, el SPY que es un ETF que refleja el S & amp; P-500, en un período de 10 años (año hasta la fecha). Utilicé una línea de equidad que comienza con $ 100 (las vueltas anualizadas para la prueba posterior son un indicador engañoso).

Estos son los resultados para el SPY vs simple comprar y mantener.

La ventana superior muestra los resultados del sistema y la ventana inferior muestra los resultados de comprar y mantener durante un período de 10 años. El sistema de crossover promedio móvil fue largo cuando los 50 días cruzaron los 200 y se quedaron cortos cuando los 50 días cruzaron por debajo de los 200. La estrategia produjo un rendimiento de línea de equidad de $ 191.41 (comenzando con $ 100) donde buy and hold produjo una ganancia de $ 108.77 . Also note the strategy produced a fairly smooth equity line with the only significant drawdown in 2010. Some may have concerns that the SPY may not reflect the S&P-500 because it is an ETF, but looking at the 10 year to date returns of each, they were similar. El S & P-500 devolvió 8.7 %% y el SPY devolvió el 9.11%. Aquí hay más resultados.

Sorprendentemente hubo sólo 9 oficios, 6 ganadores y 3 perdedores. El ratio ganancia / pérdida fue 2,0. Hasta ahora parece un sistema ganador. Backtesting todas las 500 de las acciones de S & amp; P-500 componentes durante un período de 10 años produjo un resultado muy diferente.

El sistema entró en un rendimiento del 39% a $ 139 mientras que comprar y mantener produjo un rendimiento asombroso de $ 286,08, un resultado muy diferente.

Aquí están los detalles. La ganancia a la razón de la pérdida era fuerte un 3.1x, pero el número abrumador de comercios que perdían arrastró el sistema abajo con un% que gana de solamente el 39%. Decidí probar un solo símbolo, AAPL. En este caso, los resultados fueron deprimentes.

The crossover system produced an 81% gain to bring the equity line to $181.85, however buy and hold produced a return of $2850 starting from $100! La línea de equidad es interesante, especialmente el sistema alrededor de 2005. Sin embargo, la línea suave de la línea de tendencia de un buen sistema de comercio está patentemente ausente.

Aquí están las estadísticas del sistema. La relación ganancia / pérdida fue excelente en 6.4x, pero sólo había 10 operaciones, 6 de las cuales eran perdedoras.

Ahora, vamos a ver lo que CAT habría cedido.

El sistema llegó en 736.36 vs comprar y mantener en $ 405.83, un buen rendimiento.

Aquí están las estadísticas. La relación ganancia / pérdida fue de 50%, pero los ganadores llegaron a una proporción de 4.7: 1.

¿Podemos mejorar el sistema? Uno de los inconvenientes más grandes a un sistema de crossover del promedio móvil es los whipsaws o los crossovers falsos. Si añadimos otro componente para calificar la fuerza o debilidad de la acción en el momento del cruce, podemos reducir en gran medida whipsaws y nuestros oficios ganadores son de mayor calidad. I added 1 simple condition to the buy/sell short crossover signal, Wilder's RSI set to a period of 22. Lets take a look at CAT with the new addition of RSI to qualify the strength of the crossover.

Mire la línea de equidad de nuestro sistema ahora, $ 1240 contra el anterior en $ 736.36, casi duplicamos nuestro rendimiento!

Aquí están las estadísticas. Nuestras operaciones ganadoras pasaron de casi 57% de ganancias a casi 78% de ganancias como RSI calificado señales más fuertes. Nuestras operaciones perdedoras cayeron de 6 a 3. Aumentamos nuestro porcentaje de ganancias de 50% a 63% y nuestro ratio de ganancia / pérdida de 4,7 a 6,0.

Veamos qué sucede cuando agregamos un indicador más calificante, el volumen segmentado en tiempo de Worden (TSV). TSV es un indicador de flujo de dinero y un maldito bueno en eso. Elegí un ajuste más largo de 75 y apliqué una media móvil de 50 días a TSV. Si los cruces de 50 días por encima de los 200 días, RSI 22 es superior a 50 y TSV75 está por encima de su promedio móvil de 50 días, tenemos una señal larga. ¿Invertir todo eso para una señal corta, y cómo CAT realiza?

Ahora tenemos un rendimiento real! El sistema ahora está devolviendo $ 1,550 (a partir de $ 100) vs comprar y mantener en $ 405.83 y vs nuestro sistema de crossover sin RSI en $ 736.36 y con RSI en $ 1.240.

We've improved our winning ratio to 71% vs 63% for the former RSI system without using Time Segmented Volume. Our gain/loss ratio improved from 6.0 to 8.7 and we knocked off 1 losing trade. From where we started with the simple 50/200 day crossover system, we've also reduced our commissions and more importantly, our opportunity cost by getting better results with 5 less trades. Our opportunity cost was drastically reduced from sitting in 577 days of losing trades vs 236 days.

As you can see, the crossover system applied to an index of stocks like the S&P-500 shows that the famed crossover system is not as successful as many of us have been led to believe. I don't believe a one size fits all approach as basic as the 50/200 crossover can be consistently successful, however there are a few simple modifications to the system we can add which will enhance the probabilities greatly.

RSI is a simple addition that makes a big difference. Adding Worden's TSV , which is available in TeleChart , StockFinder , TC-2000 and TC-2000 Mobile can also give you that extra boost and TSV has a lot more uses then the simple application I showed you today.

I have several custom indicators that I can share with Worden members that can help you as well.

If you're not using Worden's powerful charting platforms, you are missing a lot. Just ask the readers of Stocks and Commodities Magazine who have voted TC-2000 the best charting software for nearly 2 decades consecutively!

Check out Worden, tell them Brandt from Trade-Guild. net sent you and then get in touch with me for some great custom indicators and scanning tools. Also be sure to download TC-2000 Mobile to your I-phone or Android mobile device. Everything you have on your TC-2000 desktop can now fit in your pocket and go with you everywhere-you can even have real time data and best of all, it's free when you subscribe to TC-2000.

Renuncia:

Disclaimer: This website may include stock, financial, economic and market analysis. Any opinions, ideas, views and statements expressed here are opinion only, subject to change without notice and for informational and entertainment purposes only. Trading stocks and other financial instruments carries a high degree of risk. It is possible that an investor or trader may lose part or all of their investment. Accuracy and timeliness of any information is not guaranteed and should only be used as a starting point for doing independent additional research allowing the investors/traders to come to his or her own opinion. Nothing on this blog is to be considered a buy, hold or sell, recommendation. Any investments, trades and/or speculations made in light of the opinions, ideas, and/or forecasts expressed or implied herein are committed solely at your own risk, financial or otherwise.

Additionally this site contains links to other companies. I as the author of the site may receive financial or other considerations from other parties that appear on this site. In no way does that imply that I endorse, condone or support products, services or views of any company, product or service appearing on this site.

The Bottom line, this site is a collection of my opinions with several companies that I may receive a fee or other considerations from, for the use of my site. I have no stake in the company, I have no way of knowing what they are about. YOU ARE SOLELY RESPONSIBLE FOR ANY DECISIONS OR CONSEQUENCES OF SUCH DECISIONS THAT MAY ARISE FROM YOUR USE OF THIS SITE. Disclosed affiliations include Worden, TeleChart, StockFinder, Google Adsense, INO. com and FreeStockCharts. com

El Cuervo’s 5 Day Moving Average Trading System

For the rules of this system, check out Cuervo’s post where he explains his Qsinator 5 Day Moving Average Trading System.

Starting equity was $5,000 with 100 shares traded each time.

I included .01 share for commission.

You’ll find my results (below) to be similar to his. Â My testing used the closing price of the day that price crossed above or beneath the 5 day simple moving average for entry and exit. Cuervo required the high of the day to be beneath the moving average to trigger an entry. I did not code it with that additional requirement.

I’ve circled in green the metrics that I pay the most attention to, but there are others worth reviewing such as the Profit Factor and Ratio Avg. Win:Avg. Pérdida. Also note that the average losing trade lasted twice as long as the average winning trade. You might be quizzed on that later.

Below is the equity curve. Note the two large drawdowns. The first large drawdown began on 12-27-07 as the system went long twice during the January swoon. The low of this drawdown was January 23, where the system had lost 16% (intraday) from starting equity. From trade start to finish, the drawdown ended up being 9.5%

The second large drawdown began at the end of September. By October 10th, the system had lost (intraday)over 16% from the high at the end of September. However, from trade start to finish, the drawdown was only 6.5%

I believe there is a very simple refinement that could be made to decrease the drawdown. Anyone have a guess what that refinement could be?

For fun, and because it looks cool, here are some of the recent trades the system has taken. Per El Cuervo’s rules, the system only traded 100 shares at a time. On the chart below, MA5LE = Long Entry while MA5LX = Long Exit.

A very simple yet profitable system. I wonder what percentage of retail traders were able to beat this system in 2008?

Caveat: Testing over all the data for the Qs (starts March 1999), the system hit a high in March of 2000 that was not surpassed until August 2008.

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The candle stops are effective for this strategy. When an extended trend emerges (such as an extraordinary downtrend), this strategy could be in trouble.

I didn’t clarify when I asked about the 15-20DMA test, but is there is a short strategy to the original? How about testing the original strategy + to “short” at the LX and cover at the LE?

I used a simple spreadsheet to scope out an idea that came to me in about fifteen minutes and you went an made it beyoootiful.

Seriously, thanks for the re-examination of the idea.

I tried a variation where the system would simply close out at the end of the next day after a buy, i. e. when a buy is triggered you sell at the close of the next day regardless.

In spreadsheet it didn’t help things significantly so I didn’t post the variation.

My other two thoughts are: 1. Only enter if the closing is MA(7) [I picked 7 out of my hat but you get the idea] 2. Who says it should stick with the MA(5).

From Duane’s link I quote “The best Net Profits were found at the shorter lengths, 200 days and below. Further fine tuning revealed that a length of just 2 days produced the highest Net Profit of $816 million on an original $100,000 investment.”

I think in advertently I was processing Curtis Faith’s Way of the Turtle because he mentions near the end of the book a simple moving day strategy that performs extremely well.

Finally, I open sourced my algorithm so that someone would either review it or tell me to take a hike. I am curious Wood what tweaks you made…

Addict/Cuervo - adding a short entry that triggers automatically when the long exit is made makes for some very interesting (good) results. In fact, the results are so good, I was just going to mention it to Cuervo and let him contribute that addition…but since he asked…

Another addition that really makes for a BEAUTIFUL equity curve is to have the system increase position size with each win and decrease it with each loss. B-A-UTIFUL, I tell ya!

Below are the results with the added short entries/exits and position sizing that increases and decreases with wins/losses. I think most people will find the results tasty, at the very least. Keep in mind this is the same period tested as I posted about above (1 year on the Qs).

Total Net Profit $8,269.41 Profit Factor 3.77 Gross Profit $11,252.34 Gross Loss ($2,982.93)

Total Number of Trades 80 Percent Profitable 76.25% Winning Trades 61 Losing Trades 19 Even Trades 0

Promedio Trade Net Profit $103.37 Ratio Avg. Win:Avg. Loss 1.17 Avg. Winning Trade $184.46 Avg. Losing Trade ($157.00) Largest Winning Trade $1,037.30 Largest Losing Trade ($547.42) Largest Winner as % of Gross Profit 9.22% Largest Loser as % of Gross Loss 18.35%

Max. Consecutive Winning Trades 18 Max. Consecutive Losing Trades 3 Avg. Bars in Winning Trades 3.15 Avg. Bars in Losing Trades 6.95 Avg. Bars in Total Trades 4.05

Max. Shares/Contracts Held 369 Account Size Required $547.42 Total Commission $263.10 Total Slippage $0.00

Return on Initial Capital 165.39% Annual Rate of Return 100.14% Buy and Hold Return (41.84%) Return on Account 1510.62% Avg. Monthly Return $678.66 Std. Deviation of Monthly Return $750.37

Return Retracement Ratio 3.16 RINA Index 39.16 Sharpe Ratio n/a K-Ratio 3.39

Trading Period 11 Mths, 21 Dys Percent of Time in the Market 100.00% Time in the Market 11 Mths, 21 Dys Longest Flat Period n/a

Max. Equity Run-up $8,966.71 Date of Max. E. Run-up 12/19/08 16:00 Max. E. Run-up as % of Initial Capital 179.33%

Max. Drawdown (Intra-day Peak to Valley) Max. Drawdown (Trade Close to Trade Close)

Value ($2,003.84) Value ($547.42) Date 10/10/08 16:00 Date 10/13/08 16:00 as % of Initial Capital 40.08% as % of Initial Capital 10.95% Net Profit as % of Drawdown 412.68% Net Profit as % of Drawdown 1510.62%

Max. Trade Drawdown ($1,704.88)

B-rad, its really simple. Tradestation will not allow testing of a strategy across a portfolio of securities. That is a severe limitation. Of course everthing else about TS is very good.

Stockfetcher data goes back to 2002, but you can only run tests 2 years at a time, and then compile the results in excel.

I do not have Amibroker, but those who do have it alwasys seem to be very happy with it.

I’ve done a little research on Ninja and none on Wealth Lab.

Chile - the very first trade of the system purchased 100 shares of QQQQ and was a losing trade. Thus, the amount of equity decreased and so the next buy was for only 95 shares. However, this trade made money, and so the next buy was for 97 shares. So as equity is increased, more shares are purchased. Basically, gains are compounded.

By November of this year, the system was buying over 300 shares at a time.

Espero que esta explicación ayude. If it is not clear, let me know.

Donchian’s 5 and 20 day Moving Averages

Richard Donchian is known as the father of trend following. His original trend following ideas form the basis for all trend following success that has followed. Below in an excerpt from an article written in 1995 about his 5 and 20 day moving average system:

Title: Donchian’s five - and 20-day moving averages. Author: Richard Donchian Publication: Futures (Cedar Falls, Iowa) (Magazine/Journal) Date: November 15, 1995 Publisher: Oster Communications, Inc. Volume: v24 Issue: n13 Page: p32: ISSN: 0746-2468

BODY: On Wall Street there are two conflicting adages: 1. “You’ll never go broke taking a profit.” 2. “Cut your losses short and let your profits ride.”

Experience has shown that in commodities trading, the first of these “old saws” is dangerous and misleading, while the second may well be regarded as the one lesson the inexperienced commodity trader should learn if he wishes to have a better-than-even chance to come out ahead.

Every well-designed, trend-following, loss-limiting method for trading in futures (or stocks) rests on the basic principle that a trend in either direction, once established, has a strong tendency to persist, at least for a time. Among the many trend-following approaches now in use are the Dow Theory, point-and-figure chart techniques, swing methods (other than the Dow Theory), trendline methods, weekly-rule methods and moving average methods. We’ll focus on moving average methods and, in particular, the comparatively simple five - and 20-day moving average method.

The Method The rules for the five - and 20-day moving average method break down into two categories: general and supplemental. Reglas generales:

1. The extent of penetration of the moving average is broken into units, depending on price level. For commodities selling over 400 (wheat, soybeans, silver), for example, a penetration of 40 cents is required (Donchian had six price classes in the days before interest rates and stock index futures).

2. No closing penetration of the moving averages counts as a penetration at all unless it amounts to at least one full unit (39 cents in Rule 1 was not enough for penetration – it had to be 40 cents to count).

Basic Rule A: Act on all closes that cross the 20-day moving average by an amount exceeding by one full unit the maximum penetration in the same direction on any one day on a preceding occasion (no matter how long ago) when the close was on the same side of the moving average. For example, if the last time the closing price of cotton was above the moving average it stayed above for one or more days, and the maximum amount above on any one of the days was 64 points, then when the closing price of cotton moves above the moving average, after having been lower in the interim, a buy signal is given only if it closes above the average by more than 64 points (the unit in cotton is 0.10). This principle – the requirement that a penetration of the moving average exceeds one or more previous penetrations – is a feature of the five - and 20-day method that distinguishes it from other moving average methods.

Basic Rule B: Act on all closes that cross the 20-day moving average and close one full unit beyond (above or below, in the direction of the crossing) the previous 25 daily closes.

Basic Rule C: Within the first 20 days after the first day of a crossing that leads to an action signal, reverse on any close that crosses the 20-day moving average and closes one full unit beyond (above or below) the previous 15 daily closes.

Basic Rule D: Sensitive five-day moving average rules for closing out positions and for reinstating positions in the direction of the basic 20-day moving average trend are:

1. Close out positions when the commodity closes below the five-day moving average for long positions or above the five-day moving average for short positions by at least one full unit more than the greater of a) the previous penetration on the same side of the five-day moving average, or b) the maximum point of any previous penetration within the preceding 25 trading sessions. If the distance between the closing price and the 20-day moving average in the opposite direction to the Rule D close-out signal has been greater within the prior 15 days than the distance from the 20-day moving average in either direction within 60 previous sessions, do not act on Rule D close-out signals unless the penetration of the five-day average also exceeds by one unit the maximum distance both above and below the five-day average during the preceding 25 sessions.

2. After positions have been closed out by Rule D, reinstate positions in the direction of the basic trend a) when conditions in Rule D, point 1 above are fulfilled, b) if a new Rule A basic trend signal is given, or c) if new Rule B or Rule C signals in the direction of the basic trend are given by closing in new low or new high ground.

3. Penetrations of two units or less do not count as points to be exceeded by Rule D unless at least two consecutive closes were on the side of the penetration when the point to be exceeded was set up.

Supplementary General Rules

1. Action on all signals is deferred for one day except on Thursday and Friday, For example, if a basic buy signal is given for wheat at the close on Tuesday, action is taken at the opening on Thursday morning. The same one-day delay applies to Rule D close-out and reinstate signals.

2. For signals given at the close on Friday, action is taken at the opening on Monday.

3. For signals given at the close on Thursday (or the next to last trading day of the week), action is taken at the Friday (or weekend) close.

4. When there is a holiday in the middle of the week or a long weekend, signals given at the close of sessions prior to the holiday are treated as follows: a) for sell signals, use weekend rules; and b) for buy signals, defer action for one day, as is done on regular consecutive trading sessions.

A word of caution The five - and 20-day moving average method, and most other trend-following methods, for that matter, are not good to follow unless you are prepared to include in your program a sufficient number of futures to provide broad diversification. Risks are increased to an inordinate degree if you try to follow the method in one or just a few selected contracts.

The commodities that are in a pronounced trend and are not giving, new signals are frequently the ones in which the best results are attained. Therefore, in starting a new program it might be advisable not to wait for new signals but to take positions in the direction of prevailing trends in those not giving new activation advice. Because the markets are moving so wildly, however, it might be best to a) go in the direction of the trend only after one or more days of counter-trend movement, plus a day move in the direction of the basic trend, and b) to use an arbitrary stop on positions taken without waiting for new signals.

Remember, five and 20 days are not necessarily the best lengths for moving averages. And, most probably, the action rules themselves, as outlined above, could be refined and improved. Also, it may be that exponential moving averages, weighted moving averages, moving averages based on highs or lows or daily means, or some combination of all these, would produce superior results.

In this field of technical study it is probably safe to state that the beginning of wisdom comes when you stop chasing rainbows and admit that no method is perfect. When you find yourself willing to settle for any comparatively simple method that in tests over a long period of time makes money on balance, then stick to the method devotedly, at least until you are sure you have discovered a better method.

Richard Donchian worked at Shearson Lehman Bros. while developing his technical analysis and trend-following methods that today many traders use as the base of their systems. He also launched the first managed futures fund in 1948. Donchian died in 1993 at the age of 87.

For more on Richard Donchian, please visit the TurtleTrader Site site

Technical Analysis Articles | Written by Jim Wyckoff |

"Triple Moving Averages" Explicado

Those who have followed my work for some time know that I take a "toolbox" approach to analyzing and trading markets. Las herramientas más técnicas y analíticas que tengo en mi caja de herramientas de comercio a mi disposición, mejores mis posibilidades de éxito en el comercio. One of my favorite "secondary" trading tools is moving averages.

In a past educational feature, I explained how I use my two favorite moving averages: the 9- and 18-period moving averages. In this feature, I will discuss using three moving averages in analyzing and trading a market. It's called the "triple-moving average" Método.

The moving average is one of the most commonly used technical tools. En una media móvil simple, la mediana matemática del precio subyacente se calcula durante un período de observación. Los precios (normalmente los precios de cierre) durante este período se agregan y luego se dividen por el número total de períodos de tiempo. Cada día del período de observación se le da la misma ponderación en simples promedios móviles. Algunas medias móviles dan mayor peso a los precios más recientes en el período de observación. Estos se llaman promedios móviles exponenciales o ponderados.

El tiempo (el número de barras) calculado en una media móvil es muy importante. Los promedios móviles con períodos de tiempo más cortos fluctúan normalmente y es probable que den más señales comerciales. Los promedios móviles más lentos utilizan periodos de tiempo más largos y muestran un promedio móvil más suave. Los promedios más lentos, sin embargo, pueden ser demasiado lentos para que pueda establecer una posición larga o corta de manera efectiva. Los promedios móviles siguen la tendencia al tiempo que suavizan el movimiento de precios. El promedio móvil simple es más comúnmente combinado con otras medias móviles simples para indicar comprar y vender señales.

In the triple-moving-average method, "period" lengths typically consist of short, intermediate, and long-term moving averages. A commonly used system in futures trading is 4-, 9-, and 18­period moving averages. Keep in mind a time "period" may be minutes, days, weeks, or even months. Por lo general, las medias móviles se utilizan en los períodos de tiempo más cortos, y no en los gráficos de barras semanales y mensuales a más largo plazo.

The trading signals generated by a triple moving average may be interpreted as follows: The shorter-term moving average above the longer-term average indicates a bullish market. When the shorter-term moving average crosses below the longer-term moving average, the market is viewed as bearish and a sell signal is generated. If the shorter-term moving average remains below the longer-term moving average, the market is still considered bearish. When the shorter-term average crosses above the longer-term average, a possible reversal to a bearish market is signaled.

The relation of the three moving averages can help to better and more quickly define the strength of the trend and provide shorter-term trading clues. For example, if the 4-period moving average crosses above the 9-period average, but the 9-period is still below the 18-period, that signals a trend change may be on the horizon, but it's best to wait for the 9-period to cross above the 18­period for a better reading of the trend change.

The trader who uses shorter timeframes to trade markets is better suited to using the triple-moving-average method--because trading signals are given faster. But keep in mind the shorter the moving average, the greater the potential for false signals.

Here is an important caveat about using moving averages when trading futures markets: They do not work well in choppy or non-trending markets. One can develop a severe case of whiplash using moving averages in choppy, sideways markets. Por el contrario, en los mercados de tendencias, las medias móviles pueden funcionar muy bien.

When looking at a daily bar chart, one can plot different moving averages (provided you have the proper charting software) and immediately see if they have worked well at providing buy and sell signals during the past few months of price history on the chart.

As an aside, veteran ag market watchers say the "commodity funds" (the big trading funds that many times seem to dominate futures market trading) follow the 40-day moving average very closely when they trade the grains. Thus, if you see a grain market that is getting ready to cross above or below the 40-day moving average, it just may be that the funds could become more active.

One of my friends has started trading FOREX with triple Exponential Moving Averages (EMA) crossovers. He came upon the method from Yeo Keong Hee ‘s book, Secrets of FOREX Millionaires. I have always been interested in trading systems and it is rare that books talk about them. Most books would only talk about indicators and trading psychology.

I remember one of the New Market Wizards mentioned that moving averages can make a profitable trading system if coupled with good money management and position sizing techniques. It may seem too simple for most but who says trading has to be complicated.

Hence, out of curiosity, I borrowed my friend’s book and explored.

The parameters for the 3 EMAs recommended are EMA 5, EMA 20 and EMA 50. EMA 5 being the fastest and most responsive line and EMA 50 being the slowest and least responsive line.

There are basically 3 rules for entering long/short trades.

1) EMA 5 has to cross EMA 20 2) EMA 20 has to cross EMA 50 3) EMA 20 is at least 30 pips above EMA 50 (Long) / EMA 20 is at least 30 pips below EMA 50 (Short)

I picked a currency pair USD/SGD and applied to it’s daily chart:

Long Trade: (Jan 09 to Mar 09)

Short Trade: (Apr 09 to Jun 09)

I found that it was much accurate for daily charts than the hourly or mins charts. Maybe this is because moving average itself is a lagging indicator. Note that the above charts show that you may have to hold for months for one position. It may also mean that your trading chances are very little, say few times a year. More active traders who do not like the waiting game can explore a smaller time frames and take smaller profits each time. But like what I said, you may face more whipsaws.

An important thing to note is that this system is not complete. Not because it needs more indicators, remember simplicity? It lacks proper entry, exit and money management rules! So once the long entry signal is here, do you place a stop order above the high for the day? Or do you place a market order? Or do you place a stop order above the EMA 5 line?

Likewise for exits, do you place stop loss below EMA 20 or EMA 50? Or do you place a market order once EMA 5 turns down?

These preset rules are much more important than anything else and most people often overlook them.

Anyone uses this system or something similar? Do share with us!

A Rational Framework to Buy and Sell Stocks, Or Get Your Money Back. (For Value Investors Only) No fluff, no hardsell, no hype. Transform into a confident investor who knows exactly what stock to buy to attain your target returns. (An entire strategy will be revealed, notes and lunch will be provided. Backed with a 100% Money back guarantee. ( Reserve Your Seat Now. )

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Since you are interested about trading system, here is a description of my BL TS System:

Different currency pairs have different behaviors and characteristic and this change in different seasons of the year. So you cannot use the same indicator to track all currency pairs for all seasons.

Many times we have heard of many trading education courses teaching their students to use fixed indicators, say MACD and Stochastic or Bollingerband and MACD. But we have quantitative evidence to proof that using fixed indicators will not be a profitable strategy in the medium term. This is because currency behaviour changes all the time.

BL TS system tracks recent behavior and characteristic of the currency pairs, then uses this information to track buy and sell signals.

iwan wirjadi says:

How to get the BL TS system tracks, should i buy. Thx anyway

Alvin Chow says:

I do not use this strategy and I have not done any backtest. I guess you can search the internet for the results.

Hi Where can I buy secrets of forex millionaires books

Julius South Africa

Alvin Chow says:

You may have to contact the author through Amazon. I think it is out of print.

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La mayoría de la gente se siente cómoda con la manada, los rumores de mercado, consejos de corredores, etc, pero al confirmar su decisión de negociación con la ayuda de este sistema de comercio, estará en el camino a un comercio más rentable.

Estos sistemas de comercio simple y robusto no sólo identificará las tendencias, sino que también le proporcionará señales de comercio de entrada y salida.

The Trading System

Remember the numbers 3 x 13 = 39

Simple daily moving averages of 3,13 and 39 can keep you in and out of markets fairly efficiently and profitably, (in any time frame actually). Así es cómo.

Some basic principles to understand are .

-The market moves in long (secular) trends. - Las tendencias intermedias pueden durar de meses a años. - Las tendencias a corto plazo pueden durar de días a semanas. - Traducciones intermedias en cualquier dirección. - Termos de corto plazo sólo en la dirección de la tendencia intermedia.

3 Día MA - un proxy para el precio 13 Día MA - un proxy para la tendencia a corto plazo (una línea de tendencia móvil) 39 Día MA - un proxy para la tendencia intermedia (una línea de tendencia móvil).

The Basics of MAs

MAs lag market reversals at tops and bottoms, the larger the MA the longer the lag period, the shorter the MA the shorter the lag but the more frequent the whipsaws. Los MAs funcionan bien cuando los mercados tienden, pero reciben frecuentemente whipsawed cuando están en un rango.

Por lo tanto, las tendencias comerciales con las MA, pero no las gamas comerciales con MAs. Simplemente mantenerse a un lado y ser paciente hasta que surja una nueva tendencia.

La tendencia intermedia está en la dirección del MA 39 que actúa como una línea de tendencia móvil. Si el 39 MA está apuntando hacia arriba, entonces la tendencia intermedia es hacia arriba, si hacia abajo la tendencia es hacia abajo. Si el MA 39 es horizontal, el mercado se encuentra en un rango, del cual surgirá una tendencia, tarde o temprano.

Analysis by 3*13*39 Trading Strategy

Simple Trading Rules

1. When the 39 MA is moving up buy when the 3 MA crosses up over the 13 MA. Y / o cuando el MA 3 cruza por encima del MA 39. Cuando el 13 MA cruza por encima de los 39 MA considerar añadir a su posición larga. Salir y mantenerse a un lado cuando el 3 cruza por debajo de la MA 13.

2. Cuando el MA 39 se está moviendo hacia abajo vende corto cuando el MA 3 cruza por debajo del MA 13. Y / o cuando el 3 MA cruza por debajo del MA 39. Cuando el 13 MA cruza por debajo de los 39 MA considerar añadir a su posición corta. Salir y mantenerse a un lado cuando el MA 3 cruza de nuevo sobre el MA 13.

3. Inicie operaciones sólo en la dirección opuesta a la tendencia intermedia cuando el 3 MA cruza por encima o por debajo del MA 39, preferiblemente después de que el MA 39 ya haya cambiado de dirección.

4. Este crossover MA 3:13 mantendrá su comercio en la tendencia con sólo un pequeño retraso y en las líneas laterales durante las correcciones. El retraso sólo se vuelve más sustancial en las reversiones de la tendencia intermedia (un crossover 3:39), un pequeño precio a pagar en estos tiempos inciertos de transición de tendencia.

Puede configurar su software de análisis técnico para mostrar gráficos de barras con estas MA 3X13x39 simple. This trading system will help you select the best traders while avoiding the less profitable trades in choppy markets.

Promedio móvil exponencial

The Exponential Moving Average gives the recent prices an equal weighting to the historic ones. The calculation does not refer to a fixed period, but rather takes all available data series into account. This is achieved by subtracting yesterday’s Exponential Moving Average from today’s price. Adding this result to yesterday’s Exponential Moving Average, results in today’s Moving Average. Note that the initial EMA is based on a Simple Moving Average.

Propiedades

Period . The number of bars in a chart. Si la tabla muestra datos diarios, entonces el período indica días; En los gráficos semanales, el período se mantendrá durante semanas, y así sucesivamente. The application uses a default of 9.

Aspect . El campo Símbolo en el que se calculará el estudio. El campo se establece en "Predeterminado", que, al visualizar un gráfico para un símbolo específico, es el mismo que "Cerrar".

Interpretación

An Exponential Moving Average is another type of Moving Average. In a Simple Moving Average, the price data have an equal weight in the computation of the average. Also, in a Simple Moving Average, the oldest price data are removed from the Moving Average as a new price is added to the computation. El promedio móvil exponencial asigna un peso a los datos de precios a medida que se calcula el promedio. Thus, the oldest price data in the Exponential Moving Average are never removed, but they have only a minimal impact on the Moving Average.

The main use of this study is its smoothing out function. In this way, the Moving Average removes short-term fluctuations and leaves to view the prevailing trend.

The Exponential Moving Average can be used as a crossover system. For a crossover system, you may insert three different Exponential Moving Averages. Generally, the lengths for these Moving Averages are short, intermediate, and long term. A commonly used system is 4, 9, and 18 intervals or periods. An interval may be in ticks, minutes, days, weeks, or months; it is a function of the chart type.

Moving Averages work best in trending markets. A buy signal occurs when the short and intermediate term averages cross from below to above the longer term average. Conversely, a sell signal is issued when the short and intermediate term averages cross from above to below the longer term average. You can use the same signals with two Moving Averages, but most market technicians suggest using longer term averages when trading only two Exponential Moving Averages in a crossover system.

Another trading approach is to use the current price concept. If the current price is above the Exponential Moving Averages, you buy. Liquidate that position when the current price crosses below either Moving Average. For a short position, sell when the current price is below the Exponential Moving Average. Liquidate that position when the current price rises above the Exponential Moving Averages.

As you use Exponential Moving Averages, do not confuse them with Simple Moving Averages. An Exponential Moving Average behaves quite differently from a Simple Moving Average. It is a function of the weighting factor or length of the average.

Literatura

Murphy, John J. Technical Analysis of the Futures Markets. New York Institute of Finance. Englewood Cliffs, NJ. 1986.

Wilder, J. Welles. New Concepts in Technical Trading Systems. Greensboro, NC: Trend Research, 1978.

Kaufman, P. J. Technical Analysis in Commodities.

Kaufman, Perry J. The New Commodity Trading System and Methods. 1987.

Murphy, John J. The Visual Investor. New York, NY: John Wiley & Sons, Inc. 1996.

Maxwell, J. R. Commodity Futures Trading with Moving Averages. 1976.

Colby, Robert F. Myers, Thomas A. The Encyclopedia of Technical Market Indicators. Dow Jones – Irwin. Homewood, IL. 1988.

Pring, Martin J. Technical Analysis Explained.

Lebeau, Charles, and Lucas, David. Technical Trader’s Guide to Computer Analysis of the Futures Market. Homewood, IL: Business One Irwin. 1991.

Fuente del contenido: FutureSource

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Copyright © 2016 · Daniels Trading. Todos los derechos reservados.

Este material se transmite como una solicitud para entrar en una transacción de derivados.

This material has been prepared by a Daniels Trading broker who provides research market commentary and trade recommendations as part of his or her solicitation for accounts and solicitation for trades; however, Daniels Trading does not maintain a research department as defined in CFTC Rule 1.71. Daniels Trading, sus principales, corredores y empleados pueden operar en derivados para sus propias cuentas o para las cuentas de otros. Debido a diversos factores (como la tolerancia al riesgo, los requisitos de margen, los objetivos comerciales, las estrategias a corto plazo y las estrategias a largo plazo, el análisis técnico y fundamental del mercado y otros factores), dicha negociación puede dar lugar a la iniciación o la liquidación de posiciones distintas de O contraria a las opiniones y recomendaciones contenidas en ellas.

El desempeño pasado no es necesariamente indicativo del desempeño futuro. El riesgo de pérdida en contratos de futuros o opciones de productos básicos puede ser sustancial y, por lo tanto, los inversionistas deben comprender los riesgos involucrados en la toma de posiciones apalancadas y deben asumir la responsabilidad de los riesgos asociados con dichas inversiones y sus resultados.

Debe considerar cuidadosamente si tal negociación es adecuada para usted a la luz de sus circunstancias y recursos financieros. You should read the "risk disclosure" webpage accessed at www. DanielsTrading. com at the bottom of the homepage. Daniels Trading no está afiliado ni respalda ningún sistema comercial, boletín u otro servicio similar. Daniels Trading no garantiza ni verifica las reclamaciones de rendimiento hechas por dichos sistemas o servicios.

Good enough

ANNANDALE, Va. (MarketWatch) - Fue Voltaire quien famoso dijo que el perfecto es el enemigo de los buenos.

Y, aunque él no estaba hablando de invertir, él muy bien podría haber sido: La búsqueda implacable de un "perfecto" Mercado puede conducir a un resultado inferior.

Take market timers who rely on the 200-day moving average to determine whether they should be in or out of the stock market. No es de ningún modo un sistema perfecto, como hablaré en un momento. Pero, por la misma razón, ha resultado difícil - en la práctica - hacerlo mejor.

Aunque los sistemas que siguen las tendencias tienen una larga historia, sospecho que la popularidad del promedio móvil de 200 días en las últimas décadas se puede atribuir en gran medida a Richard Fabian, quien durante los años setenta comenzó a defender un promedio móvil de 39 semanas (prácticamente igual que Una media móvil de 200 días). En ese momento, Fabian fue editor de la Telephone Switch Letter, un servicio de asesoramiento que ha pasado por varias metamorfosis y ahora es editado por su hijo, Douglas Fabian, y llamado Doug Fabian's Successful Investing.

Fabián el Viejo les dijo a los suscriptores que no necesitan gastar más de un minuto a la semana determinando si deberían estar en acciones de fondos mutuos o en efectivo. Si el mercado estaba por encima de su nivel promedio de las 39 semanas anteriores, entonces deberían estar en el mercado - y de lo contrario en efectivo.

Hub de Noticias: ¿Puede la inflación ser una buena cosa?

El sentimiento antiinflacionario oscurece un panorama económico matizado, argumenta Thorold Barker en el panel de News Hub.

En comparación con casi todos los otros sistemas de temporización del mercado que monitoreo, éste era el más simple. Y, sin embargo, también resultó bastante bien: para la década de los años ochenta, por ejemplo, fue el mejor intérprete de cualquier rastreado por el Hulbert Financial Digest.

Sin embargo, el enfoque fue (y no) perfecto, y Fabián fue uno de los primeros en decirlo. A menudo dijo, por ejemplo, que un sistema de media móvil de 52 semanas produciría retornos superiores a largo plazo que el sistema de 39 semanas. Sin embargo, se mantuvo con el promedio de 39 semanas porque creía que los inversionistas no estarían dispuestos a quedarse fuera de las bajas intermedias que una media móvil a más largo plazo requeriría.

Los investigadores en los últimos años han planteado cuestiones teóricas aún más serias acerca de este sistema de cronometraje del mercado. Uno de ellos era que su potencial de golpe de mercado apareció a finales de los años noventa para haber disminuido considerablemente, llevando a algunos a especular que el verdadero ganso de gallina de oro había sido asesinado por demasiados inversionistas tratando de seguir el promedio móvil de 200 días. (Lea mi columna de 2004 mencionando algunas de estas investigaciones.)

Otro argumento en la armadura del promedio móvil de 200 días es el argumento, avanzado por Ned Davis de Ned Davis Research, de que el enfoque funciona principalmente durante los mercados seculares (a largo plazo). Uno de los sellos de los mercados alcistas cíclicos (a corto plazo), según Davis, es que durante ellos, los sistemas que siguen las tendencias tienden a no funcionar. (Lea mi columna del 1 de septiembre de 2009 en el argumento de Davis.)

Dado estos defectos aparentes, podrías pensar que hacerlo mejor que el promedio móvil de 200 días habría sido relativamente fácil, especialmente en los últimos años. Pero no lo ha sido.

Sabemos porque Fabian el Joven ha estado tratando de mejorarlo, casi desde el momento en que él asumió el servicio de asesoramiento de su padre a principios de los años noventa. En resumen, sus desviaciones del sistema mecánico de media móvil de 39 semanas han costado su cartera de modelos.

Consideremos, por ejemplo, una cartera hipotética que siguió mecánicamente el sistema de media móvil de 39 semanas de Fabian para cambiar entre el índice Wilshire 5000 y los T-Bills de 90 días. According to the Hulbert Financial Digest, such a portfolio would have produced a 3.0% annualized return over the last five years.

Por el contrario, la cartera modelo de Fabian produjo un rendimiento anualizado del 1,4% en el mismo período.

What does the 200-day moving average market timing system say about stocks currently? Dice que debemos estar totalmente invertidos, ya que el mercado está cómodamente por encima de su nivel promedio de los últimos 200 días. De hecho, el mercado se mantuvo por encima de ese promedio incluso en el fondo de su corrección de enero-febrero, y la posterior fortaleza del mercado parece estar reivindicando cada vez más su decisión de mantenerse alcista.

Tal vez no es una respuesta perfecta sobre lo que los inversionistas en acciones deben hacer actualmente. Pero tal vez lo suficientemente bueno.

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Triple Moving Average System indicator is Forex custom indicator for MT4 and MT5. Puede descargar este indicador de forma gratuita y utilizarlo en su estrategia comercial. The Triple Moving Average System Forex custom indicator is built for all Forex traders who use metatrader 4 and metatrader 5 trading software. Podemos simplemente trazar este indicador a nuestra carta de negociación. You can also review and rate Triple Moving Average System indicator. Puede guardar este indicador de archivo mq4 en su trading de metatrader y utilizarlo de forma gratuita para mejorar su estrategia comercial.

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1. Download Triple Moving Average System indicator on the link above 2. Save Triple Moving Average System into folder. \meta trader\experts\indicators 3. Open or restart your Metatrader software 4. Pick a chart where we want to plot Triple Moving Average System Indicator 5. Click "Indicators" button in your toolbar 6. Point your cursor on "Custom" 7. Search and click Triple Moving Average System Indicator in "Custom" list 8. Adjust settings or press OK button 9. Now Triple Moving Average System custom indicator is available on your trading chart.

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Frequency Response of the Running Average Filter

The frequency response of an LTI system is the DTFT of the impulse response,

The impulse response of an L - sample moving average is

Since the moving average filter is FIR, the frequency response reduces to the finite sum

We can use the very useful identity

to write the frequency response as

where we have let a = e − jω . N = 0, and M = L − 1. We may be interested in the magnitude of this function in order to determine which frequencies get through the filter unattenuated and which are attenuated. Below is a plot of the magnitude of this function for L = 4 (red), 8 (green), and 16 (blue). The horizontal axis ranges from zero to π radians per sample.

Observe que en los tres casos, la respuesta de frecuencia tiene una característica de paso bajo. Un componente constante (frecuencia cero) en la entrada pasa a través del filtro sin atenuación. Certain higher frequencies, such as π /2, are completely eliminated by the filter. Sin embargo, si la intención era diseñar un filtro de paso bajo, entonces no lo hemos hecho muy bien. Some of the higher frequencies are attenuated only by a factor of about 1/10 (for the 16 point moving average) or 1/3 (for the four point moving average). Podemos hacer mucho mejor que eso.

The above plot was created by the following Matlab code:

omega = 0:pi/400:pi; H4 = (1/4)*(1-exp(-i*omega*4))./(1-exp(-i*omega)); H8 = (1/8)*(1-exp(-i*omega*8))./(1-exp(-i*omega)); H16 = (1/16)*(1-exp(-i*omega*16))./(1-exp(-i*omega)); plot(omega,[abs(H4);abs(H8);abs(H16)]) axis([0, pi, 0, 1])

Copyright y copia; 2000- - University of California, Berkeley

Modus Trading Trade Like the Professionals

What is the Double Moving Average Crossover System?

This is a well known system, usually referred to as the DMAC System. As might be expected, it uses two moving averages, a short period and long period one. The moving averages normally used are of the closing price.

When the short period moving average crosses over the long period one, a signal is generated to enter the market in the direction of the crossover. So, if the short MA crosses the long MA in an upward direction, that is a BUY signal and if the short MA crosses the long MA in a downward direction, it is a SELL signal.

As can be seen, the system is in the market all the time – reversing the direction of the trade every time a crossover takes place. This is known as a reversal system .

How are the lengths of the short and long moving averages determined?

It is up to the trader to choose the number of days to which the two moving averages are set. This should be done after testing and evaluating the system thoroughly in the recommended way, using the trader’s method.

It is assumed that the trader is a day trader, trading daily intervals and not an ‘intra-day trader, trading shorter time intervals. However, the DMAC will function at any time interval, of course.

Although it is well used, the DMAC system can have a positive expectation and is capable of operating successfully. Systems traders realise that having a system with a positive expectation is only the beginning and that other aspects of trading have more bearing on the final trading results. A positive expectation is a necessary start but it is no guarantee of success.

The DMAC system is usually modified. There is a version which is called the TMAC, which employs a third moving average to exit the market sooner than the basic DMAC does. Any filter can be added, of course and it is a good exercise for student traders to try their new skills on finding good versions of the DMAC system.

Copyright David Bromley 2006 All Rights Reserved.

Simon's career began at National Bank of NZ (NBNZ) where he started work in FX Institutional sales before moving to a sales/trading role in the latter part of his employment at NBNZ. During his time there, he also managed their vanilla style options book. He then moved to Dresdner Kleinwort, where he worked in a market making/trading capacity on the spot desk, before seeing the light and leaving for a break from the markets in 2007. His FX trading experience has been G10 currencies with a focus on commodity currencies. Simon dirige el desarrollo de productos y pruebas en MahiFX.

September 20

Let the Moving Averages Guide Your Trading

Being one of the most widely used technical tools in the market; the Moving Average (MA) needs little introduction to seasoned FX traders. Para los nuevos en el mundo FX un promedio móvil es una herramienta de seguimiento de la tendencia utilizada por los chartistas que ayuda a determinar la tendencia subyacente al suavizar datos de precios pasados.

Una comprensión de la aplicación de los promedios móviles es una excelente adición a cualquier base de conocimiento de los comerciantes, aunque a menudo están bajo el empleo de muchos comerciantes, quizás debido a su simplicidad. This can be a costly mistake as they are an excellent timing tool during trending markets, and adherence to their rules gives traders a convenient method for exercising discipline.

Hoy voy a discutir el método triple crossover para resaltar la potencia de usar múltiples promedios móviles para participar en tendencias fuertemente organizadas. Multiple moving average systems have the advantage of combining the strengths of shorter term and longer term moving averages, and attempt to address the reasons for the mixed returns found in empirical studies of single moving averages when compared with buy and hold strategies evidenced in equity market research.

Un sistema que combina medias móviles a corto y largo plazo apunta a una reducción en las señales de comercio falsas típicas cuando se usan medias móviles a corto plazo solamente, junto con una reducción del desfase en las señales que ocurren cuando un sistema emplea sólo medias móviles a más largo plazo.

One of the most widely used triple crossover systems is the 4-9-18 day moving average combination popular amongst futures traders and introduced by R. C. Allen en su libro de 1972, Cómo construir una fortuna en los productos básicos. Hoy voy a demostrar que el sistema también puede ser efectivo cuando se aplica al área de divisas.

How to Use the 4-9-18 Day Moving Average System

Since shorter-term moving averages follow price more closely (due to them averaging more recent prices) the 4-day average will follow the trend most closely, followed to a lesser extent by the 9-day and then the 18-day average.

During an uptrend the proper alignment will therefore be the 4 day average above the 9 day average, which will be above the 18 day average, with the reverse alignment applying during downtrends (4 day will be the lowest, followed by the 9 day and then the 18 day average).

A buy alert takes place in a downtrend when the 4-day average crosses above both the 9 and 18-day averages. La confirmación de la señal de compra se recibe cuando el promedio de 9 días cruza más arriba del promedio de 18 días, dándonos la alineación deseada del promedio móvil. Durante una fuerte tendencia alcista los promedios se mantendrán en la alineación correcta, aunque algunos intermezclados pueden ocurrir durante consolidaciones y movimientos correctivos, durante los cuales algunos comerciantes pueden optar por obtener ganancias o, alternativamente, agregar a posiciones, dependiendo de lo agresivo que desean comerciar. For simplicity today I’m just going to focus on strict application of the rules.

Sell alerts take place when the uptrend reverses to the downside, at this point the shortest (and most sensitive) 4 day average will dip under the 9-day and then the 18 –day average. La confirmación de la señal de venta ocurre cuando el siguiente promedio más largo (9 días) cae por debajo del promedio de 18 días, aunque algunos comerciantes pueden desear liquidar sus largos cuando el primer día de 4 días cruza el promedio de 9 días. La adherencia estricta a la regla será esperar hasta que se reciba la confirmación y la alineación correcta del promedio móvil esté en su lugar para evitar salidas prematuras.

Let’s now take a look at a daily chart to see how well our system has worked recently, in this example with the AUD/USD, we will examine the system using Simple Moving Averages (SMAs).

**Click image to enlarge

Looking at the chart for the period studied we can see that the triple crossover system called for 9 trades with the last trade currently being open. Marking the final trade at market of 1.0472 (at time of writing, although I acknowledge it is unlikely to be the rate the last trade is cut) and utilizing a long only strategy would have yielded a profit of

831 pips currently, a long/short strategy would have improved the return to a profit of

The weakness of the strategy is naturally the potential for wide stop losses (maximum

113 pips on one trade in this period examined) before the averages realign correctly and trigger the opposing trade signal.

En posteriores comentarios técnicos voy a ver cómo los comerciantes pueden mitigar este riesgo, mientras tanto, animo a los comerciantes a probar la eficacia de la utilización de varias estrategias de media móvil como éste en sus monedas favoritas en diferentes períodos de tiempo.

Categorías:

The T3 Moving Average Cross System uses fast and slow T3 Moving Averages to generate signals for potential trading opportunities.

The signals are generated using the following logic:

A Long signal is generated when the Fast T3 moving average crosses above the Slow T3 moving average.

A Short signal is generated when the Fast T3 moving average crosses below the Slow T3 moving average.

This trading system can be used in Recommendation Only mode to generate alerts and, if you choose, in Auto-Trade mode to automatically request orders based on its signals and its Trading Enabled output variables (OpenBuy, CloseBuy, OpenSell, and CloseSell) .

System Outputs and Signals Logic

The T3 Moving Average Cross System consists of the following output variables and display parameters:

When a Long signal is generated a blue up arrow graphic displays in the chart window, the message "Long signal detected! Fast T3 MA crossed above Slow T3 MA." displays in the Trading Activity window, and an audio sound file plays. If Auto-Trade mode is enabled automated trading actions request orders based on the logic of the OpenBuy output variable, the logic of the CloseSell output variable, and the parameters defined in the Trading System Properties window's Trading Parameters tab.

When a Short signal is generated a red down arrow graphic displays in the chart window, the message "Short signal detected! Fast T3 MA crossed below Slow T3 MA." displays in the Trading Activity window, and an audio sound file plays. If Auto-Trade mode is enabled automated trading actions request orders based on the logic of the OpenSell output variable, the logic of the CloseBuy output variable, and the parameters defined in the Trading System Properties window's Trading Parameters tab.

Below is a screenshot that shows the T3 Moving Average Cross System attached to a chart window using its default parameters.

This trading system includes adjustable input parameters for added flexibility. You can make any required changes from the System Parameters tab in its properties window.

Fast T3 Price, Periods, MA Type, and Volume Factor

These parameters define the price, number of periods, type of moving average, and volume weighting used to calculate the Fast T3 moving average.

Slow T3 Price, Periods, MA Type, Volume Factor

These parameters define the price, number of periods, type of moving average, and volume weighting used to calculate the Slow T3 moving average.

It is extremely important that you verify (and change, if necessary) the parameters in the Trading Parameters tab if you intend to use this trading system in Auto-Trade mode.

You must specify the Account that the trading system will request orders in and the Amount (in Lots) that will be used for each order it requests. Any of the Trading Enabled output variables' Hedge parameters can also be enabled if necessary.

¡ADVERTENCIA! You should leave the trading variables' Hedge parameters disabled unless you are absolutely certain that you understand how to use hedging, its ramifications while in use, and your automated trading strategy requires it.

For the trading system to auto-trade, it is necessary to start it in Auto-Trade mode once it is properly configured and successfully attached to a chart. Failure to do this will result in no automated order requests being submitted.

5 EMAs FOREX SYSTEM, Exponential Moving Averages Full Potential

Among one of the important concepts a new forex trader should know is what a Moving Average means, how it's calculated and what its use as a trading indicator is.

Moving Average is defined as a technical indicator that shows the average value of a particular currency pair over a previously determined amount of time. This means, for example, that prices are averaged over 20 or 50 days, or 10 and 50 min depending on the time frame you are using at the moment of your trading activity.

As an averaged quantity, MA's can bee seen as a smoothed representation of the current market activity and an indicator of the major trend influencing the market behavior.

The basic mechanics of how Moving Averages can tell you where the forex market is moving (up or down), at the moment of your analysis is by considering two different time frame Moving Averages and plotting them on the forex chart. It is very important that one of these MA is over a shorter time period than the other one; let's say one will be over a 15 days period and the other over a 50 days period. Most trading station software available by a number of brokers will let you do this plotting and much more.

Recently there has been the realese of a new forex trading system called "The 5 EMAs FOREX SYSTEM" . This system will allow you to identify both entry and exit points with incredible accuracy. He even claims you can convert $1000 into $1000 000 in just 24 months. He may be exaggerating a bit on this, but his plan of action and use of moving averages is quite outstanding and accurate.

Depending upon the exit strategy selected, the system generates monthly returns of between 30% and 55%. Which is more tha enough to make a living trading the forex markets with the 5 EMAs Forex System .

by Adrian Pablo

200 Day Moving Average Trading System

The 200 Day Moving Average is voted as the number one trading indicator by a forex magazine. Personalmente, encontrar el promedio móvil de 200 días como un indicador muy fiable y versátil, ya que puede realizar un buen número de funciones al mismo tiempo. En este post, voy a compartir con ustedes las diversas formas en que puede utilizar el MA 200 y lo integran en su sistema de comercio.

Por lo general, la parcela 200 Exponential Moving Average en lugar de la media móvil simple, porque creo que la EMA a ser más dinámico y sensible en comparación con el SMA. A continuación se presentan algunas de las formas en que puede hacer uso de la EMA 200.

1) Como identificador de tendencias. Si usted ha leído mi otro poste del blog que habla de los promedios móviles. Usted sabrá que pueden ser utilizados como un identificador de tendencia. Todo lo que necesitas es observar su pendiente y podrás contar la tendencia del mercado.

Si usted ve los 200 EMA que se inclinan hacia arriba, usted está en una tendencia alcista y si usted ve la EMA 200 que inclina abajo, usted está en una tendencia bajista.

2) Como un identificador de fuerza: Incluso cuando usted está en una tendencia alcista, la tendencia se puede describir como tranquilo o fuerte. Hay básicamente dos tipos de mercado de tendencias.

Trending and Quiet

Trending and Volatile

Trending & Tranquilo

Trending & Volátil

If you see the gradient of your 200 EMA to be steeped, you are in a trending and volatile market. Si usted ve el gradiente de su 200 EMA ser suave, usted está en un mercado de tendencia y tranquilo.

3) Como soporte o nivel de resistencia: de tantos valores diferentes de promedios móviles, el promedio móvil de 200 días es el más significativo. Si echa un vistazo a su gráfico de comercio, encontrará el mercado que lo respeta más que cualquier otro EMA. Por lo tanto, se puede utilizar como un fuerte soporte y nivel de resistencia.

4) Como una señal de entrada: Algunos comerciantes hacen uso de la EMA 200 para colocar su entrada. Cuando el precio se mueve por encima de él, puede entrar en su comercio LONG. Si el precio se mueve por debajo de él, puede entrar en su operación CORTA.

Del mismo modo, también puede salir de su comercio LONG cuando el precio se mueve por debajo de él y viceversa.

Ahora que conoce el poder del promedio móvil de 200 días y cómo usarlo en su comercio, puede comenzar a integrarlo en su sistema de comercio y ganar dinero con él.

Note to Readers

Observe que la estrategia anterior es una estrategia general que no ha sido ajustada. Con el fin de que el comercio con él, por favor, sintonizar en una cuenta demo. Si no sabe cómo afinar una estrategia, lea el siguiente

HI, I liked your blog. Soy un nuevo comerciante perdiendo dinero. Me gustaría ayuda. Me gustaría tener un sistema simple para usar de manera consistente, algo que funcione para usted. He leído que se utiliza el 15 min 200 EMA para ver la tendencia y luego el gráfico de 5 minutos para entrar en un comercio. En este momento el EUR / USD está subiendo. Tengo un comercio largo que tomé en 1.3800, y me estoy preguntando cómo es alto va a ir. He estado sentado en cáscaras de huevo con todas las gotas en las últimas 24 horas. Action Forex recommend to sell the EUR/USD at 1.3650, which looks like to me the 15 min 200 EMA, What do you think about that? Diana

If you are interested to find out more about the market analysis, you can take a look at this blog that I have setup especially to talk about my trading analysis. My Forex Trading Signals Blog

First of all thank you for sharing your precious knowledge with us. Tengo una pregunta. I changed moving average to “exponential”, then period to “200″. But there’s also an option to apply EMA to “close”, “open”, “high”, “low”, median price, typical price etc. Which one should I choose?

As for how to change the moving average to exponential, it depends on your platform. Hay alguna plataforma que le da la opción de SMA o EMA y hay algunos que sólo le da promedio móvil y puede ir a la configuración para cambiar a exponencial, ponderada o simple. En cuanto al precio, utilizo el ajuste de cierre predeterminado.

Ten Things You Need To Know About Moving Averages

I use moving averages as tools for finding support for resistnace levels in prices on charts. Moving averages work as indictors because they are used by many other market participants to make buy and sell decisions. Unlike chart pattterns and trend lines that are subjective based on opinions on charts moving averages are a way to quantify signals to use for possible trend identifcation.

It is very interesting to lay a 50-day and 200-day simple moving averages (sma) on to a chart for the past year. Comenzarás a ver cómo se desarrollan los patrones. Bounce off the 50-day, a last chance for support at the 200-day etc. Each stock and ETF has different key moving averages and different reactions to them on the chart. It can really help your trading to know the key moving averages for what you are trading and clues to support and resistance, they give clues as to where the buyers and sellers are waiting.

MY BEST TRADES

Some of my best trades have been simply making an entry after the breakout above a key long term moving average like the 200-day and then capturing the trend using the 10-day sma as a trailing stop. Moving averages are not magic indicators but they are fantastic technical analysis for quantifying and capturing trends.

TEN THINGS TRADERS NEED TO KNOW ABOUT MOVING AVERAGES.

1. Here are three of the most meaningful moving averages in the stock market. The 20-day moving average commonly acts as a reversion to the mean in a range-bound market. The 50-day moving average can act as the line of support for an intermediate uptrend or resistance in an intermediate downtrend. The 200-day moving average is the ultimate dividing line for the long-term trend of the market. The SPY is generally the best tracking ETF for the market as a whole.

2. In sharply trending markets the 5-day exponential and the 10-day simple moving averages have meanings as support and resistance to help manage your position when the longer term moving averages are too far away to use.

3. Exponential Moving Averages apply more weight to recent price change, while Simple Moving Averages view each data point equally.

4. Moving averages let you see where other traders both big and small are buying and selling. The meaning of moving averages as support and resistance points on charts rely on how other traders are reacting with buying and selling when the prices approach those key levels.

5. Where the price on the chart is in relation to the 200-day moving average is determined by long-term investor and trader psychology. Bulls like to stay above the 200-day moving average, while bears sell short below it. Bears usually win and sell into rallies as prices approach this line when the 200-day becomes resistance, and bulls buy into pullbacks to the 200-day when the price is above it. Esta línea es una de las señales más grandes en el mercado que le dice que lado a estar encendido. Toro arriba, Oso abajo.

6. Cuando la media móvil de 50 días perfora el promedio móvil de 200 días en cualquier dirección, se supone que predice un cambio sustancial en el comportamiento de compra y venta. The 50-day moving average rising from below and crossing through the 200-day moving average is called a Golden Cross, while the bearish piercing of the 50-day from above the 200-day moving average is called a Death Cross.

7. A great second chance entry on a momentum stock is with a bounce off a 50-day moving average as support for the price action. Many institutional buyers are waiting at the 50-day sma to add to their long term positions in major growth stocks that they are accumulating.

8. Getting a monster stock at the 200-day during a bull market is like a gift from the trading Gods. However if the 200-day is lost it is very dangerous and could begin a fall with no net, this is a time to short the old leaders when the 200-day is breached and the stock begins what could be a death plunge.

9. Some traders use systems that give buy and sell signals when a shorter term moving average crosses over a longer one or vice versa. Legendary trend trading pioneer Richard Donchian used a five and twenty day moving average cross over system for buy and sell signals to capture trends.

10. Algunos comerciantes vigilan cuando un promedio móvil comienza a inclinarse hacia arriba o hacia abajo y lo consideran como una señal de una tendencia que comienza, continúa o cambia.

Cada comerciante debe decidir cómo incorporar promedios móviles en su propio sistema y marco de tiempo. But these are the major tools of some of the world’s best traders.

See two charts below.

Related Reading:

Capture More Trend with Moving Averages

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Sobre el Autor

Simple system, big profits

That the trend is your friend is the first rule of trading. One of the easiest and most visual methods of trend following is to locate the moving average of the price data and trade with it. Experts have declared that trend trading is dead, or at least seriously injured, but one real-world experiment shows that with the right filters trading the trend as described by a set of moving averages is still profitable.

Consider the five-minute candlestick chart of the EUR/USD in “Noise reduction” (below). The blue line is the 10-period exponential moving average, the purple line is the 20-period exponential moving average and the red line is the 200-period exponential moving average.

Moving averages ultimately are useful because they are easy to follow: They smooth price action through a period, thus cutting out the price “noise.” Price noise is a term for excessive price volatility that may disguise a price trend.

The use of moving averages by traders is not new and many traders rely on moving averages as part of their trading tool kit. This article will define a simple trading plan, using the five-minute EUR/USD candlestick chart and the previously mentioned moving averages. In the style of “keep it simple, stupid,” we will demonstrate that this basic trading plan, if followed, will make money through time. The concept of the moving average in trading is not dead.

¿Qué son las medias móviles?

A moving average is an indicator that will calculate the average price of a commodity (in this case, the EUR/USD) throughout a period of time. To illustrate, because we are using the five-minute candlestick chart, the moving average is an equal weight of the past 10 periods of candlesticks, or the past 50 minutes. With each new candlestick, the oldest data point is dropped and the newest candlestick of data is added. Thus, a moving average is not static; it is rolling.

A simple moving average for M candlesticks of data shows the closing price of each candlestick (M1, M2. MD) is M, and where D is the total number of measurements made and MD is the most recently made measurement.

For our discussion, we are using exponential moving averages (EMA), the 10- and 20-period EMA, which are calculated similar to the simple moving average but give more weight to the more recent price action. The EMA is an attempt to reduce the lag of the simple moving averages: to make the moving average trendline respond more quickly to changing price action.

It’s helpful to transact with two moving averages, one of a shorter length than the other, to generate trading signals. This method should work well with trending commodities, and the EUR/USD and the other five major currencies are trending markets.

Our rules are simple: when the shorter of the two moving averages crosses over the longer of the two moving averages, a buy signal is generated. In the converse, a sell signal is generated. Because we are day trading the EUR/USD, we use an even shorter EMA against a short EMA: the 10-period against the 20-period EMA. The length of the moving average chosen should fit the time cycle traded.

When the 10-period EMA is above the 20-period EMA, we buy the EUR/USD (10 > 20 EMA). When the 20-period EMA is above the 10-period EMA, we sell the EUR/USD (20 > 10 EMA). Notice in “Noise reduction” how the signal of the trend change is definite and clearly observable. Further, the wider the spread between the two EMAs, the more likely the trend will continue.

John Murphy, author of the technical trading bible, Technical Analysis of the Futures Markets, linked cycles and moving averages: “There appears to be a definite relationship between moving averages and cycles. For example, the monthly cycle is one of the best known cycles operating throughout the commodity markets. A month has 20 to 21 trading days. Cycles tend to be related to their next longer or shorter cycles harmonically, or by a factor of two. That means that the next longer cycle is double the length of a cycle and the next shorter cycle is half its length.”

Thus, this trading plan uses the recognizable 10- and 20-period EMA. We are not bottom or top pickers; we only surf the trend, hopefully to take out the sweet spot. We want the trend to be easily recognizable to the trading community, so that, like lemmings all will follow it. Even with a clear buy or sell signal, the trader must know when to take profits. A simple trade plan would be to buy when the 10 > 20 EMA, and then when the 10-period EMA crosses to the downside (now the 20 > 10 EMA), the trader would sell the position and take profits. We also did the converse on the short sell.

We decided to backtest this strategy, because a simple eye-ball of the chart looked like it didn’t make sense. Viewing all five-minute candlestick chart data (high, low, open and close) from Nov. 28, 2001, until May 31, 2005, we found 5,736 trades on the upside and 5,735 trades on the downside. We paid the bid/ask spread to enter the trade. The returns are alarming:

Long: 10>20Short: 20>10

Number of Trades5,7365,735

Min P/L(133) tics(127) tics

Average P/L(3.06) tics(3.67) tics

Max P/L213 tics178 tics

STD P/L19.84 tics18.45 tics

The above data suggests that trend trading as a trading strategy doesn’t make sense for the EUR/USD. The average profit for the long or short trade was approximately three ticks, which is the bid/ask spread. Maximum losses were more than one cent, about 130 tics, which a day trader would never tolerate in a single trade.

In fact, with a nod toward our academic colleagues, the data without filters suggests a random walk. The standard deviation is about 20 to 19 ticks for the long and short trades; thus, it may make sense that the trader should use a firm stop and limit when entering the moving average trade. Even disregarding the data and reviewing the chart, we can see that the moving averages are lagging indicators and respond slowly when the market reverses. We need a filter for the simple trading plan that would allow us to protect profits and limit losses, and tell us during what time period to trade while following the trend.

Time is on our side

Certain time periods of the day are not well suited for trend-trading signals (see “Narrow opportunities,” below). From our research, we have found that trend trading normally in the late afternoon through mid-evening does not produce enough girth between the moving averages needed to obtain the space for a profitable trade.

The best trend trading times for the EUR/USD seem to be in the London market, usually around 2:30 a. m. EST time until 6 a. m. and then when the New York desks come in around 7 a. m. through about noon. Research suggests the two EMAs in question must have an approximate six-tick girth for the trade to be profitable. If visually the two EMAs are what might be casually described as “right on top of each other,” then there is no trade. The raw research presented earlier in this article does not filter for the girth of the moving averages and does not filter for time.

“Time-based trades” shows our trend trades just in the 8 a. m. to noon period. Two other filters should also be considered: limits and stops. Assume the trader shorted the EUR/USD on the crossover signal and got the price of 1.2068. The trick then is to know when to get out of the trades and take profits. Following the above trade suggested on the 20 > 10 EMA cross, the trader would then sell the EUR/USD. If the trader sold on the 20 >10 EMA cross and bought back when the 10 >20 cross, he would have made about 14 ticks. However, he could have made more than

20 ticks if he allowed the trade to run a little longer. We know that visually, the wider the girth of the moving average — the spread between the 20 EMA and the 10 EMA — the more likely the trade will be profitable.

We were able to test what the stops and limits should be using a five-minute double crossover method of moving average trading during our selected New York morning time frame. The summary of our results for buys only is located in “Profit matrix” (below). A buy signal is located when the 10 > 20 EMA.

For day traders, the most profitable performance came from a stop of 10 ticks and a limit of 50 ticks. However, swing trading proved the best use of the double crossover EMA: Stops of one cent or a cent-and-a-half and limits up to 100 ticks. We found this research to be confirmed on the one-hour chart. It should be noted, confirming common wisdom, that a deeper pocket when trading works better. Holding a trade with a wide stop loss takes deep pockets indeed. Research also suggests there is lots of noise within the trend; a stop of 20 ticks is not wide enough to plow through the noise to make the profit.

Trend trading is a lagging indicator method. Candlesticks denote entry and exit signals and should be used in conjunction with the above methodology and to compensate for the lag. It should be noted that we have not incorporated any reversal candlestick patterns into our analysis. In practice, we do incorporate these patterns. But in the effort of keeping it simple, we know that bulls win, bears win, but pigs lose. Every trader should locate the trend and grind out a result.

Final trading rules

Here are the rules we followed to generate our ultimate trading results.

&toro; All data is from EUR/USD, five-minute chart, Nov. 28, 2001 to May 31, 2005, for the daily time period 8 a. m. to 12 p. m. (EST).

&toro; Buy signal occurs when 10-period EMA crosses over 20-period EMA on five-minute period chart. Buy the next candlestick.

&toro; Moving averages are calculated using typical price for each five-minute period. Typical Price = (1/3)*(Close)*(High)*(Low)

&toro; Close signal occurs when user-define limit or stop-order hits:

Notes: A three-tick spread is included in calculations. For example, if you buy at 1.2010 with a stop loss of five ticks, your trade will hit stop and close at 1.2005. Therefore, the user-defined stop must be less than three ticks.

Open trades that are not closed by 12 p. m. (EST), are assumed to be “frozen” until 8 a. m. on the next trading day. If by 8 a. m. the market price exceeds the user-defined stop or limit, the trade will be closed immediately. If, during the frozen period, the market price exceeds the stop or limit and retraces back within the trade’s trading range (not violating stop and limit) by 8 a. m. the trade will remain open.

There is no consideration given to interest expenses that occur when trades are held overnight.

Prof. Leslie K. McNew teaches at the A. B. Freeman School of Business at Tulane University and runs the Pelican Fund.

Juan Londono, Parag Patel and Justin Tannen contributed to this article.

Sobre el Autor

Documentación

Create Moving Average System object

Introducción

This example shows how to create a System object™ that implements a moving average filter. The example shows how to use the System object in MATLAB ® and Simulink ® through the MATLAB System block. MovingAverageFilter is a simple moving average System object filter, which computes the unweighted mean of the previous WindowLength input samples, where WindowLength is the length of the moving average window.

The System object accepts single-precision and double-precision 2-D input matrices. Each column of the input matrix is treated as an independent (1-D) channel. The first dimension of the input defines the length of the channel (or the input frame size). MovingAverageFilter independently computes the moving average of each input channel over time.

Create the Class Definition

In the MATLAB Home tab select New -> System Object -> Simulink Extension to open a System object template. This template includes customizations of the System object for use in the MATLAB System block. You can edit the template file, using it as guideline, to create your own System object.

Replace all occurrences of Untitled in the file with MovingAverageFilter and save the file as MovingAverageFilter. m in a folder where you have write permission. You need to add this folder to the MATLAB path to use the System object. For convenience, the entire System object is provided in the file dspdemo. MovingAverageFilter. m. To view this file enter

at the MATLAB command prompt. The prefix dspdemo on dspdemo. MovingAverageFilter is a package name. Packages are special folders that can contain class folders, function and class definition files, and other packages. Package folders always begin with the + character such as +dspdemo. Packages define the scope of the contents of the package folder (that is, a namespace in which names must be unique). This means function and class names need to be unique only within the package. Using a package provides a means to organize classes and functions and to select names for these components that other packages can reuse. You do not have to use packages when creating your System object. For more information on packages in MATLAB, see Packages Create Namespaces. The remainder of this example shows you how to create the MovingAverageFilter object from the System object template without using a package. However, you can also review and use the completed version, dspdemo. MovingAverageFilter .

Moving Average Filter Properties

The MovingAverageFilter object has one public property that controls the length of the moving average. Because the algorithm depends on this value being constant once data processing begins, the property is defined as nontunable. Additionally, the property only accepts real, positive integers. To ensure correct input, add the PositiveInteger attribute to the property. The default value of this property is 5.

The state of the moving average filter is defined with the DiscreteState attribute. Get the value of the state by calling the getDiscreteState method.

A moving average filter is an FIR Filter with numerator coefficients equal to ones(WindowLength,1)/WindowLength. Because the coefficients do not change during the streaming operation, the coefficients are defined in a property for optimization purposes. Additionally, to ensure the coefficients are not accessible to users of the System object, use the private attribute.

Finally, the System object operates on a possibly multichannel input and therefore requires a property for the number of channels. This property is not accessible to users and therefore you use the private attribute. The value of this property is determined from the number of columns in the input.

Moving Average Filter Constructor

The System object constructor is a method that has the same name as the class ( MovingAverageFilter in this example). Within that method, use the setProperties method to allow standard name-value pair handling at construction, filt = MovingAverageFilter('WindowLength',10) .

Moving Average Filter Setup

The setupImpl method sets up the object and implements one-time initialization tasks. The filter coefficients are computed based on the specified window length. The filter's states are initialized to zero. Note that there are WindowLength-1 states per input channel. If you would like to initialize the states to a custom value, you can create a public InitialConditions property and use the property value to set the object state ( obj. State ) in setupImpl. Finally, the number of channels is determined from the number of columns in the input.

Note: You must set Access = protected for this method.

Object Saving and Loading

saveObjectImpl defines what property and state values are saved in a MAT-file when you call save on that object. If you do not define a saveObjectImpl method for your System object class, only public properties and properties with the DiscreteState attribute are saved. Save the state of an object only if the object is locked. When you load the saved object, the object loads in that locked state. In this System object, the filter coefficients are saved if the object is locked.

loadObjectImpl defines what System object property and state values are loaded when you load a MAT-file. loadObjectImpl should correspond to your saveObjectImpl to ensure that all saved properties and data are loaded.

Note: You must set Access = protected for this method.

System object Usage in MATLAB

This example uses the System object to remove noise from a noisy pulse sequence. The length of the moving average filter is 30 samples. If you are using the predefined dspdemo. MovingAverageFilter. substitute that name for MovingAverageFilter in the class constructor, for example movingAverageFilter = dspdemo. MovingAverageFilter('WindowLength',30); .

Simulink Customization Methods

You need to define a few more methods to be able to use the System object in a Simulink MATLAB System block. These methods are not required if you use the System object only in MATLAB. getOutputSizeImpl returns the sizes of each output port. For System objects with one input and one output and where you want the input and output sizes to be the same, you do not need to implement this method. In the case of MovingAverageFilter. there is one input and output and the size of each is the same. Therefore, remove this method from the class definition of MovingAverageFilter.

getDiscreteStateSpecificationImpl returns the size, data type, and complexity of a property. This property must be a discrete-state property. You must define this method if your System object has discrete-state properties and is used in the MATLAB System block. In this example, the method is used to define the State property.

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The Basics of the Moving Average Inventory Cost Method

Point of Sale (POS) accounting software has the capability to calculate average cost per unit in its inventory costing system, since it is one of the four cost flow assumptions recognized by GAAP. However, the Internal Revenue Service (IRS) basically recognizes only the First-in First-out (FIFO) method .

This information tends to confuse an accountancy learner, who would be interested to know who uses the moving average inventory cost method and how users apply it.

First, this method does not take into account the actual purchase prices of the goods held as inventory. It is also known as the “rolling average inventory cost method” or “weighted-average cost method,” because the different unit costs will be considered based on the quantity they represent. After this, the sum of all purchase costs will be divided by the total quantity of the inventory on hand.

Item (1) 50 units @ $100/unit; Item (2) 50 units @ $ 115/ unit; Item (3) 100 units @ $110/unit

Sum of all purchases = (1) $ 5,000 + (2) $ 5,750 + (3) $ 11, 000 = $ 21,750

Sum of all units or total quantity = 50 units + 50 units + 100 units =200 units

Weighted Average Inventory Cost per Unit = $ 108.75/unit

The calculation of weighted average costs of the stock held as inventory applies each time there is a transaction or movement in stock supply--hence the term moving average inventory cost method.

Understanding the Uses of the Moving or Weighted Average Inventory Cost

In understanding the use of this average cost method, there are two conditions to consider:

The business uses the perpetual inventory system. which requires the constant monitoring of the weighted average cost per unit at every sale and purchase.

The business procures, stores, and sells fungible products that physically flow and comingle with the inventory items already kept in store, which makes it impossible to differentiate which portion of the inventory stocks were first or last brought in.

Based on these specific conditions, it can be deemed that the users of the moving or weighted average inventory cost method are:

1. Businesses like grocery stores, supermarkets, and department stores that maintain large inventory of merchandise for resale, comprising different items in multiple variations

2. Businesses engaged in the production or purchase and retailing of petroleum, oil, crude, gas, natural gas, and all their derivatives, or what are described as fungible items

After knowing its use and who utilizes this method of calculating inventory costs, the following sections discuss how it is applied in actual business systems.

Businesses with Large Inventory Comprising Different Items in Multiple Variations

Retail outlets like grocery stores or supermarkets frequently purchase goods in large quantities for purposes of reselling in smaller units or quantities, to which the use of the perpetual inventory system is the most practicable method of monitoring various unit costs per item.

A large department store, as an example, maintains an inventory of different dry goods from clothing, shoes, home furnishings, accessories, toys, and cosmetics, just to name a few, which also come in various sizes, colors, styles, and brands. In today’s present business accounting system, any item sold is automatically deducted from the inventory count, as each transaction is taken-up by the cashier’s computerized cash register.

The cash register records each sales transaction through POS (Point-of-Sale) software, which automatically feeds data to other software modules including the unit that maintains the perpetual inventory system.

In every movement, i. e. sale and purchases that are recorded under this inventory system, the average cost per unit of all merchandise currently held as stock inventory will be automatically calculated by the computerized system.

However, the average cost per unit will be utilized as a basis for in-house reportorial purposes only, for determining the appropriate selling prices, inventory levels, or for gross profit margin monitoring.

The Internal Revenue Service (IRS) does not allow the use of the moving average inventory costing method for taxation purposes, as per Treas. Regs. section 1.472-(d).

Kindly proceed to the next page for explanations on how the said method is used by businesses that trade in fungible items like petroleum.

To help you understand the moving average inventory cost method, we have provided in this article a mock-worksheet for a petroleum inventory record. This however is not a representation of the standard but merely to provide an illustration on how the weighted average cost is computed at every point of sale or purchase; hence the terminology moving average inventory cost. Study the explanations and example furnished in this article, in order to get insights on how it is used in today's business systems.

The Triple Moving Average Crossover System

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The triple moving average crossover system is used to generate buy and sell signals. Sus señales de compra vienen temprano en el desarrollo de una tendencia, y sus señales de venta se generan temprano cuando termina una tendencia. The third moving average can be used in combination with the other two moving averages to confirm or deny the signals that they generate. Por lo tanto, reduce la posibilidad de que el inversor estará actuando en señales falsas.

The shorter the moving average, the more closely it will follow the price trend. Cuando una acción comienza una tendencia alcista, los promedios móviles a corto plazo comenzarán a aumentar mucho más temprano que los promedios móviles a largo plazo. Por ejemplo, si una acción disminuye en cantidades iguales cada día durante 50 días y luego empieza a subir por la misma cantidad cada día durante 50 días, la media móvil de 5 días comenzará a subir el tercer día después del cambio de dirección , El promedio de 10 días comenzará a subir en el sexto día después del cambio, y el promedio de 20 días comenzará a subir en el undécimo día. Cuanto más tiempo ha persistido una tendencia, más probable es que siga persistiendo, hasta cierto punto. Esperar demasiado tiempo para introducir una tendencia puede resultar en la pérdida de la mayor parte de la ganancia. Entrar en la tendencia demasiado temprano puede significar entrar en un falso comienzo y tener que vender con pérdida. Los comerciantes han abordado este problema por la espera de tres promedios móviles para verificar una tendencia mediante la alineación de cierta manera. To illustrate, we'll use the 5-day, 10-day, and 20-day moving averages. Cuando comienza una tendencia alcista, la media móvil de 5 días comenzará a subir primero. Los comerciantes ven esto como interesante, pero sin mayor importancia. A medida que aumenta el impulso alcista, los promedios móviles más largos comienzan gradualmente a seguir su ejemplo.

Una alerta de compra tiene lugar cuando los cruces de 5 días por encima de los 10 y los 20. Es decir, el precio promedio de la acción en los últimos cinco días es mayor que su promedio durante los últimos diez días y los últimos veinte días. Esto muestra un cambio a corto plazo en la tendencia. Una señal de compra se confirma cuando el 10-día luego cruza por encima de los 20 días. El precio promedio de 10 días de una acción es más significativo que el precio promedio de 5 días. Si el precio medio de los últimos diez días es mayor que el precio promedio de los últimos veinte días, el cambio de impulso se considera mucho más significativo. Por el contrario, cuando una tendencia alcista cambia a una tendencia a la baja, lo primero que sucede es que el descenso de 5 días por debajo de los promedios de 10 días y 20 días. Esto constituye una alerta de que una señal de venta puede ser próxima. La señal de venta confirmada ocurre cuando el cruce de 10 días por debajo de los 20 días, lo que resulta en una alineación en la que el promedio de 5 días está por debajo del promedio de 10 días y el promedio de 10 días está por debajo del promedio de 20 días. Los comerciantes más agresivos a menudo utilizan el crossover de alerta como la señal de venta real, ya que bloquea más de los beneficios. However, the risk of doing this is that the stock may only be "catching its breath" before continuing its advance. La señal de venta confirmada podría tener lugar a un precio mucho más alto. Therefore most traders consider the signals to be generated by the 10-day crossing the 20-day.

Recomiendo usar el promedio móvil de 5 días como filtro para cada evento de cruce. Es decir, la alineación se puede utilizar como una herramienta para reducir los whipsaws. Para una señal de compra, la alineación apropiada es que el promedio de 5 días esté por encima de los 10 días, y que los 10 días estén por encima de los 20 días. Para una señal de venta, los 5 días estarían por debajo de los 10 días y los 10 días por debajo de los 20 días. Si el 10-día acaba de dar una señal de compra cruzando por encima del promedio de 20 días, un comerciante puede abstenerse de hacer la compra si el día 5 está disminuyendo o por debajo del promedio de 10 días. La compra se hará sólo si el 5 días reanuda su ascenso o está por encima del promedio de 10 días, mientras que el promedio de 10 días sigue por encima del promedio de 20 días. Si el promedio de 10 días da una señal de venta cruzando por debajo del promedio de 20 días, el comerciante podría abstenerse de vender si el promedio de 5 días se ha convertido y ahora está subiendo o si está ahora por encima del promedio de 10 días Que debajo de ella. La venta se realizaría sólo si el 5 días reanuda su caída o cae por debajo del promedio de 10 días, mientras que el promedio de 10 días sigue siendo inferior al promedio de 20 días. Traders at stockdisciplines. com have learned through experience that using the 5-day average in this way can dramatically reduce whipsaws (untimely and unnecessary buying and selling). The reason these alignments are important is because the shorter moving average is extremely sensitive to the development of a counter-trend in the stock's price. Si se está desarrollando una tendencia contraria a la tendencia indicada por el cruce de sus principales promedios móviles, tiene sentido esperar a que esa contra-tendencia se disipe antes de tomar acción.

Los inversores y los comerciantes podrían ser prudentes para incorporar otro indicador en su toma de decisiones. Para aumentar la fiabilidad de las señales dadas por el sistema esbozado anteriormente, podría ser prudente utilizar el promedio móvil de 50 días como contexto y referencia. El tiempo mejor y más rentable para comprar una acción es temprano en una nueva tendencia. Later buy signals carry greater risk that the stock will soon decline (because stocks don't go up forever). Por lo tanto, si el promedio de 50 días ha estado en una disminución significativa y ahora está nivelando o apenas comenzando a levantarse, una señal de la compra usando el método triple del crossover esbozado arriba tiene una ocasión más grande del éxito que si el promedio 50-day ha sido Aumentando durante mucho tiempo, o está empezando a nivelarse o declinar después de un avance prolongado. In other words, the intermediate-term 50-day average can be used to confirm and "support" the signals given by the shorter-term moving averages. Generally, it's better to avoid buying a stock if its 50-day moving average is in decline. Un comerciante a corto plazo podría hacer una excepción a esta política general con el fin de beneficiarse de un repunte hacia el promedio de 50 días en declive desde una condición de sobreventa extrema.

Copyright 2012, by Stock Disciplines, LLC. a. k.a. StockDisciplines. com

MACD Trading System

MACD Indicator (no histogram)

MACD setting: 12-26-9

MACD INDICATOR

The MACD (Moving Average Convergence Divergence) indicator was created by Gerald Appel back in the 1970's. Some traders consider it to be an effective momentum indicator, constructed using the difference between two moving averages which are trend following indicators.

Therefore, enabling a trader to have both trend following and momentum characteristics in one indicator. It consists of two lines and sometimes includes a histogram as well.

The MACD line is the difference between a 26 period ema and a 12 period ema.

ema = exponential moving average

The Signal line is simply a 9 period ema of the MACD line.

If you were using a histogram (which we are not in this example) it would be the difference between the above lines.

The MACD is based on moving averages, which of course are derived from price, therefore it is a lagging indicator.

Typically, buy signals are taken when the MACD line crosses above the Signal line and sell signals are taken when the MACD line crosses below the Signal line.

Another way that some get trading signals from this indicator is when either the MACD or Signal line crosses the Zero line.

MACD TRADING SYSTEM SIGNALS

This MACD trading system does use the above methodology. well, actually only part of it is used. Here the Signal line is used as a trend indicator and MACD line - Signal line crossovers are used as the trigger.

Buy Setup: Signal line (yellow) is above the zero line, indicating an UP trend.

Buy Trigger: MACD line (green) crosses above the Signal line.

Exit: MACD line crosses below the Signal line OR alternate exit.

Short Setup: Signal line is below the zero line, indicating a DOWN trend.

Short Trigger: MACD line crosses below the Signal line.

Exit: MACD line crosses above the Signal line OR alternate exit.

EJEMPLO

The example 2 min. chart of QQQQ below shows two winning trades and one losing trade. This MACD trading system keeps you from making trades that are not in the direction of the trend, as determined by the Signal line.

Notice that there were no long entries, because every time the MACD line crossed above the Signal line, the Signal line was below zero.

However, a trader with experience would've noticed that after 1:30 pm the Signal line moved above zero, while at the same time price broke out of a triangle pattern and made two higher highs.

So, when the MACD crossed above the Signal line after 2:00 pm, and the Signal line was very close to zero anyway, that could've been used as a decent buy signal.

Strictly by the rules? No, but it makes good trading sense to me.

While searching for robustness, you might come across the term of robust statistical estimator . the median, for instance, is a robust measure of central tendency, while the mean (average) is not (the latter is much more sensitive to outliers).

Robustness in trading is a tough beast to tame and understand. The more “robust” the research and development process, the better (read: robust ) the results ought to be, right? With this in mind, I decided to test robust “tools” within the actual mechanical trading strategy itself.

The moving average indicator is so ubiquitous in trading that most folks (me included) use it without second thoughts. Its legacy probably dates from the era of expensive and complicated computing (it is relatively inexpensive to compute), so I wanted to revisit its hegemony – and give it a run for its money: by pitching it against a moving median indicator (on the basis of better statistical robustness for the latter).

Could it be that a moving median is actually a better indicator than the moving average?…

El experimento

To find out I used a basic and simple mechanical trading strategy: the Moving Average Crossover . This trading systems is always in the market, buys when the fast moving average crosses over the slow moving average and sells short when the fast average crosses under the slow average.

The second system would be a Moving Median Crossover . You guessed it: the same system, but replacing the average by the median.

The markets tested were a random collection of 17 Futures daily prices (proportionally back-adjusted contracts) – all going back as far as CSI history goes (1920’s for Wheat!):

Orange Juice-Frozen-NYCE (Floor+Electronic Combined)

The money management for both systems is to trade each instrument in a separate independent sub-account, fully funded (i. e. no leverage used) with profit re-invested. All commissions or slippage are ignored.

The main interest of the experiment is the robustness of each indicator. To quantify this, each system is run over 9 combinations of parameters for the Golden Cross (fast indicator values: 45, 50 and 55 days ; slow indicator values: 180, 200 and 220 days ). A measure of the robustness of the indicator is the uniformity of the results over the 9 combinations.

Los resultados

Below are the total returns for both systems over each parameter set:

The calculation confirms the under-performance of the Moving Median Crossover system. What about robustness you ask? Well, the Moving Median still scores worse than the Moving Average on both measures of uniformity/dispersion: the standard Coefficient of Variation (0.64 v 0.68) and its alternative cousin based on Median and Median Absolute Deviation (0.36 v 0.45): The Moving Average System produces more uniform (robust?) results!

Below is also a histogram of all 288 individual returns (per market per parameter combination, i. e. Wheat 180/45, Wheat 200/50, Silver 200/50, etc.):

There is clearly more blue presence on the left side of the chart and more red one on the right side…

Una posible explicación

Using some inductive logic (warning: this might be dangerous when dealing with data from Extremistan * ), I started eye-balling the charts in search for some clues as to why the Median under-performs the Average. Below is an example of what I found:

Crossovers for Cocoa 2004-2010

The chart above only shows Moving Averages and Moving Medians (the prices have been removed to make the picture clearer). Average and Median seem to closely follow each other both on slow and fast sides. Indeed the bulk of the trades take place at roughly the same time (i. e. they both detect large trends fairly similarly).

However, if we zoom in over that red-circled congested area:

Zoomed-in portion of Cocoa chart

We can see that the Median Crossover system generates more signals than the Moving Average one (9 v 5). Trend following systems notoriously make big bucks in large moves but lose money in trend-less, range-bound markets – like the one being zoomed into. If the Moving Median Crossover system is more active in these sort of markets it will generate more losing trades while capturing similar big winners to the Moving Average Crossover system.

Intuitively, it could be hypothesized that the Moving Average evolves in a smoother manner and will generate smoother curves with less erratic moves and consequently less losing trades during trend-less markets – while the Moving Median does not generate a significant edge in detecting large trends.

One test is hardly enough to provide siginificant evidence, however this should give us some insights in the nature of the Moving Median indicator. The first insights being no increase in robustness and a drop in performance (when comparing total returns).

* Extremistan . concept popularised by Nassim Taleb to describe the “province” where the total can be conceivably impacted by a single observation (e. g. financial data, wealth distribution). The opposite is Mediocristan: the province dominated by the mediocre, with few extreme successes or failures. No single observation can meaningfully affect the aggregate (e. g. human height and weight distribution). The bell curve is grounded in Mediocristan. There is a qualitative difference between Gaussians and scalable laws, much like gas and water.

15 Responses

Great post! It’s neat to read about how you are dissecting the complex art of trading and figuring out what is really happening. I have never heard of the Moving Median before!

Here’s some random ideas.

1. Why use the same values for the averages and the means? If a 220/50 combination works best for the Moving Averages, then why couldn’t a different combination work best for the Moving Medians? Why couldn’t another set of 9 combinations be more robust than the ones that you chose for the Moving Averages?

2. I think the Moving Average is the oldest technical indicator, and it is easy to use and understand. That’s why it is so common. But whether it is the best indicator for our systems remains to be seen…I suspect it is more of a relic…

3. Your results are going to be skewed by high performing systems that make tons of money because they reinvest their profits. Even if you do this with actual trading, I think during the development it is better to use a fixed dollar position size. This allows us to understand what is happening without the distorting effect of exponential growth.

For example, the standard deviation of a set of systems that reinvest profits will always be much greater than systems that use a fixed position size. I think that it is easier to understand what is happening without this exaggerated effect.

4. I agree that the reason that the Moving Median systems did not perform as well is because of the signals generated that did not precede a movement in price.

Gracias por compartir.

@George The main goal of this exercise was to “check my premises” that using robust statistical tool in the trading system rules would result in a more robust trading system in general – hence the idea of replacing the moving average by the moving median… I take the points you made in your comments (and thanks for adding to the discussion)… However I wanted to compare likes-for-likes with the only variable being the actual statistical measure of tendency calculation method (ie median vs mean) – hence the same parameters, and identical money management (without worrying whether it is the most optimal one for testing…).

Basically, the question I wanted to answer was: “Can we take a trading system (MA crossover), replace its indicator by a more statistical robust one (median) and obtain a more robust system?”

hi Jez, great post, and the median is a superior short term filter for spiky/noisy data. As a related test I demonstrated the superiority of the MMDI vs the MACD by using a median for the MMDI. However the concept there was to use the median for the short term and the moving average for the long term. In this case the crossover wasn’t significant but rather the net difference between the two—ie the zero line. You may wish to try this on the futures markets. Mantener el buen trabajo. best david

Thanks David! Great idea regarding the MMDI. Especially since a concept i am considering is using a higher-timeframe MACD filter to enter trend following trades – ie go with the major trend only. If MMDI can be better at filtering noise out, that sounds like a perfect improvement! I’ll definitely give that a try. Do you have a link to a blog post of yours covering that by any chance?

hi jez the link is http://cssanalytics. wordpress. com/2009/08/06/meanmedian-divergence-a-great-trend-indicator-part-1/ and it contains the formula and the indicator itself is available for free for tradestation on dvindicators. com

as a second note a multi time frame macd/mmdi may be useful to create a long/cash/short strategy whereby you enter in the direction of the long term using the short term indicator and you exit to cash with the short term indicator etc

keep up the good work…..the trend side of things is certainly under-researched best dv

Great, Thanks! Will check that tomorrow The MACD/MMDI filter on multiplee timeeframes is exactly the sort of things I have in mind…

74 mos, 4 wks ago

The most intriguing element for me is looking at things a little differently. The basic logic behind MA crossovers remains intact, but you’ve chosen to look at it differently. This time it didn’t work, but I’m convinced sooner or later it will. The trick is to balance imagination with craziness – I’m definitely working on that part.

56 mos, 2 wks ago

Late to the party, but I thought I’d weigh in..

I see that you were a little uncertain what people mean by “robustness” en este contexto. Let me help.

Folks in signal processing like to use median filters. Consider for instance processing an image from a digital camera. We can take the data and use an MA filter, but this will just smooth out the image, making it blurry. Since the camera is digital the errors are pretty all or nothing. Dead pixels, as an example, can give black or white spots in the image. The image looks a lot better if you apply a median filter because this “salt and pepper” noise is replaced with median values from nearby pixels. This empirically looks good.

Robustness must always be in reference to some disturbance or uncertainty. One should not generalize to think of this as good for return or variance. Median is considered a robust estimator because it downplays the role of any specific data point, so a small set of erroneous or non-representative data won’t skew results. Since you are using daily settle prices, these are already typically the average of the last few trades of the day. These “outliers” are thus very real and discarding them is essentially throwing away data.

56 mos, 2 wks ago

Michael, Thanks for dropping by and weighing in. This is an old article indeed. I just re-read it and I agree with your point that robustness does not mean low variance. I actually think David Druz said that robust systems tend to be volatile. Properly testing for robustness would be evaluating the system under slight variations as you mention: – Robustness to future prices (the survival aspect) – Robustness to internal changes (i. e. variation in system parameters) – Robustness to external changes (i. e. variation in price data) (see article on types of robustness )

55 mos, 2 wks ago

Using the Guppy Multiple Moving Average (GMMA) Indicator

One of the most frustrating things about constructing a trading system can be the absolute freedom to use whatever indicators and values you like.

While this can initially sound positive, the virtually limitless combinations of variables can become quite overwhelming. For example, if you like the concept of the SPY 10/100 SMA Long Only System that I covered, you can implement it using any two simple moving averages you like, but which two should you use?

The GMMA Indicator

The Guppy Multiple Moving Average (GMMA) Indicator provides an interesting alternative to using any variable you like. Develop by Australian trader Daryl Guppy, the GMMA implements 12 different exponential moving averages (EMAs) in an effort to analyze a market’s behavior on multiple levels.

Guppy groups the EMAs into two categories. The first six are considered short-term and the other six are considered long-term. The short-term EMAs used are 3, 5, 8, 10, 12, and 18. The long-term EMAs used are 30, 35, 40, 45, 50, and 60.

The long-term EMAs represent the interests and behaviors of investors that have taken a long-term approach to a given market. The short-term EMAs represent traders, or speculators, who are attempting to capture short-term profits.

GMMA Crossover Systems

The simplest method for using the Guppy Multiple Moving Average indicator is to trade a basic moving average crossover system using all twelve of the GMMA EMAs. This system would buy when all of the short-term EMAs cross above all of the long-term EMAs, and sell when the short term EMAs cross below the long-term EMAs.

Guppy has suggested that this system could be programmed into your trading software by tracking the sum of the six short-term EMAs against the sum of the six long-term EMAs. When the sum of the short-term EMAs crosses above the sum of the long-term EMAs, a buy signal would be generated.

GMMA Trend Strength

Another application of the GMMA indicator is using it to analyze the strength of a current trend, or to target additional entry points within a trend. This can be done by analyzing how the different EMAs interact with each other.

Both the long-term and short-term trends are seen as stable when each of their EMA lines are separated by a uniform distance. If the six long-term EMAs begin to flatten, the long-term trend has become vulnerable. If the short-term EMA lines begin to separate further and further from each other, the market is likely experiencing a bubble situation and traders should be cautious.

GMMA Examples

ESPIAR

Looking at the GMMA lines on the current chart of the SPY, we can see a number of these principles in action. Notice how tight the long-term EMAs were trading with respect to each other in November and December of last year when the short-term lines crossed through them. This was the start of the new uptrend.

Then, those long term EMAs expanded with respect to each other as the uptrend progressed. The long term EMAs traded tighter again at the end of June, indicating weakness, but have since spread further apart.

It is also interesting to note that at each of the relative highs and lows, the fastest short term EMAs opened bigger gaps over the slightly slower short term EMAs. This can be seen at the low point at the end of November, and at the relative high in the middle of May.

Trading the crosses of the long-term and short-term lines would have established a long position in December that would have lasted all the way through June, locking in most of this year’s profitable trend. After a few choppy weeks, the uptrend resumed at the beginning of July and would currently be holding a long position.

FXI

Trading the GMMA indicator on the FXI chart would have resulted in a few more signals this year. Almost all of them would have resulted in profitable trades.

The long position signaled in December would have retained most of its profits when it was sold in February. Then, a short position established at the end of February would have ended profitably at the end of April.

The long position triggered in May would have been sold at close to break-even, but the short position signaled in June would have turned a profit when sold in July.

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3 Practical Day Trading Indicators

With the tons of trading indicators out there, it is a Herculean task to go through them one by one. Hence, many of our readers have asked for recommendations of day trading indicators.

(Yes, you ask. And we deliver, if we can. Tell us what you want here .)

To get you started with day trading, we suggest these three trading indicators.

Donchian Channel

Media móvil

Stochastic Oscillator

They are simple, easy to understand, and useful for day trading. No, they are not perfect. But they form a nice package to start with.

1. Donchian Channel (Blue)

Richard Donchian, the pioneer of trend following, invented the Donchian Channel. The channel plots the highest high and lowest low of a specified time period. An average of the two values is also calculated and plotted as the mid-line.

Donchian Channel shows you where the market is now, compared to its past, in a direct and visual way.

The Donchian Channel is useful for day trading as you can use it to keep on eye on the larger time frame. Use a 100-period Donchian Channel to keep you with the longer term trend.

2. Moving Average (Orange)

A x-period moving average is the average of the past x number of price closes. As new price bars close, the moving average will move along, dropping the oldest close and including the newest close in its calculation.

The direction of the moving average highlights price trend, and the space between price and the moving average highlights momentum. This simple indicator packs a punch if you know how to use it.

While there are dozens of moving average flavors, start with the simple or exponential moving average with a 20-period setting for day trading.

3. Stochastic Oscillator (Lower Panel)

The stochastic oscillator is a popular day trading indicator.

Its working logic is like that of Donchian Channel, in the sense that it measures the current market position relative to the market’s past trading range. However, it assumes that the market is in a trading range and turns that measurement into an oscillator that moves between 0 to 100.

It is useful for finding day trade entries as it is sensitive and responsive. (Use %K-5, %D-3, Smooth-3 for your settings.)

For a multiple time-frame day trading method using stochastic, take a look at Kane’s %K Hooks strategy .

Day Trading Indicators – A word of caution

You get three indicators. Now it’s time for three warnings against them.

Indicators are not perfect, understand when and how to use them.

Don’t neglect price action when trading with indicators. Consider using price action patterns to improve your analysis. (Like this simple failure pattern. or the Hikkake pattern .)

Do not overwhelm yourself with indicators. Consider the value of every single indicator you add to your chart. Does it add value? Remember to trade simply .

Even with powerful indicators, the most successful traders never forget to analyse price itself. Learn the essentials from our price action trading guide.

Futuros y el comercio de divisas contiene un riesgo sustancial y no es para todos los inversores. Un inversionista podría perder todo o más de la inversión inicial. Capital de riesgo es el dinero que se puede perder sin poner en peligro la seguridad financiera o el estilo de vida. Sólo el capital de riesgo debe ser utilizado para el comercio y sólo aquellos con suficiente capital de riesgo deben considerar la negociación. El rendimiento pasado no es necesariamente indicativa de resultados futuros.

Los contenidos del sitio web son sólo para fines educativos. Todos los oficios son ejemplos aleatorios seleccionados para presentar las configuraciones comerciales y no son operaciones reales. Todas las marcas comerciales pertenecen a sus respectivos propietarios. No estamos registrados en ningún organismo regulador que nos permita dar asesoramiento financiero y de inversión.

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Computer Programs & Systems (CPSI): Moving Average Crossover Alert February 03, 2016

by Zacks Equity Research Published on February 03, 2016 |

¿Es usted un inversor técnico? If so, it may be time to consider Computer Programs & Systems Inc. ( CPSI - Snapshot Report ) for your portfolio. The company just saw its 50 Day Moving Average breakout above its 200 Day Simple moving average, a trend that could indicate some bullishness in the future for CPSI.

This trend may have already begun, as shares of CPSI have moved by higher by 14.4% in just the past month. Plus, CPSI has earned itself a Zacks Rank #1 (Strong Buy), so there is plenty of reason to believe that the run for Computer Programs & Systems has plenty of life left.

More bullishness may especially be the case when investors consider what has been happening for CPSI on the earnings estimate revision front lately. No estimate has gone lower in the past two months, compared to 7 higher, while the consensus estimate has also moved higher too.

Por lo tanto, dado este movimiento en las estimaciones, y los factores técnicos positivos, los inversores pueden querer ver este candidato breakout de cerca para obtener más ganancias en el futuro cercano.

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CPSI's American HealthTech Announces Senior Care Technology Partnership

03/03/16-4:12PM EST PR Newswire

CPSI Announces New EHR Financing Model For Hospitals And Skilled Nursing Facilities

03/01/16-2:28PM EST PR Newswire

Zacks lanza 7 mejores acciones para abril de 2016

Estos 7 fueron escogidos a mano de la lista de 220 Zacks Rango # 1 Strong Buys con las revisiones de la estimación de ganancias que están barriendo hacia arriba. Sus precios de las acciones se espera que aumente más rápido que los demás.

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En el centro de todo lo que hacemos es un fuerte compromiso con la investigación independiente y compartir sus descubrimientos provechosos con los inversores. Esta dedicación a dar a los inversores una ventaja comercial llevó a la creación de nuestro probado Zacks Rank sistema de clasificación de valores. Desde 1986 casi triplicó el S & P 500 con una ganancia media de + 26% por año. Estos rendimientos cubren un período de 1986-2011 y fueron examinados y atestiguados por Baker Tilly, una firma de contabilidad independiente.

Visite el rendimiento para obtener información sobre los números de rendimiento mostrados anteriormente.

Visite www. zacksdata. com para obtener nuestros datos y contenido para su aplicación móvil o sitio web.

Precios en tiempo real de BATS. Citas diferidas de Sungard.

Los datos de NYSE y AMEX tienen al menos 20 minutos de retraso. Los datos de NASDAQ tienen al menos 15 minutos de retraso.

This Online Course shows you step-by-step how to build a sophisticated automated stock trading model using Microsoft Excel. Microsoft's Visual Basic (VBA) language is used in conjunction with Excel's user interface, formulas, and calculation capabilities to deliver a powerful and flexible trading tool.

Watch the Demonstration Video

The Model includes five proven technical indicators (ADX, moving average crossovers, stochastics, Bollinger bands, and DMI). You are guided in a detailed fashion through creating worksheets, files, ranges, indicator formulas, control buttons, DDE/Active-X links, and code modules. The model incorporates both trend-trading and swing-trading features. The swing-trading feature can be turned on or off, depending upon your investing style. After building the model, you simply import the data you need, run the model automatically with a click of a button, and make your trading decisions.

The system operates with your choice of FREE ASCII. TXT files available on the internet (from Yahoo! Finance or other provider), or your subscription data service (with our without a DDE link). The model can be used alone or in conjunction with your existing fundamental and market analysis to improve investment timing and avoid unprofitable situations.

A separate pre-built Backtesting Model is also included for historical analysis and testing various stocks and time periods.

Watch the Back Testing Excel software video (FREE BONUS!)

What You Get With Each Course: A Tremendous 3-in-1 Value!

A complete how-to course PLUS VBA Code and FAQs sections

Detailed instructions on importing price data into Excel with DownloaderXL or Yahoo! Finance csv files

A complete pre-built Backtesting Model in Excel with graphs and trade statistics for your historical analysis

Learn to integrate Excel, VBA, formulas, and data sources into a profitable trading tool

Acquire unique knowledge applicable to any Excel modeling or analysis project

Save money by eliminating recurring software costs

Calculate trading signals on a large number of stocks, funds, or spreads within seconds (limited only by Excel's data capacity)

Fast access to the course materials provided at time of purchase

Microsoft Excel

2 megabytes disk space (for files and stock data storage)

Intraday, daily, or weekly Open-High-Low-Close-Volume price data

Internet access (high speed DSL or cable modem suggested, but not necessary)

OPTIONAL: DDE data import link for Excel through your data provider (advised for more than 5-10 securities, otherwise free price data from Yahoo! Finance or other source works fine)

Tabla de contenido

Introducción

Basic Technical Requirements

The 5 Technical Indicators

Step 1: Average Directional Movement Index (ADX)

Step 2: Trending or Oscillating?

Step 2A: Trending = Moving Average Crossovers

Step 2B: Oscillating = Stochastic Oscillator

Step 3: Timing the Buy/Sell Signals with Bollinger Bands

Step 4: Enhancing Percentage Trade Success with the DMI

System Architecture

Setting Up

Building the Directory and File Structure

Building the Spreadsheet Structure

Building the Indicator Formulas

Datos del mercado

ADX Indicator

Promedios móviles

Stochastic

Bandas de Bollinger

DMI

Building the Macro Code

Step 1: Opening the Visual Basic Editor window

Step 2: Writing the Macro Code

Step 3: Checking the Code for Errors

What the Code Does

Building the \Signals/ Sheet

Step 1: \Signals/ Sheet Labels and Formulas

Step 2: Build the Ranges

Step 3: Adding a Control Button and Assigning a Macro

Step 4: Formatting the worksheet

Building the Data Source File

Loading Data from Other Sources

Loading. CSV or. TXT Files

Getting FREE Historical Data from Yahoo! Finance

Running the Model on a Daily Basis

When to Run the Model

Combining the Signals with Other Market Information

Money and Risk Management

Common Macro Errors

Preguntas Frecuentes

Backtesting the model

The 3 Duck’s Forex Trading System

Buy when prices are going higher and sell when prices are going lower. In a nutshell this is my goal when I am trading the forex market. But the above statement of buying when prices are going higher or selling when prices are going lower may be too broad and therefore it may need some guidelines and rules, this is where The 3 Duck’s Trading System comes into play.

The system will help you identify buying opportunities in the direction of the last uptrend and selling opportunities in the direction of the last downtrend.

The “ducks” in the title comes from the saying “to have all your ducks lined up” an expression meaning to have everything in the correct order. There are three ducks, the first duck will help you to identify the last up or down trend, the second duck helps to confirm the direction of the trend and the third duck will help to identify buying or selling opportunity in the direction of the trend.

This system involves using three different timeframe, a 4 hour chart (first duck), a 1 hour chart (second duck) and a 5 min. chart (third duck). A 60 period simple moving average is applied to all three timeframes. That’s what I call keeping it simple!

60SMA (60 period simple moving average)

Step 1 – The first duck

The first thing we need to do is look at our largest time-frame (4hr chart) and see if current prices are above or below the 60 sma. From this chart we can see that current price is above the 60 sma. This tells us that we maybe looking to buy.

Step 2 – The second duck

The second thing we need to do is drop down to our 1hr chart. We need to see the current price above the 60 sma on this chart also, this gives us confirmation.

Important: If the current price was to be below the 60 sma on this chart we could not move on to step 3.

Step 3 – The third duck

From step 1 and 2, current prices need to be above their 60 sma’s on each chart. We are now on the 5 min chart and we are looking to buy when price crosses above the 60 sma. For extra confirmation we should let prices break the last high on the 5 min chart. This would mean that prices will be above their 60 sma on all 3 time-frames, therefore all 3 Ducks are lined up in the same direction.

Stop-Losses: This is where you can make this system your own. If you are a short term trader you may want to put your stop-loss below the lows on the 5 min or the 1 hr chart. If you are more of a positional trader you may wish to put your stop-loss above a low on the 4 hr chart. También podría utilizar una parada fija de pérdida, tal vez 25-30 pips o más de la entrada. It all depends what type of a trader you are, so you decide! If you are a longer term trader or investor, this system can help you get a good entry point into the market. Another “trick” that may help you preserve capital, if you do buy and prices get back below the 5 min 60 sma by 10 pips (not a good sign) you may want to cut your losses short before your stop-loss. Pero si usted es un comerciante a largo plazo esto no puede ser una gran cosa para usted.

Metas: Lo mismo otra vez, depende de qué tipo de comerciante eres pero objetivo puede ser soporte o niveles de resistencia.

Summary: The above example was carried out when the eur/usd was trading higher so obviously we where buying – the system works just as well for selling opportunities, just look for prices to be below the 60 sma on all 3 time-frames, starting with step 1 again. I like this system a lot as it does not try to out-guess the markets movements and pick tops and bottoms. El sistema le dirá rápidamente que es un comprador o un vendedor. It’s a good honest system that tries to follow prices. This system works better on currency pairs such as the Eur/Usd and Gbp/Usd, but there is nothing stopping you from plotting this system on any pair, but as we know some pairs act differently to others. El mejor momento que encontré para el comercio de este sistema es el europeo y los EE. UU. sesiones. I like to use this system as a guide in addition to my own market knowledge. Take care to watch what is going on around you – economic new releases, holidays etc.

Good Luck with the 3 Duck’s Trading System.

Martingale Strategy – How To Use It

Learning the Martingale trading system

If you’ve been involved in forex trading for any time the chances are you’ve heard of Martingale . But what is it and how does it work? In this post, I’m going to talk about the strategy, it’s strengths, risks and how it’s best used in the real world.

There’s a few reasons why this strategy is attractive to currency traders.

Firstly it can, under certain conditions give a predictable outcome in terms of profits. It’s not a sure bet, but it’s about as close as you can get.

Secondly it doesn’t rely on an ability to predict absolute market direction. This is useful given the dynamic and volatile nature of foreign exchange. It yields a better return the more skillful you are. But it can still work when your trade picking skills are no better than chance.

And thirdly, currencies tend to trade in ranges over long periods – so the same levels are revisited over many times. As with grid trading. that behavior suits this strategy.

Martingale is a cost-averaging strategy. It does this by “doubling exposure” on losing trades. This results in lowering of your average entry price.

The important thing to know about Martingale is that it doesn’t increase your odds of winning . Your long-term expected return is still the same. It’s governed by your success in picking winning trades. You can’t escape from that.

What the strategy does do is delay losses. Under the right conditions, losses can be delayed by so much that it seems a sure thing.

Cómo funciona

In a nutshell: Martingale is a cost-averaging strategy. It does this by “doubling exposure” on losing trades. This results in lowering of your average entry price. The idea is that you just go on doubling your trade size until eventually fate throws you up one single winning trade. At that point, due to the doubling effect, you can exit with a profit.

A Simple Win-Lose Game

This simple example shows this basic idea. Imagine a trading game with a 50:50 chance of winning verses losing.

Copyright y copia; 2016 Forexop. com

Table 1: Simple betting example.

I place a trade with a $1 stake. On each win, I keep the stake the same at $1. If I lose, I double my stake amount each time. Gamblers call this doubling-down .

If the odds are fair, eventually the outcome will be in my favor. And since I’ve been doubling my stake each time, when this happens the win recovers all of the previous losses plus the original stake.

This is thanks to the double-down effect. Winning bets always result in a profit. This holds true because of the fact that 2 n = ∑ 2 n -1 +1. That means the string of consecutive losses are recovered by the winning trade.

If you’re interested in experimenting with the toy system . here is my simple betting game spreadsheet:

A Basic Trading System

In real trading there isn’t a strict binary outcome. A trade can close with a certain profit or loss. But this doesn’t change the basic the strategy. You just define a fixed movement of the underlying rate as your take profit . and stop loss levels.

The following case shows this in action. I’ve set my take profit and stop loss at 20 pips.

Copyright y copia; 2016 Forexop. com

Table 2: Averaging down trade entry levels in falling market.

I start with a buy to open order of 1 lot at 1.3500. The rate then moves against me to 1.3480 giving a loss of 20 pips. It reaches my virtual stop loss .

It’s a virtual stop loss because there would be no point in closing the trade, and opening a new one for twice the size. I keep my existing one open on each leg and add a new trade to double the size.

So at 1.3480 I double my trade size by adding 1 more lot. This gives me an average entry rate of 1.3490. My loss is the same, but now I only need a retracement of +10 pips to break even rather than 20 pips as before.

The act of “averaging down” means you double your trade size. But you also reduce the relative amount required to re-coup the losses. This is shown by the “break even” column in Table 2.

The break-even approaches a constant value as you average down with more trades. This constant value gets ever closer to your stop loss. This means you can catch a “falling market” very quickly and re-coup losses – even when there’s only a small retracement (see Figure 1 ).

Figure 1: "Averaging down" and recovery in action.

At trade #5, my average entry rate is now 1.3439. When the rate then moves upwards to 1.3439, it reaches my break-even.

I can close the system of trades once the rate is at or above that break even level. My first four trades close at a loss. But this is covered exactly by the profit on the last trade in the sequence.

The final P&L of the closed trades looks like this:

Copyright y copia; 2016 Forexop. com

Table 3: Losses from previous trades are offset by the final winning trade.

Does Martingale Always Work?

In a pure Martingale system no complete sequence of trades ever loses. If the price moves against you, you simply double the size of the trade.

But such a system can’t exist in the real world because it means having an unlimited money supply and an unlimited amount of time . Neither of which are achievable.

In a real trading system, you need to set a limit for the drawdown of the entire system. Once you pass your drawdown limit, the trade sequence is closed at a loss. The cycle then starts again.

When you restrict the ability to drawdown, you’re departing from a true Martingale system. And in doing so you’re using an approximation that’s prone to catastrophic failure .

Doubling-down verses Probability of Loss

Ironically, the greater your drawdown limit, the lower your probability of making a loss – but the bigger that loss will be. This is the Taleb dilemma .

The more trades you do, the more likely it is that those extreme odds will “come up” – and a long string of losses will wipe you out.

In Martingale the trade exposure on a losing sequence increases exponentially. That means in a sequence of N losing trades, your risk exposure increases as 2 N -1. So if you’re forced to exit prematurely, the losses can be truly catastrophic .

On the other hand, the profit from winning trades only increases linearly. It’s proportional to half the profit per trade multiplied by total number of trades.

Figure 2: Probability of loss verses your "double down" límite.

Winning trades always create a profit in this strategy. So if you pick winners 50% of the time (no better than chance) your total expected return from the winning trades would be:

Where N is the number of “trades” and B is the amount profited on each trade.

But your big one off losing trades will set this back to zero. For example, if your limit is 10 double-down legs, your biggest trade is 1024. You would only lose this amount if you had 11 losing trades in a row. The probability of that is (1/2) 11. That means, every 2048 trades, you’d expect to lose once.

So after 2048 trades:

Your expected winnings are (1/2) x 2 11 x 1=1024

Your expected one off loss is -1024

Your net profit is 0

So your odds always remain 50:50 within a practical system. That’s assuming your trade picking is no better than chance.

Your risk-reward is also balanced at 1:1 . But in this strategy your losses will all come in one big hit . So it may seem far worse than it is, especially if you’re unlucky!

Martingale can’t improve your odds of winning. It just postpones your losses. See Table 4.

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Table 4: Your winning odds aren’t improved by Martingale. Your net return is still zero.

Those people who’re trend followers at heart often believe it’s better to use a reversal the Martingale. The anti-Martingale or reverse Martingale tries to do the exact opposite of what’s described above. Basically these are trend following strategies that double up on wins, and cut losses quickly.

Stay Away from “Trending” Currencies

The best opportunities for the strategy in my experience comes about from range trading. And by keeping your trade sizes very small in proportion to your capital, that is using very low leverage. That way, you have more scope to withstand the higher trade multiples that occur in drawdown.

The most effective use of Martingale in my experience is as a yield enhancer.

There are dozens of other views however. Some people suggest using Martingale combined with positive carry trades. What that means is trading pairs with big interest rate differentials. For example, using the strategy of long-only trades on AUD/JPY.

The idea is that positive rollover credits accumulate because of the large open trade volumes.

I’ve never used this approach before. Because the risks are that currency pairs with carry opportunities often follow strong trends. These are usually interspersed by steep corrective phases as carry positions are unwound (reverse carry positioning ).

This can happen violently . For example if there are unexpected changes in the interest rate cycle, or if there’s a sudden change in risk appetite in which case funds tend to move away from high-yielding currencies very quickly (read more about carry trading .)

Getting caught the wrong side of one of these corrections is just too big a risk in my view. Over the long term, Martingale suffers in trending markets (see return chart – opens in new window).

It’s also worth keeping in mind many brokers subject carry interest to a significant spread – which makes all but the highest yielding carry trades unprofitable. Some retail brokers don’t even credit positive rollovers at all. That’s a consequence of being at the end of the “ food chain ”.

The low yields mean your trade sizes need to be big in proportion to your capital for carry interest to make any difference to the outcome. As I said above, this is too risky with Martingale.

A strategy better suited to trending is Martingale in reverse .

Using Martingale as a Yield Enhancement

As I mentioned before, I don’t suggested using Martingale as your main trading strategy. For it to work properly, you need to have a big drawdown limit relative to your trade sizes. If you’re trading with a sizable chunk of your capital, you’d risk “going broke” on one of the downswings.

The most effective use of Martingale in my experience is as a yield enhancer . I’ve applied the strategy I’m going to describe below over a 3 year time frame – Con buenos resultados. This was done by trading the liquid part of a big portfolio. By capping the drawdown at 4% of the free cash and incrementally increasing it, I was able to get a reliable 0.4-0.6% overall return per month.

The least risky trading opportunities for this are pairs trading in tight ranges.

For example I’ve achieved good results using EUR/GBP and EUR/CHF during flat consolidation phases. In the case of EUR/CHF intervention policy is likely to see the pair trading in a tight range for now. Likewise EUR/GBP tends to have long range bound periods, which favors this type of “swing” estrategia.

But you have to watch out for break-outs of significant new trends – watch out especially around key support/resistance levels.

Trading pairs that have strong trending behavior like Yen crosses or commodity currencies can be very risky.

You can download the complete trading system. as described here, or check my Excel spreadsheet .

My program trading module, which was effectively a Martingale robot (EA) was created from this basic design.

Calculate Your Drawdown Limit

A good place to start is to decide the maximum open lots you’re able to risk. From this, you can work out the other parameters. To keep things simple, I’ll use powers of 2.

The maximum lots will set the number of double-down legs that can take place. So for example, if your maximum is 256 lots, this will allow doubling-down 8 times – or 8 legs. The relationship is:

Max lots = 2 Legs

If you close the final trade on reaching its stop loss, your maximum drawdown would then be:

Drawdown $ < Max lots x ( 2 x Stop Loss ) x Lot size

So, with 256 lots (micro lots), and a stop loss of 40 pips, that would give a maximum drawdown of $2,048 (depending on your currency).

Tip Work out the average number of trades you can handle before a loss – use the formula 2 Legs+1. So in the example here that’s just 2 9. or 512 trades. So after 512 trades, you’d expect to have a string of 9 losers given even odds. This would break your system.

You can use my lot calculator in the Excel workbook to try out different trade sizes and settings.

The best way to deal with drawdown is to use a ratchet system . So as you make profits, you should incrementally increase your lots and drawdown limit. For example, see the table below.

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Table 5: Ratcheting up the drawdown limit as profits are realized.

This ratchet is automatically handled in the trading spreadsheet. You just need to set your drawdown limit as a percentage of realized equity.

Warning Since Martingale trading is inherently risky your capital at risk shouldn’t ever exceed 5% of your account equity. See forexop’s money management section for more details.

Decide On An Entry Signal

When the rate moves a certain distance above the moving average line, I place a sell order. When it moves below the moving average line, I place a buy order. This system is basically trading false break-outs, also known as “fading”.

In my system, I’m using the 15 point moving average (MA) as my entry signal. The length of moving average you choose will vary depending on your particular trading time frame.

This is a very simple, and easily implemented indicator. There are more sophisticated methods you could try out. For example using the Bollinger channel or other moving averages. Personally I find the simplest approaches are as good as any.

Figure 3: Using the moving average line as an entry indicator.

Whichever signal you decide to use, it should indicate that there’s a high probability of a retracement to the original trend rather than breaking-out in a new direction. So fading on break-out moves is what you should try to achieve.

Set The Take Profit and Stop Loss

The next two points to think about are

When to double-down – this is your virtual stop loss

When to close – your “take profit level”

When to double-down – this is a key parameter in the system. The “virtual” stop loss means you assume at that point the trade has gone against you. It’s a loser. So you double your lots.

Choose too small a value and you’ll be opening too many trades. Too big a value and it impedes the whole strategy.

The value you choose for your stops and take profits should ultimately depend on the time-frame you’re trading and the volatility . Lower volatility generally means you can use a smaller stop loss. I find a value of between 20 and 70 pips is good for most situations.

When to close Trades in Martingale should only be closed when the “entire system” is in profit. That is, when the net profit on the open trades is at least positive. As with grid trading. with Martingale you need to be consistent and treat the set of trades as a group, not independently.

A smaller take profit value, usually around 10-50 pips, often works best in this setup.

There are a couple of reasons for this.

A smaller take profit level, has a higher probability of being reached sooner so you can close while the system is profitable.

The profit gets compounded because the lots traded increase exponentially. So a smaller value can still be effective.

Using a smaller take profit doesn’t alter your risk reward. Although the gains are lower, the nearer win-threshold improves your overall trade win-ratio.

Simulations

The table below shows my results from 10 runs of the trading system. Each run can execute up to 200 simulated trades. I started with a balance of $1,000 and drawdown limit 100% of that amount. The drawdown limit is automatically ratcheted up or down each time the realized P&L changes.

Table 6: Simulation results from the spreadsheet.

My final balance was $1,796 which gives an overall return of 79.6% on the initial starting amount.

The chart below shows a typical pattern of incremental profits. The orange line shows the relatively steep drawdown phases.

Figure 4: A typical profit history using Martingale.

The spreadsheet is available for you to try this out for yourself. It is provided for your reference only. Please be aware that use of the strategy on a live account is at your own risk .

Pros and Cons of Martingale

Why Use It:

It has a well defined set of trading rules that can be easily followed or programmed as an Expert Advisor.

It has a statistically computable outcome with respect to profits and drawdowns.

When applied correctly it can achieve an incremental profit stream.

You don’t need to be able to predict the market direction .

Why Avoid It:

Averaging down is a strategy of avoiding losses rather than seeking profits. Martingale doesn’t increase your odds of winning. It just delays losses – for a long time if you’re lucky.

It relies on assumptions about random market behavior which are not always valid. Markets do behave irrationally.

The risk exposure increases exponentially . while the profits increase linearly.

It can potentially run up catastrophic losses in practice because nobody has an unlimited amount of money.

The risk v. s reward is balanced, but because the loss comes in one big hit it can be unacceptable.

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Very interesting article but I still don’t understand what you mean by:

“The best way to deal with drawdown is to use a ratchet system. So as you make profits, you should incrementally increase your lots and drawdown limit.”

Could you explain what you are doing here? Looking at you table you are increasing the drawdown limit based on profits made previously, but you stop increasing the limit at the 7th run.

This ratchet approach basically means giving the system more capital to play with when (if) profits are made. So in the early runs the number of times the system will double down is less and hence the drawdown limit is lower. But with each profit this drawdown limit is incremented in proportion to the profits – so it will take more risk. I use this as a way of locking in profits so that the system is able to “play with money” that it makes so to speak. In the example the reason it stops at line 7 is just because in practice the drawdown occurs in steps (because of the doubling down). I would have to check the simulation in detail – but it would seem that it’s hit a step here and the profit needs to increase by more to take it to the next one.

Very good article, I read it many times and learned a lot. Gracias. Currently I’m working on martingale trading system with implemented hedging function to limit drawdown. My question would be how to chose currencies to trade Martingale? You suggested to stay away from trending markets. What indicators and setups could help identify most suitable pairs to trade?

De nada. To choose currencies I would firstly check the fundamentals: For example you wouldn’t want to risk trading currencies where there’s an expectation of widely diverging monetary policy. This was (is) the case with EURUSD. EURGBP and EURCHF were good candidates in the past but not at the moment for several reasons. EURCHF can’t really be considered fully floating because of central bank intervention while EURGBP has been trending for some time in part because of the reasons mentioned above. I’ve also used a ranging indicator as this can help identify the most productive periods, namely volatile but predominantly sideways price movement.

Hi Steve, how much balance you should have to run this strategy? 2k? 3k?

Balance is relative to your lot sizing. If you can find a broker that will do fractional sizing (

El Dec 1, 2015 at 3:36 pm

Thanks for the wonderful explanation. I suspect my fund manager uses martingale. Can you tell by the looks of it?

Could’t tell a great deal from this image as it doesn’t show any returns.

Hi, intyeresting post.

Are you still running martingale on USD/EUR?

How it performed during 2015?

I’ve been testing a simple strategy based on martingale but during 2015 it’s been horrible!! My strategy better performs with high leverage of 100 or even 200.

I didn’t run it on EUR/USD but yes I see it’s been a tough year using Martingale on this pair because of the massive swings.

It’s interesting about the leverage because usually I find the case is the opposite. Please feel free to elaborate on your strategy here or in the forum.

Thanks Steve. great article and website. I have a great affinity with many of the trading strategies described here. I particularly appreciate non-predictive systems which use strong money management. I build EAs and can probably build the martingale for you to share.

I’ve built one that has been running live for about a year and is currently up about 80% after I’ve taken 100% of my captial out. Martingale can work if you tame it. The link is here https://www. myfxbook. com/members/DailyGrind/dailygrindfx/1095746

I’d be interested to work with others on a hedged martingale EA if anyone with some experience to contribute would like to work together. I’ll set up a forum topic to start the discussion.

Always good to hear new ideas:

I’ll pin the link here for anyone who’s interested in working on an EA for this system:

Hi Steve, Thanks for your sharing..Did you try this strategy using an EA? If yes, how is the outcome? Saludos.

Yes, it’s a proprietary trading advisor, though it doesn’t work on Metatrader. I will get it re-coded to work on MT shortly and make it available on the website. It works well within the parameters above – ie. as a skimmer, but not when over-leveraged. The Excel sheet is a pretty close comparison as far as performance.

I use the martingale system while setting a specific set of rules regarding pip difference at any given moment and a maximum allowable streak of consecutive losses.

Let me explain in detail:

Under normal conditions, the market works like a spring. The more pressure you apply in one way or another at any given moment, there more it wants to rebound in the opposite direction.

For my explanation, I would like to refer to what I call ‘stages’. By ‘stages’, I mean a 10 pip difference upwards (+1 stage) or downwards (-1 stage) from the set price.

For example, if a price is at 1.1840 on a set of currency, and the price moves to 1.1850, I define this as +1 stage. If it becomes 1.1830, I define it as -1 stage.

What I end up doing is choose a given high or low, and wait for it to either rise or fall by 40 pips (rise by 4 stages or fall by 4 stages), and then place a counter-trend order with a set-profit/stop loss of 1 stage in the opposite direction. If I gambled right, I earn. If not, the price keeps going the trend by another stage and I generally lose approximately 2-3x the potential earning due to the spread.

If I win, I just wait for the process to happen again, and place a new order. If I don’t, I double my next bet with a counter-direction stage immediately upon the loss of the 1st stage. In this case, the price has already gone up or down by 5 stages (50 pips), so chances it will at least ease off a bit of pressure by going 1 stage in the opposite direction are increased, and I have higher chances of doubling my original loss.

If I loose again, I double one more time (with even more increased chances I will win the next stage) by taking my first loss + my second loss, and doubling that. If I loose the 3rd stage, I lost a big amount, so I stop doubling there. In that scenario, the market is likely in a run-off one way or the other (generally due to some major event that might cause this to happen to a certain set of currency). I let that set of currency go while looking to re-do my work on another set of currency until the excitement ends (falls by at least a stage or two) on the one I let go.

When looking at a set of currency, I look for sudden rises or falls of 4 stages without ANY counter-direction stage movements in between. If there has been even 1 stage difference, I re-start the stage rise-fall count at 0.

As I said, 90% of the time, I win, and the combined earnings of stages 1, 2 or 3 above the original 4 stage movements generally outweigh the total amount lost over time from those that go over 3 (sudden rises or falls of 70 pips or more without any counter-movements are extremely rare)

I have been using this strategy for about 6 months now, and I am at a positive 35% earning since I began using it. ¿Alguna idea?

this article compares special EMA (exponential moving average) with cycle relationship that really work in all time, all market and useful to take position with true stop loss and take profit. so let me know why EMA? Why cycle?

Moving averages & their specifications with compare

All traders know about these moving averages & their specifications that I explain them in brief with popular periods & application:

We know that large period has more lag but more powerful support or resistance, EMA has less lag than SMA & SMMA, LWMA less applicable in popular but it has non lag in compare to other one(I didn't see any source for this one).also they show trend direction, their cross are used as signal.

They are not good in trade area (no trend),above sentences are written in many trade books.

Look to this picture to understand lag & period of EMA, SMA, SMMA, LWMA

you must test & select your favor moving average in your favor time( M30,M15,H1,H4,,D1,W1) with your favor color & line that depends on your system & decision making & your eye. make your system simple not complicated.

Look to these 8 picture to select cross system. I prefer to select and use three cross such as (5,13,62) or (5,10,34).why three cross better than two cross?

You can find other cross system or make your cross system

this table result of survey of many indicators, software, books that I read & los vi.

I use EMA with these periods:50,100,200,400,800 that I changed it from carter indicator (13,21,50,100,200).why?

As you see 50 to 200,100 to 400,200 to 800 have cycle relation 1 to 4 (this is cycle rule)

Also I add EMA 25 but SMA 13. I test this system for 1 year and I did not found any mistake with compare to other moving average. You can add larger period such as 1600, 3200 (dotted line in pivot picture) but maybe make you confuse or make my system too complicated.

Before above system I tested these system:

1: SMA (14) EMA(28,56,112,224. ) as cycle rule

2: SMA (13,21) EMA(56,89,144,233. ) as fibo number.

You can test 1 & 2 with my system & see the results.

Look to these picture to understand us of my system as follow:

How to use my system?

1-look in standard time with cycle relation from D1 to M15. D1,H4,H1,M15

M15 less view than H1,…

larger EMA works as strong support or resistance, you can use it as broke signal or nonbroke signal(usuall method)

v if the gap between two EMA is too large, you can use my special pivot line as T/P's (usually my pivot lines match to my EMA) or draw some horizontal line from important top & bottom in D1,H4,H1

use pivot line as simple rule to understand possible market movement. if price goes below pivot lines take sell positions and if price goes above pivot lines take buy positions.

3-use other confirm tool such as fibo retracement, trend lines, fibo fann,…

4-my system works good if broke happen, but it can not detect possible reversal point. it is good as a confirm to other method. you don't need to use more indicators.

For 6 month gained about 21000 pips from this system.

My special pivot lines available in www. mql4.com as new Fibonacci number by fx9045

I put some sample to understand my signal system. if you need my system indicator conact me.

I don't know my article new but hope to be usefull for all traders.

I will be happy to see your idea, I am ready to cooperate with any trade company or author for this porpose.

My next article is about market geometric.

Join us — download MetaTrader 4!

Copyright 2000-2016, MQL5 Ltd.

The FIFO Method, LIFO Method and Weighted Average Cost

The FIFO method, LIFO method and Weighted Average Cost method are three ways of valuing your inventory. In this lesson we're going to look at all three methods with examples.

At the end of each period (month or year) one should do a physical inventory count to determine the number of inventory on hand.

Then you need to place a value on the goods. One would think this would be easy - the value of the goods is simply how much they originally cost. Unfortunately there is a bit more to it than just this.

There are three methods used when valuing the goods that you have on hand at the end of the period. 

The following example will illustrate this:

Cindy Sheppard runs a candy shop. She enters into the following transactions during July:

July 1 Purchases 1,200 lollypops at $1 each. July 13 Purchases 500 lollypops at $1.20 each. July 14 Sells 700 lollypops at $2 each.

First of all, how many lollypops does she have at the end of the month?

Answer: 1,200 + 500 – 700 = 1,000 lollypops 

Now, there are three ways that Ms. Sheppard could value her closing stock.  

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1. The First-In-First-Out Method (FIFO)

This method assumes that  the  first  inventories bought are the first ones to be sold, and that inventories bought later are sold later.

The value of our closing inventories in this example would be calculated as follows: 

Using the First-In-First-Out method, our closing inventory comes to $1,100. This equates to a cost of $1.10 per lollypop ($1,100/1,000 lollypops). 

It is very common to use the FIFO method if one trades in foodstuffs and other goods that have a limited shelf life, because the oldest goods need to be sold before they pass their sell-by date.

Thus the first-in-first-out method is probably the most commonly used method in small business. Well, probably.

2. The Last-In-First-Out Method (LIFO)

This method assumes that  the  last  inventories bought are the first ones to be sold, and that inventories bought first are sold last.

The value of our closing inventories in this example would be calculated as follows:

Using the Last-In-First-Out method, our closing inventory comes to $1,000. This equates to a cost of $1.00 per lollypop ($1,000/1,000 lollypops).

The LIFO method is commonly used in the U. S.A.

3. The Weighted Average Cost Method

This method assumes that  we sell all our inventories simultaneously.

The weighted average cost method is most commonly used in manufacturing businesses where inventories are piled or mixed together and cannot be differentiated, such as chemicals, oils, etc. Chemicals bought two months ago cannot be differentiated from those bought yesterday, as they are all mixed together.

So we work out an average cost for all chemicals that we have in our possession. The method specifically involves working out an average cost per unit at each point in time after a purchase.

In our example above (assuming the weighted average cost method was allowed for valuing the lollypops), the value of our closing inventories would be calculated as follows:

Using the weighted average cost method, our closing inventory amounts to $1,059. This equates to a cost of $1.06 per lollypop ($1,059/1,000 lollypops).

Oddly enough, the LIFO method is the preferred inventory valuation method in the United States but is disallowed in non-US countries. The FIFO method and the weighted average cost method are used in non-US countries. In recent years there have been calls for the standardization of accounting rules throughout the world, and talk specifically about disallowing LIFO in the US (or making the rest of the world follow the LIFO system). As of this writing the matter has not been resolved and the differences in inventory valuation still exist.

Return from  The FIFO Method & Weighted Average Cost to Inventory  

Return from  The FIFO Method & Weighted Average Cost  to  Home Page  

diciembre 2013

For this month’s Traders’ Tips, the focus is Donald Pendergast’s article in this issue, “Swing Trading With Three Indicators .” Here we present the December 2013 Traders’ Tips code with possible implementations in various software.

In his article, Pendergast uses TradeStation to implement his technique, and although no code is provided in the article, a template for the strategy is given.

Traders’ Tips code is provided in this column to help the reader implement a selected technique from an article in this issue. The entries are contributed by various software developers or programmers for software that is capable of customization.

TRADESTATION: DECEMBER 2013 TRADERS’ TIPS CODE

In “Swing Trading With Three Indicators ” in this issue, author Donald Pendergast describes a trading system based on three of TradeStation’s built-in indicators.

We have combined the individual indicators as well as the author’s trading rules into a single indicator. By creating a single indicator, we are able to easily highlight entry & exit points on the chart as well as trigger alerts. This also allows us to apply the indicator to TradeStation Scanner to search through any symbol list for trade signals.

We have also provided a strategy to allow users to quickly and easily backtest historical performance on the symbols of their choice using TradeStation’s backtesting engine.

To download the EasyLanguage code, visit the TradeStation and EasyLanguage support forum. The code from this article can be found at http://www. tradestation. com/TASC-2013. The ELD filename is “_TASC_SwingTrading3.ELD.”

A sample chart is shown in Figure 1.

FIGURE 1: TRADESTATION. Here is a daily chart of Citigroup with the referenced indicator and strategy applied.

This article is for informational purposes. No type of trading or investment recommendation, advice, or strategy is being made, given, or in any manner provided by TradeStation Securities or its affiliates.

—Doug McCrary TradeStation Securities, Inc. www. TradeStation. com

eSIGNAL: DECEMBER 2013 TRADERS’ TIPS CODE

For this month’s Traders’ Tip, we’ve provided the formula 3MA_TradingTemplate. efs based on the strategy described in “Swing Trading With Three Indicators ” by Donald Pendergast in this issue.

The study contains formula parameters to set the values for the number of ticks, EMA length, and entry & exit label colors, which may be configured through the edit chart window (right-click on chart and select edit chart ).

To discuss this study or download a complete copy of the formula code, please visit the EFS Library Discussion Board forum under the Forums link from the support menu at www. esignal. com or visit our EFS KnowledgeBase at http://www. esignal. com/support/kb/efs/. The eSignal formula scripts (EFS) are also available for copying and pasting below.

A sample chart is shown in Figure 2.

FIGURE 2: eSIGNAL. This month’s eSignal formula strategy, “3MA_TradingTemplate. efs,” is based on Donald Pendergast’s article in this issue, “Swing Trading With Three Indicators .”

—Jason Keck eSignal, an Interactive Data company 800 779-6555, www. eSignal. com

THINKORSWIM: DECEMBER 2013 TRADERS’ TIPS CODE

In “Swing Trading With Three Indicators ” in this issue, author Donald Pendergast explains a simple trading system that can be used by any type of trader. This logical method uses moving averages for indication and confirmation. For thinkorswim users, we have created a strategy in our proprietary scripting language, thinkScript. You can adjust the parameters of these within the edit studies window to fine-tune your periods calculated.

From TOS charts, select Studies → Edit studies

Select the Strategy tab in the upper left-hand corner

Select “New” in the lower left-hand corner

Name the strategy (such as “SVEZLRBPercB”)

Click in the script editor window, remove “addOrder(OrderType. BUY_AUTO, no);” and paste in the following code:

FIGURE 3: THINKORSWIM. Here is an example strategy implemented in thinkorswim based on Donald Pendergast’s article in this issue.

—thinkorswim A division of TD Ameritrade, Inc. www. thinkorswim. com

WEALTH-LAB: DECEMBER 2013 TRADERS’ TIPS CODE

The entry-level system featured in “Swing Trading With Three Indicators ” by Donald Pendergast in this issue appears to be a variation of the Kestner moving average system described in Quantitative Trading Strategies by Lars Kestner.

In his article in this issue, Pendergast emphasizes market selection, which we believe is a key to success, together with position sizing and a sound exit strategy. This explains why the results we got when backtesting the original rules on a portfolio without any market selection strategy (based on the Dow 30 stocks, five years of daily data, 5% equity per trade, no trading costs) were far from optimal. The system was very trigger-happy, had a considerable drawdown, and was losing on the short side.

How can the results be improved? As Pendergast suggests, the periods of the moving averages can be optimized. It might seem like a natural move, but we'll approach it from a different angle — we’ll leave the parameters as is and add a couple of trade filters that will be simple enough to be in line with the logical and straightforward nature of this swing trading system. The filters are as follows:

Filter 1: The first filter confirms the overall direction of the market’s trend by taking long entries only if a 50-day high was made more recently than a 50-day low (and vice versa for short trades). We believe this might minimize the entries in choppy markets.

Filter 2: The second filter further avoids exposure to range-bound conditions by requiring a temporary reaction — such as a short downward movement after a period of rally — before entering on a breakout. For long trades, we require the number of consecutive bars when the high was below the five-day moving average of highs for two bars in a row (or, for short trades, the number of consecutive bars when the low has been above the five-day moving average of lows for two bars in a row).

The resulting system (Figure 4) fires considerably fewer trades and appears superior from a risk/reward standpoint. To run the strategy code with the tweaked swing trading system, Wealth-Lab users will need to install the latest version of our Community Indicators library from the extensions section of our website if they haven’t already done so, and restart Wealth-Lab.

FIGURE 4: WEALTH-LAB. This Wealth-Lab 6 chart illustrates the tweaked system’s rules on a daily chart of American Express (AXP).

METASTOCK: DECEMBER 2013 TRADERS’ TIPS CODE

Donald Pendergast’s article in this issue, “Swing Trading With Three Indicators ,” presents an easy-to-understand trading system. The system template he provides is also easy to create for visually scanning charts, but it is not as helpful with large groups of trading candidates. The MetaStock formulas provided here can be used to create MetaStock explorations, an expert advisor, and/or a system test:

—William Golson MetaStock Technical Support www. metastock. com

NEUROSHELL TRADER: DECEMBER 2013 TRADERS’ TIPS CODE

The swing trading system described by Donald Pendergast in his article in this issue, “Swing Trading With Three Indicators ,” can be easily implemented with a few of NeuroShell Trader’s 800+ indicators. Simply select “New trading strategy” from the Insert menu and enter the following formulas in the appropriate locations of the Trading Strategy Wizard:

Generate a buy long STOP order if all of the following are true:

Generate a long protective stop order at the following price levels:

Generate a sell short STOP order if all of the following are true:

Generate a short protective stop order at the following price level:

If you have NeuroShell Trader Professional, you can also choose whether the parameters should be optimized. After backtesting the trading strategy, use the “Detailed analysis” button to view the backtest and trade-by-trade statistics for the strategy.

Users of NeuroShell Trader can go to the Stocks & Commodities section of the NeuroShell Trader free technical support website to download a copy of this or any previous Traders’ Consejos.

A sample chart is shown in Figure 5.

FIGURE 5: NEUROSHELL TRADER. This NeuroShell Trader chart displays the three-indicator swing trading system.

AMIBROKER: DECEMBER 2013 TRADERS’ TIPS CODE

In “Swing Trading With Three Indicators ” in this issue, author Donald Pendergast presents a simple system based on three moving averages. Ready-to-use code for the indicators is presented here. To display the indicators, paste them into the AmiBroker formula editor and press apply indicator . To backtest a trading system, choose backtest from the Tools menu in the formula editor.

A sample chart is shown in Figure 6.

FIGURE 6: AMIBROKER. Here is a sample price chart of Citigroup with three moving averages and buy/sell arrows generated by the code.

AIQ: DECEMBER 2013 TRADERS’ TIPS CODE

The AIQ code based on Donald Pendergast’s article in this issue, “Swing Trading With Three Indicators ,” is provided at the following website: www. TradersEdgeSystems. com/traderstips. htm .

In addition to coding the author’s system as described in his article — which uses the following rules: buy to enter long and sell to exit the longs; short to enter shorts and cover to exit shorts — I created a second system that uses average true range to get the breakout amount. I also added some additional trend filters that use the NASDAQ 100 index. All trading was simulated using closing prices to determine whether an entry/exit had occurred, and then the trades are entered/exited the next day at the open. My modified system uses rules to “BuyATR,” “SellATR,” “ShortATR,” and “CoverATR.” A comparison of equity curves is shown in Figure 7. In testing the short side, neither the author’s original system nor my modified system was able to produce profitable results, although my modified system has a smaller total loss than the author’s original system.

FIGURE 7: AIQ, EQUITY CURVE. Here is a comparison of the equity curves for Donald Pendergast’s original system and my modified system trading the NASDAQ 100 list of stocks for the period 1/5/2000 to 10/9/2013.

TRADERSSTUDIO: DECEMBER 2013 TRADERS’ TIPS CODE

The TradersStudio code based on Donald Pendergast’s article in this issue, “Swing Trading With Three Indicators ,” is provided at the following websites:

The following code file is contained in the download:

I set up a trading simulation using the S&P 500 futures contract (SP) using data from Pinnacle Data. I optimized the emaLen parameter, which is used for the EMA trend filter and the smaLen parameter, which is used for the average length of the high & Mínimos The breakout amount was set and held at zero.

A three-dimensional graph of these two parameters is shown in Figure 8. The short side pulled the results down, and we see that most of the parameter sets have a negative profit. In the code file, I have commented out the short-side rules for this reason. The best parameter set for trading long is emaLen=250, smaLen=20, breakAmt=0.

FIGURE 8: TRADERSSTUDIO. Here is a three-dimensional optimization graph for the period 1982–2013 trading the S&P futures contract.

The code is shown here:

TC2000: DECEMBER 2013 TRADERS’ TIPS CODE

This Traders’ Tip is for TC2000 version 12.4, based on Donald Pendergast’s article in this issue, “Swing Trading With Three Indicators .”

You can combine TC2000.com’s charting, scanning, and alerting features to apply the swing trading method discussed in Pendergast’s article.

Figure 9 shows the results of a scan applied to the Russell 1000 components to find stocks where: 1) price exceeds the upper (gold) five-period moving average of the daily highs by five ticks (0.05), and 2) the price bar prior to the break of the upper moving average has closed above the (blue) 50-day exponential moving average of price. One of the stocks passing this scan is Dow Chemical (DOW).

FIGURE 9: TC2000. A scan of the Russell 1000 using a scan based on Donald Pendergast’s described system returned 11 stocks. An alert has been set for Dow Chemical (DOW) to notify the user when price crosses down through the five-period moving average of the lows. The alert on DOW is outlined in the alert console in the lower left.

In the Vol buzz column in the watchlist, you can see that volume for DOW is trading 41% higher than its average volume at this time of day (11:08 am ET) and is up 3.11% at this point. Should you take a position, you can set an alert to notify you when the price dips below the five-period moving average of the daily lows. TC2000 servers monitor the alert rule and will notify you via email or text message when it fires; you don’t have to be at your computer to get the alert.

NINJATRADER: DECEMBER 2013 TRADERS’ TIPS CODE

We have implemented the swing trading strategy described by Donald Pendergast in his article in this issue, “Swing Trading With Three Indicators ,” as a NinjaTrader strategy named ThreeIndicatorTrading, available for download at www. ninjatrader. com/SC/December2013SC. zip .

Once it has been downloaded, from within the NinjaTrader Control Center window, select the menu File → Utilities → Import NinjaScript and select the downloaded file. This file is for NinjaTrader version 7 or greater.

You can review the strategy source code by selecting the menu Tools → Edit NinjaScript → Strategy from within the NinjaTrader Control Center window and selecting the “ThreeIndicatorTrading” archivo.

A sample chart implementing the strategy is shown in Figure 10.

FIGURE 10: NINJATRADER. This screenshot shows the ThreeIndicatorTrading strategy applied to a daily chart of Boing (BA).

—Raymond Deux & Lance Britton NinjaTrader, LLC www. ninjatrader. com

UPDATA: DECEMBER 2013 TRADERS’ TIPS CODE

This Traders’ Tip is based on “Swing Trading With Three Indicators ” by Donald Pendergast in this issue.

The three indicators discussed in the article are a long-term exponential moving average of close prices, and simple moving averages of high and low prices. Some threshold levels are added to the upper average of the high prices, and when the close is above this level while above the long-term average, long trades are initiated. Positions are closed when the price closes below the average of the lows. The converse is true for short entries and cover exits.

FIGURE 11: UPDATA. This chart shows Donald Pendergast’s swing trading strategy as applied to Citigroup daily share price. The equity generated by the system is shown in the bottom pane.

The Updata code for this strategy has been added to the Updata library and may be downloaded by clicking the custom menu and system library . Those who cannot access the library due to a firewall may paste the code shown below into the Updata custom editor and save it.

SHARESCOPE: DECEMBER 2013 TRADERS’ TIPS CODE

The ShareScope script offered this month is based on Donald Pendergast’s article in this issue, “Swing Trading With Three Indicators .” The code is shown in below, and can also be downloaded here .

FIGURE 12: SHARESCOPE. Here’s an example of Don Pendergast’s swing trading strategy implemented in ShareScope.

TRADING BLOX: DECEMBER 2013 TRADERS’ TIPS CODE

In “Swing Trading With Three Indicators ” in this issue, author Donald Pendergast presents a simple swing trading system using three moving averages to capture swings in the direction of the trend. The system enters long when yesterday’s close is above the 50-day exponential moving average and the price breaks above the five-day simple moving average of the daily highs. The five-day simple moving average of the lows is used as a trailing stop.

We created three moving average indicators with corresponding parameters for number of bars:

FIGURE 13: TRADING BLOX, Example trade. We tested the strategy on Citigroup from January 2012 to the end of September 2013 risking 1% per trade.

EXAMPLE 14: TRADING BLOX, Summary Results. This shows the resulting equity curve.

VT TRADER: DECEMBER 2013 TRADERS’ TIPS CODE

This Traders’ Tip is based on “Swing Trading With Three Indicators ” in this issue by Donald Pendergast. In the article, Pendergast describes a simple momentum/breakout trading strategy that utilizes two five-period moving averages of the high/low prices, respectively, to form a channel, and a 50-period moving average to determine the trend direction.

We’ll be offering our version of the Pendergast’s swing trading system for download in our VT client forums at http://forum. vtsystems. com along with other precoded and free trading systems. The VT Trader instructions for creating the aforementioned trading system are as follows:

Ribbon→Technical Analysis menu→Trading Systems group→Trading Systems Builder command→[New] button

In the General tab, type the following text for each field:

In the Input Variable(s) tab, create the following variables:

In the Output Variable(s) tab, create the following variables:

In the Formula tab, copy and paste the following formula:

Click the “Save” icon to finish building the trading system.

To attach the trading system to a chart, select the “Add trading system” option from the chart’s contextual menu, select “TASC - 12/2013 - Swing Trading with Three Indicators” from the trading systems list, and click the add button.

A sample chart is shown in Figure 15.

FIGURE 15: VT TRADER. Here, Donald Pendergast’s described trading strategy is plotted on a EUR/JPY four-hour candlestick chart.

Risk disclaimer: Past performance is not indicative of future results. Forex trading involves a substantial risk of loss and may not be suitable for all investors.

MICROSOFT EXCEL: DECEMBER 2013 TRADERS’ TIPS CODE

In “Swing Trading With Three Indicators ” in this issue, author Donald Pendergast provides a nice outline of how one might go about designing a simple trading system.

The basic computations for this strategy are straightforward. The trading rules that Pendergast describes limit long trades to periods of uptrends and short trades to periods of downtrends, with the trend direction determined by the relationship of prices to the 50-day moving average of the close. This rule means that this system doesn’t start out trying to fight the market. It also means that we won’t see long & short trades interspersed using this system.

Trade entry & exit prices are set by the relationship of the bar’s open to the five-bar EMA reference that opens or exits the trade. A sample chart implementing the strategy is shown in Figure 16.

FIGURE 16: EXCEL, SWING TRADING STRATEGY. This sample chart of Citigroup shows the long entries & Salidas

To track trades generated by this system, I have added a new “Transaction summary” tab to the Traders’ Tips Excel template (Figure 17). Like with the CalculationsAndCharts tab, the data here is listed in date-descending sequence, that is, the most recent trades are at the top of the list.

FIGURE 17: EXCEL, TRANSACTION SUMMARY. The transaction summary tab shows the trades generated. The data is listed in date-descending sequence, so that the most recent trades are at the top. If the most recent trade is still open, the summary will show that it’s open and that the trade has been marked to the current-bar closing price.

If the most recent trade is still open, the summary will show that it’s open and that the trade has been marked to the current-bar closing price.

The spreadsheet file for this Traders’ Tip can be downloaded from www. traders. com in the Traders’ Tips area. To successfully download it, follow these steps:

Right-click on the Excel file link. entonces

Select “save as” to place a copy of the spreadsheet file on your hard drive.

Originally published in the December 2013 issue of Technical Analysis of Stocks & Revista de Productos Básicos. Todos los derechos reservados. &dupdo; Copyright 2013, Technical Analysis, Inc.

Trading System Test: Trading the MACD System

Posted 4 years ago | 1:25 AM | 16 January 2012 1 Comment

Robots never break promises. So as I vowed, I’ll backtest the winner of December’s Forex Trading System contest and run it through the Robopip Standard. Let’s see how it fares!

I would say that “Trading the MACD” is a fairly simple system because it only relies on three indicators: the 50 Exponential Moving Average. the 100 Exponential Moving Average, and the MACD with parameters 12, 26, 1.

But what makes it slightly more complicated is that it requires the use of two time frames. The longer time frame is used to determine the trend while the shorter time frame is for spotting entry points.

To learn more about the system, just head on over to its discussion thread . There you’ll find other traders that have either used, are currently using, or want to test the system out. Take note, however, that the creator of the system has modified it a bit so make sure you check out his latest posts too.

For my backtesting purposes, I will stick to the original version of the system as that is the version that garnered the most votes in the contest. I’ll make a few modifications to mechanize it, but I made sure to retain the original concept and philosophy.

The system has already undergone independent backtesting by some of BabyPips. com’s human forum members, and they seem impressed by the results of their studies. However, I thought it would be a good idea to backtest it myself so we can measure it against the Robopip Standard for Mechanical Systems !

To recap, here are the rules and parameters that I’ll be running through my processors:

Entrada

Buy: If 50 EMA is above 100 EMA on the 4-hour time frame, only look for LONG trades. Buy when the MACD on the 1-hour time frame crosses above zero.

Sell: If 50 EMA is below 100 EMA on the 4-hour time frame, only look for SHORT trades. Sell when the MACD on the 1-hour time frame crosses below zero.

Initial stop = 50 pips. (The rules of the system actually require us to place our stop above the previous swing high or below the previous swing low, which is sort of discretionary in nature. In order to mechanize the system, I decided to go with a 50-pip initial stop.)

Move our stop every 50 pips that the market moves in our favor.

The system says we should have at least two positions per trade with two different profit targets . asi que:

We’ll risk 1% in total per trade, so each position will have a weight of 0.5%.

I think it’s better to stick with the 4-hour and 1-hour charts, as it’s what was recommended. I’ll give this system a whirl on EUR/USD since it’s one of the pairs that winstonereed has been using it on.

Unless my systems encounter a glitch, they should be able to pump out the backtest results and the final verdict by this Friday, January 20, 2012 .

In the meantime, why don’t you use your time waiting wisely by submitting a system to January’s Best Forex Trading System contest. Who knows, your system could be next in line to take the Robopip Challenge!

¿Como lo que has leído?

Regular visitors will have noticed ever increasing amounts of spam on the Trading Gurus Community Forum. On November 24th 2012 we implemented some changes:

1. New users will be moderated 2. Registered users who have a post count of zero will not be able to view attachments or download code. 3. Registered users who have a post count of zero will not be able to create a new thread

As an additional countermeasure we anticipate introducing a modest paywall in the near future.

If this is your first visit here our apologies for the inconvenience.

Existing users may wish to contribute their ideas to this thread .

Results 1 to 3 of 3

Thread: MQL5 Moving Average Crossover System

Administrator Join Date Apr 2010 Location South West England Posts 492

MQL5 Moving Average Crossover System

At long last the MetaTrader 5 strategy tester has finally been released in MT5 build 268. To celebrate we've ported our example moving average crossover robot to MQL5.

If you would like to experiment with it, and do some backtests of your own, you can download the beta version of MetaTrader 5 from MetaTrader5.com. Here's the source code for our robot:

Reality is merely an illusion, albeit a very persistent one - Albert Einstein

Administrator Join Date Apr 2010 Location South West England Posts 492

Object-Oriented Version

We've now produced a new version of the EA, using the new object-oriented framework supplied by MetaQuotes as part of MetaTrader 5. The backtest results are the same, but the source code looks very different. Aquí está:

Reality is merely an illusion, albeit a very persistent one - Albert Einstein

Administrator Join Date Apr 2010 Location South West England Posts 492

Multi-currency MQL5 moving average crossover system

Here's a multi-currency version of a basic moving average crossover system, written using the new object-oriented features of MQL5.

This demonstrates one of the big advantages of MetaTrader 5 over its predecessor. It is now possible to backtest a multi-currency EA!

This example only uses two pairs, but a quick look at the source code should reveal that it's very easy to extend it to use as many currencies as you like. Here's an equity curve combining GBP/USD with AUD/JPY for the first 3 months of 2010:

Reality is merely an illusion, albeit a very persistent one - Albert Einstein

System Trading Plan: Current 200 Day Moving Average Signals for May 3, 2010 0 comments

A sound trading system like the 200 day moving average is followed by many traders, hedge funds, endowments and others. I often mention that although I use several other trading plans, I am always watching the 200 day moving average. The chart below on the FXI, China ETF is a good example of what happens often at key pivot points. In January 2008, May 2008 and again recently, there is noise in the trading around the 200 day moving average. The arrows at hose points indicate reversing trades until the trend is clear. At Seleznov Capital Advisors are watch these key levels to see the Index breaks down or the trend continues up. So far, the jury is out for the FXI, China ETF. The noise is evident again. You can get these trading alerts nightly from our Daily Trading Signals Service.

System Trader’s and Market Timing traders may use the 200 day Simple Moving Average as their trading plan. The 200 day moving average is basic technical analysis. It is a good market timing trading plan for active trading in indexes and ETF’s that have trend following characteristics. It can produce disastrous results if used for every stock index, ETF, or stock.

Other widely followed moving averages are the 50 day moving average and the 100 day moving average. Some money managers will use these moving averages with a shorter moving average and use the cross of the shorter moving average above or below the longer moving average to generate trading signals. The Wall Street Journal displays a 65 Day Moving Average in their charts. The goal of two moving averages and even 3 moving averages is to eliminate whipsaws that often occur with moving averages as a technical analysis indicator.

Why should you care about the signals produced with the 200 day moving average? There are so many people using the 200 day moving average, that we will often see extreme volatility in indexes when they cross both above and below the 200 day moving average. It has been reported that Endowments like Harvard and Yale use the 200 Day Moving Average in modeling their portfolios.

The below chart shows the current 200 day simple moving average condition on the 50 most actively traded ETF’s.

You should not trade any system trading plan without proper back testing and analysis of the trading characteristics of the index, stock or ETF you are trading.

These trading signals are provided courtesy of the website you are viewing. This information should not be used without research and advice from a financial professional.

Be aware that this condition can and will change any day in the future .

We monitor the 200 day moving average daily along with a number of other system trading plans.

There is No “Holy Grail” in trading systems. Do not use the 200 day SMA or any other system trading system without proper research on the asset.

For questions on rule based, system trading, contact

Volume technical charts

Volume Based Technical Analysis

Volume Moving Average (VMA)

The role of the volume moving average (VMA) in Technical Analysis explained on the index charts of the NASDAQ and S&P 500

Volume Moving Average - VMA

A Volume Moving Average is the simplest volume-based technical indicator. Similar to a price moving average, a VMA is an average volume of a security (stock), commodity, index or exchange over a selected period of time. Volume Moving Averages are used in charts and in technical analysis to smooth and describe a volume trend by filtering short term spikes and gaps.

As a rule, volume can be somewhat turbulent and, due to some large trades ("games" of the large institutional traders), you may see surges here and there. By using a moving average of volume, you can smooth out those single fluctuations in volume so it is becomes possible to evaluate the general direction of the volume (i. e. increasing or decreasing) visually, as well as receiving a numeric representation of the volume trend for further use with other indicators and trading systems.

Similar to the price analysis, there are several types of VMA. One of the most widely used VMAs is a Simple Moving Average applied to the volume that is calculated as the average volume over a specified period of time (number of bars):

Simple VMA(n) = (sum of N volume bars) / N

An exponential VMA is another type of moving average that applies weighing factors to reduce the lag in a simple moving average. It is widely used in analysis as well.

A VMA is the basic and simplest tool in analysis. This indicator could be could be analyzed by itself. At the same time, the majority of more complex volume-based technical studies use VMAs in their calculations. You can see a VMA in Volume Oscillator, PVO, and MVO formulas. Indirectly, a moving average is applied to volume in the accumulation/distribution, Oscillator Chaikina, OBV (On Balance Volume), and Chaikin Money Flow (CMF), etc. Consequently, VMA could be called one of the most important tools for use as in indicators.

One of the basic ways to analyze VMA is to monitor changes in its direction. In general, when the price of a security (stock, index or other commodity) price is moving up and we see a large increase in the VMA, it means that the intensity of bullish (buying) traders is increasing greatly. As soon as the VMA starts to decline after hitting its pick level during a price advance, it is signalling that the number of buying traders has begun to decrease and bearish (selling) traders may take over and reverse the trend downward.

In a similar way, an increase in a VMA during a price decline indicates an increase in the number of traders who are selling in panic. As soon as the VMA starts to move down after being at a high level during the price decline, it is signalling that the number of selling traders has been exhausted and that we may see a change in the mood and trend direction.

In the table below is a list of recommended Volume Moving Average (VMA) settings for various periods that are the best for signaling future market trends.

Table #1: Recommended VMA settings

As with price moving averages, the purpose of selecting a period for moving average is to select the one that will smooth the volume and make it less erratic, although not excessively because stronger smoothing increase lag and may even smooth out the signals.

On the S&P 500 index charts below are charts with a different VMA for the same index and the same period of time.

Chart #1: S&P 500 index chart without VMA.

As you can see on the S&P 500 chart above, while it is still possible to recognize periods of high volume, it is difficult to evaluate volume and see exactly when volume activity began to rise or began to decline. Therefore, it is difficult to generate signals on the above chart without a VMA.

The chart below is similar to the chart above with the only difference that VMA(2) - volume moving average with 2-bar period setting - has been plotted on volume.

Chart #2: S&P 500 index chart with VMA(2)

Now that you can see that the same chart with VMA (chart #2) helps to see all volume movement. It makes it easier to recognize periods of high and low volume activity and to determine when volume activity increases and when it declines. Still, due to the low bar period setting of VMA, the VMA on the chart #2 looks erratic. It still could be difficult to generate signals based on this VMA. In that case, one could increase the VMA period. That should help you to see the most important movements of volume.

Chart #3: S&P 500 index chart with VMA(9)

The nextS&P 500 chart (chart #3) has a 9-bar VMA. Now, when we increased the bar period setting for VMA, it became easier to spot the periods in which volume increases and periods in which it began to decline.

You can clearly see the big volume surge on October 1-2. If you compare chart #2 and chart #3, you will see that, by following the rule to buy when the VMA starts to decline after the volume surge peaked during the price decline, two "Buy" signals will be generated on chart #2 (with the 2-bar VMA). One is on October 1 at the market open and another will be on October 2 at the market open. On chart #3 only, one "Buy" signal will be generated in the middle of the trading session on October 2.

Chart #4: S&P 500 index chart with VMA(20)

The last S&P 500 chart (chart #4) covers the same period of time, but with a 20-bar Volume Moving Average applied to volume. You can see that, with a 20-bar period setting, VMA is very smooth, but the lag between volume and VMA became too great. If, on the chart #3, the "Buy" signal was generated on October 2, then on chart #4 the "Buy" signal would be generated on October 5 (when VMA started to decline). If you further compare charts #3 and #4 you will see that the VMA on chart #3 showed a volume surge on September 24 and would generate the "Buy" signal on September 25 (when the VMA started to decline). However, the VMA on chart #4 over-smoothed this volume surge and missed this signal.

Before starting to use VMA, it is recommend that you experiment with the VMA periods to find the one that best fits your personal trading style, selected time-frame and selected security (stock, index and other commodity).

NEXT: Volume Averaging

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Los promedios móviles son indicadores rezagados que pueden usarse para determinar el sesgo de tendencia de compra CALL / buy PUT. El precio por debajo de la media móvil sugiere un sesgo bajista. Por el contrario, el precio por encima de la media móvil sugiere sesgo alcista. Este sistema binario se compone de una media móvil exponencial, un sistema cruzado de media móvil a corto plazo con sobrecompra (0.75) & # 8211; (0.15) lecturas del oscilador para señalar las señales de entrada.

Binary Indicators: 100 period Exponential Moving Average, EMA-Crossover_Signal_BO, BOlaguerre ( settings: gamma 0.57) Time Frame: 5 min and above Trading sessions: Any

Tradable Assets Currency pairs: EUR/USD, GBP/USD, USD/JPY, AUD/USD, USD/CAD, EUR/JPY, GBP/JPY Commodities: Gold, Silver

GBP / USD Ejemplo de gráfico de 5 minutos (Opción de compra abierta)

Todas las señales binarias de las opciones de la compra PUT expiraron en el dinero con el 81% de beneficio por comercio.

Estos son los pasos para ejecutar la compra Llamar usando el sistema de promedios móviles:

Precio por encima del período 100 Exponential Moving Average (tendencia alcista)

Espere a que la flecha EMA-Crossover_Signal_BO VERDE

BOlaquerre sube por encima de 0.15 desde abajo (sobrevendido)

Comprar opción de compra al abrir la barra siguiente

Here are the steps to execute buy Put using the moving averages system:

Precio por debajo del período 100 Exponential Moving Average (tendencia bajista)

Espere a que la flecha roja EMA-Crossover_Signal_BO

BOlaquerre cae por debajo de 0.75 desde arriba (sobrecompra)

Comprar opción de venta al abrir de la siguiente barra

Expiry Time: At least 4 candlesticks. Algunos ejemplos:

5 Min chart: 20 min expiry.

Hourly chart: 240 min expiry.

Como con todo, por favor, experimente con la configuración de tiempo de caducidad para averiguar qué funciona mejor para su estilo de negociación.

Sistema binario de las operaciones de las opciones con los promedios móviles. 8.1 out of 10 based on 35 ratings

Usted puede ser que como estos postes relacionados.

July 29, 2013 5:00 am 4 comments Views: 2589

In this round of testing we put the Simple (SMA), Exponential (EMA) and Double Exponential (D-EMA) Moving Averages through their paces to identify which is the best and what characteristics can be expected as the length of each average is adjusted.

We tested Long and Short trades using Daily and Weekly data, taking End Of Day (EOD) and End Of Week (EOW) signals with Moving Average lengths varying from from 5 – 300 days or 60 weeks.

Estas pruebas se llevaron a cabo en un total de 300 años de datos a través de 16 diferentes índices globales (detalles aquí).

Simple vs. Exponential – Test Results:

Above you can see how the annualized return changes with the length of each Daily, EOD Moving Average for the Long and the Short side of the market. The relative performance of each MA is similar when going Long and Short but the returns on the Short side were much lower.

Both the SMA and EMAs spiked in return at 25 days and then returns steadily declined as the length of the averages increased, although the SMA did see some improved performance between 190 and 250 days. The D-EMA on the other hand is much faster and returns steadily improved as the Moving Average length increased from 20 through to 300 Days. (See Tests on the Triple Exponential Moving Average and D-EMA over longer periods – HERE .)

I was surprised to see that every single Daily, EOD Moving Average on the Long side outperformed the buy and hold annualized return of 6.32%^ during the test period (before allowing for transaction costs and slippage). On the Short side however, not a single average was able to beat the market during the test period. 5 – 75 Days appears to be the most effective zone, with the EMA proving to be superior to the SMA and D-EMA by annualized return.

Above you can see the performance of each average during only the times that it actually had an open position. For the SMA and EMA the annualized return during exposure decreases as the length of the moving average is increased while the D-EMA exhibits the opposite behavior right up to the longest period we tested of 300 days. The 5 – 75 Day zone and the EMA also produce the best results by annualized return during exposure.

As would be expected, with an increase in the length of a moving average comes an increase in the duration of the trades that are generated. For all three classes of Moving Average tested, the duration of trades on the Short side was far less than those on the Long side. This is likely to be a function of two things – 1. The fact that the global markets gained an average of 6.32%^ annually during the test period, 2. Bull markets tend to be personified by slow and steady gains and bear markets tend to be faster and more violent.

From the above chart you also get an idea of just how much faster a D-EMA is. Notice how on the Long side, the average duration for a 300 Day, EOD D-EMA is similar to that of a 110 Day, EOD EMA or a 85 Day, EOD SMA.

Exposure to the market increases on the Long side and decreases on the Short side as the length of a moving average is increased. However the amount of exposure provided by the D-EMA levels off with each average above 140 Days long.

There is no clear correlation between size of the largest single losing trade and the length of a moving average. However the D-EMA consistently suffers larger loses than the SMA and EMA on the Long side but after 90 Days tends to suffer smaller loses on the Short side.

Across the board, the probability of profit decreases as the length of an average increases but the D-EMA clearly identifies profitable trades more consistently than the SMA or EMA on both the Long and the Short side of the market.

Daily vs Weekly Data – EOD vs EOW Signals

Due to the superior performance of the EMA in the previous tests, lets take a closer look at how it behaves with Daily and Weekly data, taking EOD and EOW signals to see which combination is the most effective:

As you can see, there is a big difference between using EOD and EOW signals on the shorter averages but the results from Daily and Weekly data are very similar (Note – Each Daily average is compared to its Weekly equivalent eg. A 10 Day Average is compared to a 2 Week Average). Once the length of each average rises above 45 days the results for each data and signal combination become quite similar and above 100 days in length there is no tangible difference in return. The results are also similar on the Short side – EMA Annualized Return Short .

By using EOW signals instead of EOD signals little is lost in the way of return but a large amount of noise is eliminated from the data. As a result, using EOW signals there is a jump in the probability of profit for each trade of almost 50% and the average trade duration is doubled! This clearly shows that taking EOW signals produces far more useful trades on averages above 45 days long. The results are similar on the Short side – EMA Probability of Profit and Trade Duration Short. The only real drawback of using EOW signals comes with a small jump in the size of the biggest loses incurred.

Simple vs Exponential – Conclusion

As a general rule we can conclude that the Exponential Moving Average is superior to both the Simple Moving Average and the Double Exponential Moving Average. It should be noted however that the D-EMA has some beneficial characteristics such as a higher probability of profit and greater returns during market exposure on the long side of the market.

It can also be said that there is very little difference between using Daily or Weekly data but using End Of Day signals will produce better results on shorter averages while End Of Week signals are just as effective on longer averages with the added benefit of a 50% jump in the probability of profit and double the trade duration.

Best Moving Average – Long

Rather than simply selecting the average with the greatest returns, in search of the very best we looked for:

Annualized Return > 9%

Average Trade Duration > 29 Days

Annualized Return During Exposure > 15%

Annualized Return on Nikkei 225 > 3%

Annualized Return on NASDAQ > 12.5%

9/474 Averages made the final cut (see spreadsheet ) and any of them would make an effective trading tool but we selected the 75 Day Exponential Moving Average with End of Week Signals as the ultimate winner because it also produced good returns on the short side of the market:

The 75 Day EMA, EOW Long has you exposed to the market 62% of the time and produces an average trade of 74 days in duration with a comparatively high 41% probability of profit. It also performed well on both the NASDAQ and ‘bear ravaged’ Nikkei 225. On the Short side it performed respectably as well; managing to endure the bullish periods by suffering only limited loses and making good returns when the market fell.

It will always be difficult for an indicator as basic as a Moving Average to successfully identify trades on the Short side during a period where the average market advanced 6.32%^ annually. However combined, the attributes of this particular Moving Average make it well suited for use in conjunction with other indicators as part of a complete trading system.

Best Moving Average – Short

The Short side of the market is very different to the long; cycles are faster and more volatile so the moving average most suited to a bear market is not necessarily the same as that most suited to a bull market. Of the 474 averages we tested on the Short side, in search of the very best we looked for:

Annualized Return > 0.5%

Average Trade Duration > 10 Days

Annualized Return During Exposure > 1.8%

Annualized Return on Nikkei 225 > 1.5%

Annualized Return on NASDAQ > 0.5%

Probability of Profit > 25%

6/474 Averages made the final cut (see spreadsheet ) and any of them would make an effective trading tool but we selected the 25 Day Exponential Moving Average with End of Day Signals as the ultimate winner for Short trades because it produced the best returns out of the finalists:

The 25 Day EMA, EOD Short has you exposed to the market 40% of the time and produces an average trade of 12 days in duration with a comparatively high 25% probability of profit. By going with a much faster average on the Short side of the market, bearish profits are improved but this comes at the expense of more active trading. In the real market the more frequently you trade the greater your transaction costs, slippage and time required to execute the signals.

It is worth noting that this average performed O. K on the Nikkei 225 but didn’t produce outstanding results despite the Nikkei suffering a prolonged bear market during the test period. Surprisingly, the much longer 75 Day EMA, EOW Short (and several other averages above 45 days long) performed better than the 25 Day EMA, EOD Short on the Nikkei 225. This would suggest that a faster average has a better chance of making money on the Short side during a bull market but a slower average will produce better returns through a prolonged bear market. (Stats for bullish trades – 25 Day EMA, EOD Long )

Más en esta serie:

Hemos realizado y continuamos realizando extensas pruebas en una variedad de indicadores técnicos. See how they perform and which reveal themselves as the best in the Technical Indicator Fight for Supremacy .

An entry signal to go long (or exit signal to cover a short) for each average tested was generated with a close above that average and an exit signal (or entry signal to go short) was generated on each close below that moving average. No interest was earned while in cash and no allowance has been made for transaction costs or slippage. Trades were tested using End Of Day (EOD) and End Of Week (EOW) signals for both Daily and Weekly data. P. ej. Daily data with an EOW signal would require the Week to finish above a Daily Moving Average to open a long or close a short while Weekly data with EOD signals would require the Daily price to close above a Weekly Moving Average to open a long or close a short and vice versa.

^ This was the average annualized return of the 16 markets during the testing period. The data used for these tests is included in the results spreadsheet and more details about our methodology can be found here .

* The ‘best averages’ highlighted on this table were selected by picking the top performers after averaging the returns of all four tests on each Moving Average length; Daily EOD, Daily EOW, Weekly EOD and Weekly EOW. P. ej. The results for a 100 Day and the equivalent 20 Week Moving Average using both EOD and EOW signals have been averaged.

Ultimate Moving Average Crossover Alert Indicator

Ultimate Moving Average Crossover Alert indicator bundle (for NinjaTrader) not only alerts you when a pair of moving averages cross, or price crosses a moving average, through an extensive range of audio, visual and email alert notifications, but also provides a suite of additional features.

With moving average ‘cloud’ display, 12 MA types, 8 different alert options all highly configurable, and a second indicator included specifically for use in Market Analyzer scanning or strategy development, makes this the only moving average and crossover alert indicator you’ll ever need !

Keep on the right side of the trend!

Runs on ANY market, ANY chart type, & ANY time-frame

Watch this short video to see the software in action…

Love the Moving Average Cross indicator…email and alerts are great. I’m using it and I am going to suggest it to our group. I like your work as it is clean and has needed parameters.

Scott P. Range Research Group (United States)

Man – that is great support … thank you Stuart – many traders are in the position I am in. I am certain that if you give this kind of REAL help, your business can not help but prosper. Thank you heaps

Ivan B, Queensland (Australia)

Moving Average Crossover Alert Features

Audio Alert (ability to add custom sounds)

Crossover marker on chart for last cross above and below

Change chart background color for bars where a crossover occurs

Pop-up Message Box

Email messaging ( direct from chart OR the Market Analyzer! )

Email message with screen print of the chart attached to email

Messages sent to NinjaTrader Alerts Window

Color the Moving Average ‘Cloud’

SCANNING FOR MOVING AVERAGE or PRICE CROSSOVERS

Includes a second indicator specifically for use within the Market Analyzer for creating Alert, Cell or Filter conditions, or for programming into a NinjaTrader Strategy

Receive email alerts direct from the Market Analyzer scan

DISPLAY MOVING AVERAGE ‘CLOUD’

Fully configurable moving average ‘cloud’

Choice to turn on or off the moving average cloud display on charts

MULTI-COLORED MOVING AVERAGE SLOPE

Fully configurable multi-colored moving average slope lines

Choice to turn on or off the moving average lines display on charts

CONFIGURABLE MOVING AVERAGES

12 different Moving Average Types, individually selectable for each moving average, including:

DEMA – Double Exponential Moving Average (developed by Patrick Mulloy and described in his article in the January, 1994 issue of Technical Analysis of Stocks and Commodities magazine)

EMA & # 8211; Promedio móvil exponencial

HMA – Hull Moving Average (developed by Alan Hull)

LinReg – Linear Regression (although not a moving average, the linear regression indicator is often used for trend identification in a similar fashion to moving averages)

SMA & # 8211; Promedio móvil simple

T3 – T3 Adaptive Moving Average (created by Tim Tillson)

TEMA – Triple Exponential Moving Average (developed by Patrick Mulloy and described in his article in the January, 1994 issue of Technical Analysis of Stocks and Commodities magazine)

TMA – Promedio móvil triangular

VMA – Variable Moving Average (also known as VIDYA or Variable Index Dynamic Average)

VWMA – Volume Weighted Moving Average

WMA – Promedio móvil ponderado

ZLEMA – Zero-Lag Exponential Moving Average

Moving Average Period – individually selectable for each moving average

7 different price type inputs

Ability to display a third long-term moving average

Detailed User Manual

Pre-configured & easy to use, yet highly configurable for “power users”

Your license allows use on TWO computers you own (eg your desktop PC and a laptop)

Own your Ultimate Moving Average Crossover Alert indicator outright with a perpetual license for ONLY (US) $147.00 (normally $167.00).

BONUS: Includes license for TWO computers you own (eg your desktop PC and a laptop).

Screen Shots System Requirements Licensing and Terms

NinjaTrader – Ultimate Moving Average Crossover Alert Indicator is a plug-in to the NinjaTrader charting platform, so any system which can run NinjaTrader can also run the Ultimate Moving Average Crossover Alert Indicator. For more information on NinjaTrader requirements, see: http://www. ninjatrader. com/installation-guide

Microsoft. NET Framework 4 (pre-installed on most PC’s) or higher . To download the latest version of Microsoft. NET Framework, see: http://www. microsoft. com/net

1) All customers receive a perpetual license and free access to 1 year (from purchase date) of support and software updates, including future enhancements . Your license allows use on TWO computers you own (eg your desktop PC and a laptop). If you require installation on more than 2 computers, additional computer licenses can be purchased for a significant discount with the initial purchase.

2) The perpetual license is for your ongoing use of the software and there is no more to pay if you do not wish to receive any future software updates/releases after the first year. All customers receive free access to 1 year of support and software updates, including future enhancements, however after 1 year, future updates & enhancements will be available at a discounted rate of 35% of the listed price, for an additional 1 year of support and software updates, including future enhancements, should you wish to take up this option.

3) PLEASE NOTE . By clicking “I agree to the Terms & Conditions” when purchasing the product, downloading, accessing, installing, running, or using the Global Trading Tools (GTT) indicator you are indicating your acceptance of the terms and conditions contained in the Disclaimer and End User License Agreement (EULA) located at www. globaltradingtools. com/policies/

Purchase ‘Ultimate Moving Average Crossover Alert’ Indicator (USD)

‘Ultimate Moving Average Crossover Alert’ indicator for NinjaTrader ONLY $147.00 with bonus 2 PC license included!

Technical analysis indicators condense price information, providing analytical insight and trading signals which may not be obvious on a stock's price chart. The Moving-Average-Convergence-Divergence (MACD) indicator fluctuates above and below zero, highlighting both the momentum and trend direction of a stock. Utilizing the MACD effectively requires understanding how it works, its functions and applications, as well as its limitations.

What is the MACD Indicator?

Gerald Appel developed the MACD in the 1970s, and it is one of the most popular indicators in use today. Traders use the MACD for determining trend direction, momentum and potential reversals. It is used to confirm trades based on other strategies, but it also provides its own trade signals.

Figure 1 shows the MACD applied to a daily chart of Apple ( AAPL ) stock.

Two lines compose the MACD. the MACD line and Signal line. These lines move together, except the MACD moves faster as the Signal line is a moving average of the MACD line.

The MACD Histogram that oscillates above and below zero shows the extent to which the MACD line is above or below signal line. The histogram provides a short-term view on recent momentum and direction. When the histogram is above zero, recent movement has been higher; below zero and the recent momentum was down. The greater the histogram value the greater the momentum of the recent move.

The Histogram is not always shown as part of the MACD indicator as many traders prefer to focus on the how the two lines ( MACD and Signal) are interacting. These two lines are the source of most MACD strategies and price analysis.

The MACD is calculated as follows:

MACD Line = 12day EMA – 26day EMA Signal Line = 9day EMA of MACD Line

EMA stands for exponential moving average.

The MACD Histogram is the MACD Line – Signal Line

Trading with the MACD Indicator

There are three primary uses for the MACD indicator, each offering advantages and disadvantages. Combing all three functions will help eliminate some losing MACD trade signals, as will using the MACD in conjunction with other indicators and price analysis.

Zero-Line Crossovers

Moves across the zero line on the indicator represent times when the 12day EMA is crossing the 26day EMA. When the MACD crosses the zero line from below, a new uptrend may be emerging. When the MACD crosses the zero line from above a new downtrend may be emerging.

La Figura 2 muestra varios crossovers de línea cero en International Business Machines (IBM).

The strategy is to buy when the MACD crosses above the zero line, and sell (or take short positions) when the MACD line (black) crosses below the zero line. During choppy conditions this results in losing trades, and is profitable when strong trends emerge.

Hold long trades until the MACD crosses back below the zero line. Hold short trades until the MACD crosses above the zero line. This strategy is very basic and doesn’t have a stop loss, which means risk is not controlled. To utilize this strategy, traders need to implement their own form of risk control (see next section)

Zero line crossovers also confirm trends. When the MACD line is above zero it helps confirm uptrends and other strategies that indicate taking long positions. Below zero, the MACD confirms downtrends and taking short trades based on other strategies.

Signal Line Crossovers

Signal line crossovers provide better timing, and are preferred by most traders to zero-line crossovers.

With this method, a buy signal occurs when the MACD line crosses above the Signal line.

A sell (short) signal occurs when the MACD line crosses below the Signal line. Figure 3 shows IBM again, this time using Signal line crossovers. The buy and sell signals occur earlier in the price move than zero-line crossovers, potentially providing better entry and exit prices.

Since the MACD is an indicator, and not a trading system, there is no stop loss. For buy signals a stop can be placed below a recent low, and for short signals a stop can be placed above the recent high.

There are no built in targets, so trades are held until a crossover in the opposite direction occurs. New trades can then be initiated in the new crossover direction.

The downfall of this strategy is that it can result in “whipsaw” trades, when the MACD and Signal lines cross back and forth in a short amount time.

One way to avoid some whipsaws is to only take trades in the direction of the long-term trend. If the trend is up, only take a buy signals, and exit when the MACD line crosses back below the Signal Line.

Divergence

Bearish divergence is when the price is making new highs, but the MACD isn’t. It shows that momentum has slowed, and a reversal could be forthcoming.

Bullish divergence is when the price is making new lows, but the MACD isn’t. It shows selling pressure has slowed, and a reversal higher could be around the corner.

Until divergence is confirmed by an actual turnaround in price, don’t base trades simply on divergence. A stock can continue to rise (fall) for a long time even while bearish (bullish) divergence is occurring.

In Figure 4 the price tries to make a new low in late March, but the MACD is already making higher highs. This indicated the move lower would potentially fail and a rally would ensue.

In May the price makes a new high but the MACD is making a lower high. This warns buying pressure has slowed and that the move higher could fail.

Adjustment and Limitations

The MACD line is based on the difference between the 26-day and 12-day EMA (see calculation). The Signal line is a 9-period EMA of the of the MACD line. Increasing the number of periods for the Signal line will reduce the number of crossover signals, helping avoid false signals. The drawback is that trade signals will occur later in the price move than they would with a shorter Signal line EMA .

Figure 5 shows this in action. Two MACD indicators are shown; the top one uses a 9-period signal line and bottom one uses a 26-period signal line.

The top one has more crossovers, but gets you into the long trade soon. The bottom one gets you into the trade later, but there are no crossovers, letting you to profit more from the extended uptrend.

The MACD is a useful indicator but it isn’t perfect. The Indicator is prone to “false signals” & # 8211; providing a trade signal just as the price is turning the other way. The MACD also doesn’t come with built in risk controls or profit targets – it is just an indicator, not a strategy. Traders need to therefore implement their own risk and profit management tactics.

Divergence is a useful tool and warns a trend has slowed down, but this doesn’t mean price will reverse. Even if the price does reverse, divergence doesn’t tell you when that will occur.

La línea de fondo

If the MACD is above zero it helps confirm an uptrend; below zero and it helps confirm a downtrend. Zero line and Signal line crossovers are used as trade signals to enter and exit trending trades. Losing trade signals occur when crossovers occur in rapid succession due to choppy price action. Divergence shows when momentum is slowing, but it doesn’t indicate when a reversal will occur (if it occurs).

Combing different elements of each strategy makes the indicator more useful, such as taking buy signals following a bullish divergence. Using price and trend analysis will aid in determining which signals to take, such as only taking buy signals when a long-term uptrend is in place.

When many folks think about Fractal In Forex within the mathematical sense, they all think fractals are about chaos theory and abstract arithmetic. Whereas these ideas do apply to the market (being a nonlinear and dynamic system), most traders seek advice from fractals in a very additional literal sense.

Haga clic aquí para descargar una nueva herramienta de comercio y estrategia GRATIS

That is, as relevant patterns which shall predict reversals among larger, additional chaotic value movements. These basic Fractal In Forex are composed of 5 or additional bars. The foundations for distinctive fractals are as follows: A pessimistic turning purpose happens once there is a pattern with the best high within the middle and 2 lower highs on all sides. An optimistic turning purpose happens once there is a pattern with rock bottom low within the middle and 2 higher lows on all sides.

As you will see, Fractal In Forex will be very powerful tools once utilized in conjunction with alternative indicators and techniques, particularly once accustomed ensure reversals. The foremost generic usage is through “Alligator Indicator”. But then, there were alternatives used too, as we have seen here. Overall, fractals create glorious call support tools for any commerce technique.

Consultas populares:

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QuantumFractals ex4

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Hull Moving Average (HMA)

The Hull Moving Average solves the age old dilemma of making a moving average more responsive to current price activity whilst maintaining curve smoothness. In fact the HMA almost eliminates lag altogether and manages to improve smoothing at the same time. To understand how it achieves both of these opposing outcomes simultaneously we need to start with an easily understood frame of reference. The following chart contains a 16 week simple moving average which constantly lags the price activity and has poor smoothness.

Firstly, solving the problem of curve smoothing can be done by taking an average of the average, i. e. 16 period SMA (16 period SMA (Price)). The bad news is that it causes a huge increase in lag as seen below.

Solving the problem of lag is a bit more involved and requires an explanation with numbers rather than charts. Consider a series of 10 numbers from ‘0’ to ‘9’ inclusive and imagine that they are successive price points on a chart with 9 being the most recent price point at the right hand leading edge. If we take the 10 period simple average of these numbers then, not surprisingly, we will determine the midpoint of 4.5 which significantly lags behind the most recent price point of 9. Here’s the clever bit…first let’s halve the period of the average to 5 and apply it to the most recent numbers of 5,6,7,8, and 9, the result being the midpoint of 7.

Finally, to remove the lag we take the midpoint of 7 and add the difference between the two averages which equals 2.5 (7 – 4.5). This gives a final answer of 9.5 (7 + 2.5) which is a slight overcompensation. But this overcompensation is very handy because it offsets the lagging effect of the nested averaging. Hence the result of combining these 2 techniques is a near perfect balance between lag reduction and curve smoothing.

The HMA manages to keep up with rapid changes in price activity whilst having superior smoothing over an SMA of the same period. The HMA employs weighted moving averages and dampens the smoothing effect (and resulting lag) by using the square root of the period instead of the actual period itself…as seen below.

Integer (Square Root (Period)) WMA [2 x Integer (Period/2) WMA (Price) – Period WMA (Price)]

The following formulas for the Hull Moving Average are for MetaStock and Supercharts but can be easily adapted for use with other charting programs that are capable of custom indicator construction.

period:=Input(“period”,1,200,20);sqrtperiod:=Sqrt(period);Mov(2*Mov(C, period/2,W) – Mov(C, period, W),LastValue(sqrtperiod),W);

Input: period (Default value 20) waverage (2*waverage (close, period/2)-waverage (close, period), SquareRoot (Period))

A simple application for the HMA, given its superior smoothing, would be to employ the turning points as entry/exit signals. However it shouldn’t be used to generate crossover signals as this technique relies on lag.

Golden Cross – Which is the best?

The Golden Cross typically referrers to the crossing of the 50 and 200 Day Simple Moving Averages. Cuando el promedio a corto plazo se mueve por encima del promedio a más largo plazo esto es visto por muchos como el comienzo de un período alcista alcista y viceversa. No es prudente, sin embargo, arriesgar su dinero en el mercado en el supuesto de que tal teoría es cierto.

One has to ask, which is better, a SMA Golden Cross or an EMA Golden Cross? ¿Los ajustes de 50 & amp; 200 realmente el mejor? What is the profile of the trades that this strategy generates as far as duration, probability of profit, draw downs etc. In order to answer these questions we applied some brute mathematical force and tested 1750 different combinations through 300 years of data across 16 different global markets

. We have done the hard work and you get the benefits for free… aren’t you lucky.

Michael Stokes over at MarketSci has also written a great series on Trading The Golden Cross .

Descargar una hoja de cálculo GRATUITA con datos, gráficos

And Results For all 1750 Moving Average Crossovers Tested

Golden Cross, Moving Average Crossover – Test Results:

Nuestra Estrategia de Pruebas Explicada

Hay infinitas combinaciones de promedios móviles que podríamos probar en busca de lo mejor. Para lanzar nuestra gama de pruebas de ancho, pero de manera inteligente hemos utilizado las progresiones de una relación; Lento / rápido MA:

Fast Moving Averages (FC) = 5, 10, 15, 20, 25, 30, 35, 40, 45, 50 Slow Moving Averages (SC) = 1.2 * FC, 1.4 * FC, 1.6 * FC, ……. 5,6 * FC, 5,8 * FC, 6 * FC

Por lo tanto, cada uno de los diez ajustes de FC se probaron contra veinticinco ajustes de SC basados ​​en un múltiplo del FC. Por ejemplo, la cruz de oro tradicional con un SC de 50 y un FC de 200 tiene un múltiplo de 4 (porque 50 * 4 = 200). The tests against a FC of 50 had a multiple as low as 1.2… (50 * 1.2 = 60) and as high as 6… (50 * 6 = 300).

Esperemos que mediante el uso de esta táctica podemos identificar los múltiplos o ratios que merecen pruebas más específicas.

Velocidad de desplazamiento simple vs. exponencial Media Crossover

En nuestra prueba MA original; Promedios móviles & # 8211; Simple vs. Exponential we revealed that the Exponential Moving Average (EMA) was superior to the Simple Moving Average (SMA). If the same proves to be true with the ‘Golden Moving Average Crossover’ then this will further validate the EMA as being of higher-caliber than the SMA.

El gráfico anterior se desvanece entre los resultados de la EMA y los ensayos de cruce de SMA. Como se puede ver, la EMA supera a la SMA en más de un punto porcentual en promedio. Esto confirma inequívocamente que la EMA es superior a la SMA. Further more it should be noted that every single EMA combination tested (and most SMAs) outperformed the buy and hold annualized return of 6.32%^ during the test period (before allowing for transaction costs and slippage). But “technical analysis doesn’t work” ellos dicen.

Below are the all the individual Annualized returns from the EMA chart above:

Los mejores rendimientos provienen de una EMA rápida de 10 días con una EMA lenta de 50 (razón de 5 porque 10 * 5 = 50). Based on these results we will run more refined tests on fast moving averages in the range of 8 – 17 and slow moving averages 20 – 56.

Promedio diario de media móvil semanal

¿Qué pasa con los datos semanales que solicita? We didn’t test with Weekly data but we did test using End Of Week (EOW) signals on Daily data (previous tests on the EMA revealed that the two produce almost identical results). Cuando usamos señales EOW, los retornos cayeron un 0,5% en promedio, mientras que la duración del comercio aumentó en sólo 10 días y la probabilidad de ganancia aumentó sólo 2%. In other words; you are better to use daily data and EOD signals on a Moving Average Crossover Strategy.

Golden Cross – Refined Test Sets

After getting a better idea of the ‘sweet’ spot from our first round of testing, we refined our range and instead of continuing with ratios of fast and slow EMA crossovers, we progressed in a liner fashion. So what is the “True Golden Cross” that proved the best returns during our tests?

Hay una zona de verde oscuro en la parrilla de arriba, pero lo mejor de nuestras pruebas, la verdadera cruz de oro tiene una EMA lenta de 48.5 y una EMA rápida de 13. La realidad es muy diferente de la 50/200 SMA Golden Cross que alguien Hecha una vez y es por eso que debemos probar todo.

La verdadera cruz dorada

El perfil de los oficios producidos por la verdadera Cruz de Oro tiene muchas características muy deseables; Un promedio significativo de la duración del comercio (94 días), una alta probabilidad de beneficio (45%) y sólido vuelve a través del tablero (incluso en el difícil, el oso salvaje Nikkei 225). While it does not produce returns any where near as good as the best FRAMA. it certainly out performs the traditional Golden Cross of 50 / 200. Plus with the long trade duration, it may be more desirable than the slower FRAMA for use as a long term indicator as one part of a complete trading system:

Conclusión de la cruz de oro

Moving average crossovers have proven themselves to be a powerful and effective form of technical analysis, however the so called “Golden Cross” of the 50 and 200 day SMA is far from the best. Nuestras pruebas revelaron que el EMA produce mejores resultados que el SMA y los mejores ajustes son los de un 13 / 48.5 EMA Crossover. La larga duración de las operaciones producidas, la capacidad de evadir los mercados bajistas y la alta probabilidad de ganancias hacen que valga la pena probar como un componente importante en un sistema de comercio completo.

The moving average crossover is a component of the popular Moving Average Convergence Divergence (MACD ), see the completed test results here .

Más en esta serie:

Hemos realizado y continuamos realizando extensas pruebas en una variedad de indicadores técnicos. See how they perform and which reveal themselves as the best in the Technical Indicator Fight for Supremacy .

Se generó una señal de entrada de largo para cada crossover probado cuando la media móvil más rápida de cada par se cerró por encima de la media móvil más lenta (el contrario cerró la posición o disparó una señal para ir corto. Se ha hecho para los costos de transacción o el deslizamiento. Los oficios fueron probados utilizando finales de día (EOD) y finales de la semana (EOW) señales de datos diarios. Por ejemplo, los datos diarios con una señal EOW significa que sólo las señales al final de cada semana fueron tomadas.

^ This was the average annualized return of the 16 markets during the testing period. The data used for these tests is included in the results spreadsheet and more details about our methodology can be found here .

Facebook Comments:

The moving average is one of the most widely utilized indicators in techni cal analysis because the moving average is easy to identify and easy to back-test. Many automated trading systems use moving averages or some derivation of a moving-average method to generate buy and sell signals. Moving averages are considered classic indicators and are very popular with traders today. Most technicians view the moving average as a way to signal a change in the direction of the trend, as well as a way to smooth out the volatility of the market.

El promedio móvil simple

The simple moving average (the arithmetic mean) is the most popular mov ing average used in technical analysis. The simple moving average is the sum of the closing prices over several sessions divided by the number of sessions. For example, a 20-day moving average would be the sum of the preceding 20 days' closing prices divided by 20. As new data is added to the calculation, old data is removed: Each new day would drop the first day's closing price and add the new day's closing price. By averaging the price data, a smoother line is produced, and the trend is much easier to recog nize. The disadvantages of the simple moving average are that it only takes into account the time period of the sessions covered in the calculation and it gives equal weight to each day's price.

The moving average is the average of the closing prices (sometimes re ferred to as the settlement price) of a defined number of sessions. The moving average is a lagging indicator. The purpose of the moving average is to indicate the beginning and the ending of a trend. Since the moving average follows the market, the signals it generates occur after the trend has already changed.

It has been postulated that most traders lose their money in the markets. If most traders focus on moving-average values that are predeter mined by default settings in their charting software packages or that use the media's favorite 200-day moving average, it's no wonder they lose. They are all following the same indicator, and a tremendously lagging indicator at that!

Be Smarter and Faster Than the Next Guy

If you want to make consistent profits, then you need to think and use a dif ferent set of values or understand how signals are generated. Also, you do not want to follow and base your trading strategies on what everyone else is looking at to enter or exit positions. So when it comes to moving aver ages, you want to look at different sets of conditions and time periods. Think for just a minute: If lots of traders are watching for trade signals on 20-, 50-, 100-, or 200-period moving averages, and if it is true that the ma jority of traders lose money, then why do I want to take trade signals based off those moving-average values? Some traders and technical analysts use various ways to calculate such moving averages as the simple, the weighted, and the exponential. I prefer the simple moving average and a dif ferent set of values for my moving average, namely the pivot point. As you will recall, the pivot point calculation provides the mean (average) for the session's trading range (P = H + L + C/3).

The moving-average section discusses how the moving average helps clarify the market's price flow by extending price analysis over a certain pe riod of time. In this manner, moving averages can demonstrate when a mar ket enters an extreme condition by how far it departs from the mean. Price action will move toward either the moving average in which it acts as a sup port or the resistance number. What I use is the combination of the price session information (H + L + C/3) known as the pivot point number over a specific period of time (moving average). This value utilizes cumulative data from the high, the low, and the close for a session; and, more impor tant, the information provides a clear picture of the “average true price” for that time period. This moving average value I use is calculated by taking the pivot number from the past three periods. The time frames I use are daily, weekly, and monthly periods. It is important to note, however, that the longer the time frame, the more significance the number will hold. To calculate the market direction number, add three pivot points from the same session and divide by three. The purpose of using the pivot point as a moving-average calculation is that the pivot point gives me a truer sense of market value for a given period in time.

The three-period pivot point moving average can act as a support num ber in bullish conditions and has a high degree of importance when one of the pivot point calculations for the current session coincides with the mov ing average or is close to it. This value holds true as a resistance number in a bear market condition. If other numbers coincide with the pivot point moving average, such as the actual pivot point or an R-1 number, then it would serve as the target high number for that specific time period. An other way of using the three-period pivot point moving average is as a point of reference or fair value. When the market price departs or deviates too far from the mean, then you can use the extreme support or resistance num ber, such as S-2 or R-2, or the farthest target number of that direction as a potential turning point.

When various time frames are incorporated into the analysis (daily, weekly, and monthly), there is more certainty that the target price level can generate the anticipated reaction. If the market gaps too far from the daily pivot point moving average, use the monthly and/or weekly target support and resistance numbers to help identify a targeted reversal support or resistance point.

Figure 2.15 shows a spot forex British pound daily chart with the threeperiod pivot point moving average overlaid on top of prices. Notice that as the market changes conditions from bullish (uptrend) to bearish (down trend), prices tend to bounce off the moving average as a support line and trade off the moving average as a ceiling of resistance. You should also no tice the topping price action. Now if we start with point A, you will see that point B is higher in price. Look at the corresponding points in the moving average values, and you will see that point B makes a higher high; but the moving average value is lower than when it is at point A. This is what I iden tify as a moving-average divergence. It serves as a strong clue that the mar ket has peaked and that a significant reversal is due. Pivot point moving averages can help you filter out market noise (ranges) and can give you a truer picture of the market's value and direction.

The time period between point A and point B was a consolidation phase, as prices moved above and below the moving average. The moving average went virtually in a flat line with a bias to a downside slope. This was hinting that prices were getting ready to change direction. When you watch the moving average in relationship to the underlying price action, sometimes you can get clues as to the true market price direction using the pivot point average because it factors in the overall range and the relation ship that the close of each time period has to that range. If the close is closer to the high, the average will be at a higher assigned value. As I just stated, using the three-period pivot point average will help you filter out much of the market noise and give you a truer sense of the market's fair value within the price range of the past three trading periods. This is very helpful information because forex markets do go in range-bound consoli dation periods. These are called sideways channels, which we will discuss in the next few chapters.

At times, the slope (or the angle) of the moving average can give you a clue as to the market's true strength or weakness, especially when com bined with candlestick charting. The slope helps filters out the noise and shows you whether the market's value is progressively appreciating or de preciating. When a market goes from the trending phase into the consoli dation phase, it is the slope of the pivot point moving average that can help you identify the next potential price direction from the consolidating phase (e. g. a continuation or a trend reversal move). For added clarity, when you use a pivot point moving average combined with the ability to identify a high-probability bottom - or top-forming candle pattern, you have added confirmation of a potential reversal move. The graph in Figure 2.16 shows a representation of a pivot point moving average in a declining trend phase. Then as prices consolidate, the pivot point average measures the typical price rather than the close; and we can, therefore, determine what the true market value is and which way prices tend to be moving. Markets some times demonstrate extreme volatility at turning points. The moving average approach can help filter out the noise inflicted by wide price swings. These swings often lead to confusion; or, worse, traders get whipsawed or chewed up.

As the moving average slopes upward, it indicates that the market val ues are also tending to trade higher. Eventually, we see a trend reversal, which is what the direction of the moving average indicated. The three period pivot point moving average works as a tool to confirm triggers and exits by showing price action closing above or below the moving average pivot line as well as indicating the potential trend direction by looking at the trend direction of the moving average itself. In Figure 2.17, I have a 30 minute chart on the spot forex British pound. Looking at the consolidation period as formed by an ascending triangle, we see that the market is start ing to change from a bearish trend condition to a consolidation phase; and the upward slope of the moving average is giving a clue that the market may move into a reversal. This is the clue you are looking for to make money by watching for the reversal to occur, then entering in the market as it moves to ride the momentum so you can profit. Trading is not about being bullish or bearish, but just being in the market, on the right side, when it does move. That's how you will consistently make high-probability and profitable trades.

The British pound chart in Figure 2.18 provides a good example of the follow-through to the upside; and as prices continue higher, we see more bullish confirmation that the market will continue to the upside with a ham mer candle pattern.

As the market starts to move upward by establishing higher highs and higher lows, you can see that it is also closing above prior highs and, most important, closing above the three-period pivot point moving average. The pivot point moving average will now start to act as a trend support.

Moving Averages (MA's)

Moving averages (MA's) are one of the most popular technical analysis tools used when trading forex. Moving averages lag price, in other words, if price starts to move sharply upward or downward, it will take some time for the new data to filter into the moving average calculation and for it to react or "catch up".

The basic concept is, that when it is above, conditions are "bullish" and when below, conditions are "bearish". Additionally, moving averages will slope upward or downward over time. This adds another visual dimension to the analysis.

Three types of Moving Averages:

Simple moving average (SMA)

Exponential moving average (EMA)

Weighted moving average (WMA)

1) Simple Moving Average (SMA)

A simple moving average (SMA) study for a historic data chart is calculated by adding a constant number of the price data values, where the value of the constant is known as the smoothing constant of the moving average, and dividing the result by the same value of the constant. This is repeated for all data points of the drawn chart to give a series of moving average points.

NRM (mva – n) = (Sum (Pi) for i = 1 to n) / n Where P = the price value of data point, which can be selected to be high, low, close or open (default is close).

For example, to calculate a 20 days simple moving average, you need to take the sum of the closing prices from the 20 past days and divide the result by 20.

2) Exponential Moving Average

An exponential moving average (EMA) is similar to a simple moving average except that the EMA gives more weight to recent prices (increases exponentially). This also results in a greater emphasis being placed on the most recent data point.

3) Weighted Moving Average

The calculation of a weighted moving average (WMA) is similar to that of a simple moving average except that every price point is linearly weighted according to its age. The emphasis therefore is placed on the most recent price values.

This type of moving average will respond to a changing price trend more rapidly than will a simple moving average, and will be seen to cross the price chart sooner than would a normal one. The weighted moving average is therefore said to be “fast”

Why use moving averages in forex?

The most powerful point of the moving averages is that they are trend-following in nature and there purpose is to anticipate the beginning of new trends, or to identify new trends as soon as possible after their inception. They can be computed for any period of time. Traders find them most useful when they provide input about the short-term, intermediate and long-term trends. For this reason, using multiple moving averages that reflect these characteristics can assist.

Moving averages can be "speeded up" through the application of further math calculations. Common averages are known as simple moving average or SMA. These tend to be very slow. Giving more weight to the current changes in price rather than those many bars ago, a faster exponential moving average or EMA can be created.

Many technicians favor the EMA over the SMA. Fortunately all basic price charting software programs do the calculations for you and plot price perfectly.

Most popular moving average time periods

The most common time periods used in forex are 10, 20, 50, 100 and 200 days.

Which works best?

There is no such a thing as "the right time period" when using moving averages. You have to feel comfortable with the time period(s) and type(s) of moving average(s) you use. Best is to experiment with a number of different time periods until you find one that fits your system or strategy.

Trading signals from moving averages

One of the most common buy or sell signals in all chart analysis is the MOVING AVERAGE CROSSOVER. These occur when two moving averages representing different trends crisscross. For example, when a short-term average crosses BELOW a long-term one, a SELL signal is generated. Conversely, when a short-term crosses ABOVE the long-term, a BUY signal is generated.

Looking to the above chart, for example, when the 10 period EMA crosses the 200 period SMA from below, this will generate a BUY signal. or, when the 10 period EMA crosses the 200 period SMA from above, this will generate a SELL signal.

Please note: Moving Averages, as with all other technical indicators should not be used by themselves but should be combined with other indicators / studies such as candlestick patterns to make a complete forex trading system.

Displaced Moving Average (DMA)

The displaced moving average, DMA, study allows you to shift or center the moving average on the price chart. You specify the length for one or two moving averages. You must then select the number of intervals to displace the moving average(s). That value may be positive or negative. A negative value displaces the moving average to the left of the price bars; it lags the moving average(s). Conversely, a positive value leads the price bars. You may overlay the moving average(s) on the bar chart or display them separately. This study can be used for a variety of different purposes. You may use the study to de-trend the data, for cycle estimation, for phasing and as a simple moving average trading system. Refer to Kaufman's book and Murphy's book for additional details on using the displaced moving average study.

As the study displays on your monitor, the moving averages are simply displaced - moved to the right or left over the price chart. A negative displacement value lags the moving average(s) which can be used to center the moving average on the price chart. For example, a 20 period moving average with a -10 displacement centers the moving average on the price chart.

Remember, the mathematics of a moving average force it to always follow or lag the actual price data. By centering the moving average, you have a more accurate picture of the moving average relative to the current price on the chart.

By using this technique, you can quickly see how the displaced moving average study could be quite useful in locating and estimating cycles. For example, if the expected cycle is 28 periods, you specify a moving average length of 28. The displacement value is then one-half of that value or -14. Intentalo. What happens to the moving average if you change the displacement value to 14 rather than -14?

You can, of course, use the moving average crossover buy/sell signals. Another approach is to use closing prices with the moving average(s), or you might even use the displaced moving average as an estimate of support or resistance areas on the price chart. Please refer to the moving average study for the suggested trading rules. As you can see, there are a variety of ways to use this study. It only requires a small amount of experimentation on your part. PARAMETERS:

Period1 (4) - the number of bars, or period, used for the first moving average.

Displacement1 (9) - the number of intervals to displace the first moving average. The value may be positive or negative. A negative value displaces the moving average to the left of the price bars, while a positive value leads the price bars.

Period2 (18) - the number of bars, or period, used for the second moving average,

Displacement2 (14) - the number of intervals to displace the second moving average. The value may be positive or negative. A negative value displaces the moving average to the left of the price bars, while a positive value leads the price bars.

COMPUTATION .

The formula to calculate a simple moving average is repeated below. The formula is as follows: MAt = (P1 +. + Pn) / n

Mat is the moving average for the current period.

Pn is the price for the nth interval.

n is the number of period

Zaner computes the average of the past n intervals and plots the number of periods specified by the displacement value. A negative displacement value lags the moving average(s); it moves the average(s) to the left. A positive displacement value leads the moving average(s); it shifts the moving average(s) to the right. The best way to understand this study is to use it and experiment with it before you attempt to trade it.

Valuation with the Moving Average Price

In the following example, inventory is valuated with the moving average price. The system analyses how stock coverage and stock shortage affect prices. For more information on the standard price and moving average price, see

Problems with Stock Coverage

Example 1: Stock Coverage at Goods Receipt

1. In the current period, there are a number of goods receipts for a material that is valuated with the moving average price:

Goods receipt 1: 100 pieces at $1/pc.

Goods receipt 2: 100 pieces at $1/pc.

Goods receipt 3: 100 pieces at $1/pc.

Valuation data for the material:

Inventory quantity: 300 pieces Inventory value: 300 Moving average price: $1

2. A goods issue occurs for 180 pieces of this material.

Valuation data for the material:

Inventory quantity: 120 pieces Inventory value: 120 Moving average price: $1

3. In the invoice receipts for the goods receipts above, the invoice price varies from the purchase order price in all three cases:

Invoice receipt 1: 100 pieces at $1.20/pc.

Invoice receipt 2: 100 pieces at $1.20/pc.

Invoice receipt 3: 100 pieces at $1.20/pc.

Because in all three cases there was adequate stock coverage at the time of the invoice receipt (inventory quantity is at least as large as the invoice quantity), the price variances from all three invoices are completely debited to inventory. In total, the remaining inventory quantity is debited with a variance of $60. The individual orders do not check whether the remaining inventory quantity is also debited by other orders

Valuation data for the material:

Inventory quantity: 120 pieces Inventory value: $180 Moving average price: $1.50

The result is an excessively high valuation price for the material stock and subsequent material consumption, as all price variances from the various goods receipts flowed into the price.

Example 2: Stock Coverage at Order Settlement

During the settlement of variances on manufacturing orders, the system checks whether a corresponding stock coverage exists for the respective material. If multiple manufacturing orders were completed during a period and the material stock at the end of the period is smaller than the sum of the receipts from production orders, variances from all production orders are allocated to the material stock, assuming adequate stock coverage.

The individual orders do not check whether the period ending inventory was already debited with variances from another order!

One piece of material FERT is produced per day for 10 days in one period and delivered to stock at a price of $100.

Valuation data for the material:

Inventory quantity: 10 pieces Inventory value: 100 USD Moving average price: 10 USD

There is only 1 piece left in material stock at period end. A variance of $10 is calculated for each production order. Each individual production order checks stock coverage and determines that the variances can be posted completely to stock.

Valuation data for the material at period end:

Inventory quantity: 1 piece Inventory value: 200 USD Moving average price: 200 USD

The ending inventory of 1 piece is debited by $100 and the moving average price for material FERT becomes $200.

Thus, the remaining material inventory is charged with variances that it didn't even cause, resulting in an unrealistic price. Subsequent consumption is also valuated using this inflated price. The material stock value no longer reflects the actual cost of goods manufactured.

The system reacts differently if it discovers a stock shortage.

Problems with Stock Shortage

Example 3: Stock Shortage at Invoice Receipt

If the invoiced amount of an externally procured material is less than the amount with which the goods receipt is valuated, the invoice receipt should correct the material price by reducing the value of the material stock. If, however, there is a stock shortage at the time of the invoice receipt, the stock value is only reduced proportionally; the remaining amount is posted to the price difference account in Financial Accounting .

Example 4: Stock Shortage at Order Settlement

Goods Receipt for the Order:

1. One piece of material FERT is produced per day for 10 days in one period and delivered to stock at a price of $100.

Valuation data for the material:

Inventory quantity: 10 pieces Inventory value: 100 USD Moving average price: 10 USD

2. There is 1 piece left in material stock at period end. A variance of $10 is calculated for each production order.

The variances of a manufacturing order, 100 USD, should be settled with a lot size of 10 pieces. There is only 1 piece of the material left in stock.

Thus, the material stock is only partially debited (with 10 USD).

Valuation data for the material:

Inventory quantity: 1 piece Inventory value: 20 USD Moving average price: 20DM Price difference account: 90 USD

No Goods Receipt for the Order:

If variances were calculated for a manufacturing order in one period even though there were no goods receipts for that order in that period (such as with follow-up costs) the entirety of these variances are posted to the price difference account. Here, it cannot be guaranteed the material stock value reflects the actual position.

eSignal MACD . elite section post .

MACD and PPO. PPO_Lnx and MACD_Lnx (elite section): - indicators old version. - indicators new version. - explanation is here and here .

MACD_LSMA_EMA indicator, MACD_DEMA and DEMA_RLH2 are on this post (elite section).

MACD_T3 indicator . elite section post .

MACD indicator's versions with alert . aquí. aquí. here (email and alert), here (BB_MACD_withAlert. mq4) and here (alert, sound and email).

MTF MACD versions are here. aquí. here (2 indicators), here. here (MTF ZeroLagMACD), here (MACD# MTF by cja), here (MTF_MACD_Bars by cja), here. here (MTF_zlagMACD_v3 with automatic multiplier), here (mtf MACD by lukas1), here (OsMACD (MACD&OsMA); OsMA+ mtf OsMA coloredline and MTF_MACD/OsMACD), here (macd alpha and MACD__MTF), here (MTF MACD Line), here (MACD_HULL), here (macd sidebar 4 colors), here (#MTF_BB_MACD), here (mod v3 cja's 4in1 macd), here (bbmacd v1.3).

MACD colour histogram . many indicators are on this thread . MACD 2 Colour HISTOGRAM and OsMA Color 1S . the thread . OsMA Color and MACD HISTO are here .

Standard MACD Indicators . many variations of standard MAD is on this thread. MACD 2 Colour HISTOGRAM for a Black or dark background, MACD_2Colour HISTO for a white or light background, two macd lines indicator, 2 lines & histogram MACD for any timeframe.

MACD_4CZ. 4color up/dn over/under Zero - this thread .

MACD colored lines indicator . this post .

MACD indicator on price chart . the thread . How Plot MACD Line on Price Chart . the thread .

Full Macd Divergence with Alert Indicator is on this thread.

Simple MACD w/ Semi-Martingale MM is here .

MACD Code . good idea to code MACD as the same with different platforms and different coding sources as ebooks and so on. Just to compare many MACD codes explanation to code the right one. The thread is here .

MACD Parabolic SAR . the idea is here .

Schaff Trend Cycle . the thread about what is the connected between Schaff Trend Cycle and MACD and some ideas about it.

Multi-indics indicator . multi - indicators indicator is here .

Combination of bollinger bands and macd: somewhere on this thread.

Última edición por newdigital; 08-10-2007, 18:51.

Comentario

MACD(5,34,5) for asctrend M5 system : - elite section thread (all the attachments are on the 1st post); - some image with description.

Better MACD Divergence Signals is here .

Farewell setup . trading system is here .

Fruity Pebbles Trading System with many MACD indicators converted from VT.

Última edición por newdigital; 08-10-2007, 18:31.

Comentario

TimeBasedEA . buy and sell specific currency pair at specific time based on MACD_Sample EA is here .

based. on MACD300 pip/month article as reference on 4H-TF-GBPJPY>+88% backtest . EA based on MACD.

Última edición por newdigital; 08-10-2007, 20:22.

Comentario

Última edición por newdigital; 08-10-2007, 18:52.

Comentario

MACD with any MA

I modified MACD a little bit so you can choose mode sma, ema, smma, or lwma.

Comentario

Where did you get MACD indicatator with two lines like the above chart.

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OSMA Indicator Problem

I found the OSMA color indicator but it is showing different results from MT4 OSMA.

Image and indicator attached.

Can someone fix this for me

BEST WISHES, NEW TRADER

Comentario

Comentario

The OSMA color indicator is very close to the MACD so I just leave it here:

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I seek a ea which uses the macd. when the average mobille passes the line zero it gives an opinion in buy or in sell

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Copyright 2005-2015, MQL5 Ltd.

Trading with moving averages

As many of you already know, Forex is the most amazing and popular electronic financial market: it moves 1.5 trillion dollars a day, what NY Stocks market moves in a year. A 24 hours a day, 7 days a week market, with high volatility and liquidity, and with a plus advantage: leverage. A market where you can choose to go bull or bear with no cost: no extra premiums to pay, no additional options. It seems pretty much convenient, right?

Well, let me tell you the disadvantages before I continue: high volatility, liquidity, leverage. Yes, just the same: advantages are disadvantages too. All these things can play against you as well as in your favor, with an extra: Brokers. Most retail traders must use a broker, who will be the counterpart in all transactions as there is no way to directly deal in the interbank market. And, as brokers are market makers, they can widen spread, or even refuse to trade during particular moments or conditions.

So, why are we here? What makes Forex so attractive, so popular? Where is the DIFFERENCE? A non written rule says only 10 % of Forex traders are successful, against the 90 % who blow their accounts.

I remember, when I completed my technical course, my Master telling me: now you’re ready, you have all the tools you need, the tools most traders don’t have: you have technical knowledge, psychological training, and effective money management rules you can and now should apply. It took me pretty much a year to understand his words, but there is the difference: believe it or not, the “90 % losers” trade without using technical analysis, without a working plan, without nothing but the ambition to become rich in the short term. Most Forex traders trade by impulse following a hunch more than a trend. Using guts instead of indicators or oscillators.

Over the years I have been here, I've also discovered another difference: most traders spend their time looking for The System, the unique, the perfect one, of course one developed by someone else, instead of even trying to study two or three simple indicators; of course as soon as a system gives a bad entry, they discard it, and jump into another: the cycles repeats, and there goes their money.

One last word before diving in technical: remember here there is another important difference with other financial markets: time. For Forex traders, short term refers from minutes to a few hours. Traders can work and profit with 4 hours, 1 hour or even 30 minutes charts.

A simple and effective way to start with technical Forex trading is using Moving Averages: a Moving Average (MA) is a trend direction indicator that calculates a simple arithmetic average of prices for a particular period, showing the average value of the price of a currency over a set of values. There are different types of MA: we use SMA for simple moving averages and EMA for exponential ones. There are others kinds of MA (smoothed, linear weighted, etc) but we will limit this short study to the firsts ones, as they are the most used.

The SMA calculates the average of the price by dividing the sum of all the prices of the specified period by the quantity of prices.

x = close Price for each session

X = the number of sessions

The formula would be

SMA = Sum of “x” periods / X

Where x represent a certain number (it could be almost any number from 2 to 500 depending of how many historical information your charts include); besides, many charts allow to select a set to apply to the calculation: open, close, high, low, median or typical price.

The EMA smoothes the MA by adding the previous value to the current closing price and by giving the last prices more weighted value. This type of MA reacts faster to recent price changes than SMA.

Different ways to trade with MA

There are many different methods and settings of Moving Averages a trader can use; let’s see two basic methods, with some of the common settings, useful for intraday trading Remember that MA's work better in trend markets and are not reliable in sideways ones.

A basic trading system is to use a MOVING AVERAGE BREAKOUT. You have to start by drawing a MA in any chart. Let’s see an example in a 1 hour chart of EUR/USD. I used a SMA of 20 periods (blue). When the price crosses the Moving Average down-up and there’s a new candle opening above the Moving Average indicator, we buy; and when the price crosses the Moving Average up-down and there’s a new candle opening below the Moving Average indicator, we sell. Your exit signal will be the price crossing the MA in the other way.

But this is not as simple as it seems and not reliable enough: a Moving Average Breakout has to be combined with an indicator to act as filter. The filter reinforces the signal and increases the probabilities of a good trade. The best choices in this case will be Momentum or Stochastic Oscillator. Any of these two arithmetical oscillators will act as a confirmation of the trade.

Another and of course better way to trade MA is to use MOVING AVERAGES CROSSES. With this system, you can work with at least two MA, although some traders prefer to use three. The first one will be set with a small period (Fast Moving Average), the second one will be set with an intermediate number of periods and the third with the biggest number of all (Slow Moving Average). Let’s see an example using SMA of 4, 9 and 18 periods in a 4 hours USD/JPY chart:

The light green is a 4 periods MA, the medium, 9 periods, and the dark green is for 18 periods. See how, when 4 MA crosses 9 MA and then, both of them cross 18 MA. You have there a good trigger. The 4 periods line crossing the 9 one is the first advice you have; this signal gets its confirmation when both, 4 and 9, cross 18. Your exit will take place when the slow MA turns back crossing 9 in the other way. This is a quite reliable and simple system when market moves in trend; besides there are lots of combinations that can be used, using MA or EMA. As an example, a good combination with EMA is 5, 13 and 34. And, as in the first case, this system would become even better if you combine it with any oscillator to act as filter.

Anyway, the question here is not only the MA or EMA system selected; this will also depend on the time frame you choose to work with: a signal in a 30 minutes chart will not be as strong as one in a 4 hours chart. Also, the “life” of a trade will depend on two main factors. The first is the continuity of the signal: as long as the conditions that gave the entry signal remains the same, the trade is valid; as soon as any of these conditions disappears, you are getting the signal to close your trade. Second, we generally consider that any signal is valid for the next four candles; so if you are trading using a 30 minutes chart, your signal will be valid for the next two hours. After that time, we consider the trade should be completed; if not, then, again, you must close your position, as soon as any of the conditions that trigger the entry signal change bias.

As one of the main characteristics of the Forex market is volatility, traders are forced to use a tool that many dislike, but that is much more useful than you can imagine: stop losses orders. I understand it is really hard to assume a loss; I don’t understand why many people risk all their capital in a single trade, when Forex gives a lot of opportunities every day. This is a certainty; you will lose money in Forex. But as long as you trade using the right tools, losses are just another step in the way. Understanding the delicate balance of risk management is the secret of success here. Get rid of your pride, find a simple system you like and follow these rules; you will probably close more profitable trades than you can imagine.

Review It!

Preguntas

List some of the operations and functions in a company that are dependent on a forecast for product demand.

What is the difference between quantitative forecast methods and qualitative forecast methods?

Describe the difference between short - and long-range forecasts.

Discuss the role of forecasting in supply chain management.

Why is accurate forecasting so important to companies that use a continuous replenishment inventory system?

Discuss the relationship between forecasting and TQM.

What kinds of forecasting methods are used for long-range strategic planning?

Describe the Delphi method for forecasting.

What is the difference between a trend and a cycle and a seasonal pattern?

How is the moving average method similar to exponential smoothing?

In the chapter examples for time series methods, the starting forecast was always assumed to be the same as actual demand in the first period. Suggest other ways that the starting forecast might be derived in actual use.

What effect on the exponential smoothing model will increasing the smoothing constant have?

How does adjusted exponential smoothing differ from exponential smoothing?

What determines the choice of the smoothing constant for trend in an adjusted exponential smoothing model?

How does the linear trend line forecasting model differ from a linear regression model for forecasting?

Of the time series models presented in this chapter, including the moving average and weighted moving average, exponential smoothing and adjusted exponential smoothing, and linear trend line, which one do you consider the best? ¿Por qué?

What advantages does adjusted exponential smoothing have over a linear trend line for forecasted demand that exhibits a trend?

Describe how a forecast is monitored to detect bias.

Explain the relationship between the use of a tracking signal and statistical control limits for forecast control.

Selecting from MAD, MAPD, MSE, E, and E . which measure of forecast accuracy do you consider superior? ¿Por qué?

What is the difference between linear and multiple regression?

Define the different components ( y, x, a, and b) of a linear regression equation.

A company that produces video equipment, including VCRs, video cameras, and televisions, is attempting to forecast what new products and product innovations might be technologically feasible and that customers might demand ten years into the future. Speculate on what type of qualitative methods it might use to develop this type of forecast.

Drag & Drop Exercise

With your mouse, drag the terms to the proper location on the chart.

Launch Exercise 10.1

Solved Problems

1. Moving Average

A manufacturing company has monthly demand for one of its products as follows:

Develop a three-period moving average forecast and a three-period weighted moving average forecast with weights of 0.50, 0.30, and 0.20 for the most recent demand values, in that order. Calculate MAD for each forecast, and indicate which would seem to be most accurate.

Solución:

Step 1. Compute the 3-month moving average using the formula

For May, the moving average forecast is

Step 2. Compute the 3-month weighted moving average using the formula

For May, the weighted average forecast is

The values for both moving average forecasts are shown in the following table:

Step 3. Compute the MAD value for both forecasts:

The MAD value for the 3-month moving average is 80.0, and the MAD value for the 3-month weighted moving average is 75.6, indicating there is not much difference in accuracy between the two forecasts, although the weighted moving average is slightly better.

2. Exponential Smoothing

A computer software firm has experienced the following demand for its "Personal Finance" software package:

Develop an exponential smoothing forecast using a = 0.40 and an adjusted exponential smoothing forecast using a = 0.40 and b = 0.20. Compare the accuracy of the two forecasts using MAD and cumulative error.

Solución:

Step 1. Compute the exponential smoothing forecast with a = 0.40 using the following formula:

For period 2, the forecast (assuming F 1 = 56) is

For period 3, the forecast is

The remaining forecasts are computed similarly and are shown in the accompanying table.

Step 2. Compute the adjusted exponential smoothing forecast with a = 0.40 and b = 0.20 using the formula

Starting with the forecast for period 3 (since F 1 = F 2 . and we will assume T 2 = 0),

The remaining adjusted forecasts are computed similarly and are shown in the following table:

Step 3. Compute the MAD value for each forecast:

Step 4. Compute the cumulative error for each forecast:

Because both MAD and the cumulative error are less for the adjusted forecast, it would appear to be the most accurate.

3. Linear Regression

A local building products store has accumulated sales data for 2 ¥ 4 lumber (in board feet) and the number of building permits in its area for the past ten quarters:

Develop a linear regression model for these data and determine the strength of the linear relationship using correlation. If the model appears to be relatively strong, determine the forecast for lumber given ten building permits in the next quarter.

Solución:

Step 1. Compute the components of the linear regression equation, y = a + bx, using the least squares formulas

Step 2. Develop the linear regression equation:

Step 3. Compute the correlation coefficient:

Thus, there appears to be a strong linear relationship.

Step 4. Calculate the forecast for x = 10 permits.

The Geek Simple Moving Average Strategy – Defianly dont Suck!

Full Review of the Geek’s Simple Moving Average Strategy For Forex Binary Options

The Geek reveals his basic strategy for trading popular forex pairs. The strategy focuses on short term moving averages, is trend following and can be used with other indicators. Moving averages are one of the most basic forms of technical analysis and often one of the most reliable.

Simple Moving Average Strategy For Binary Forex Options

This is one of the pillars of my personal trading system and an easy way to trade forex markets. It is a simple moving strategy but does not use a simple moving average. I prefer to use the exponential moving averages because it hugs prices a little tighter and helps you get into the right trades earlier. It is possible to advance this strategy with the addition of the simple moving average. With that addition it is then possible to measure extremes and take signals from crossovers but that is for a different time. Today I am focusing on the simple version of my moving average strategy. For this I am using a 30 bar exponential moving average and two time frames; daily and 30 minute. In each time frame the moving average will remain 30 bars.

Why Moving Averages?

Moving averages are a great way to measure trend and market strength. They measure the average price of an asset over time and can be of any length. They can also be manipulated in many ways, forming the foundations for a large chunk of technical analysis. The moving average, or rolling mean, produces a set of data that when plotted alongside prices measures trend. When prices are tending to close higher the moving average will move up, when prices are tending to close lower the moving average will close down. Using an exponential moving average means that the newest data has the most weight and the oldest data the least. This makes it a more current indicator than a simple moving average where all data points carry the same weight.

How this Strategy Works?

As I said this strategy uses the 30 day exponential moving average and two different time frames. I like to use multiple time frame analysis because it helps to weed out false signals. The first time frame is the longest and this one sets the underlying trend. The trend is your friend and I always like to trade with the trend. So, if on the daily charts the asset is above the 30 bar moving average the underlying trend is bullish. If it is below the 30 day moving average it is bearish. This must be taken under caution though because it is also important to see where price is relative to the longer term trend, support, resistance etc. If price is above the 30 day moving average but has been so for many weeks and the asset is approaching long term resistance I would be more cautious than if the asset had just broken above resistance and was crossing above the 30 day moving average with confirmation.

After determining the underlying trend and checking to make sure it was not too close to a possible turning point you can move down to charts of 30 minute bars. I usually use at least ten days to get a good view of where price is in relation to the past few days and any support/resistance. Assuming that the daily charts were bullish I will need to wait for bullish confirmation here as well.

The signal will be when price bounces from or moves back above the 30 bar EMA on the 30 minute chart. This could take a few hours so patience is key. If it takes a really long time for this confirmation signal to develop I always go back and check the daily charts again before moving on. Some days no signal will develop, some days you will get numerous signals. Typically expiration should be limited to 1-4 hours. The closer the asset is to a possible turning the point the shorter your expiration should be. Assuming bull market conditions any time the asset crosses from below or is above the 30 bar EMA and then pulls back to it is a buy signal. The first signal is hard to catch and the last signal can sometimes result in a loss but there are usually 3-5 good signals in between.

Why this Strategy Doesn’t Suck

This strategy doesn’t suck because it works. It works because it is based on sound, simple and easy to use technical analysis. Analysis used by nearly every trader in the market today. It is also the foundation for more advanced techniques and a great starting point for new traders. Moving averages are one of the pillars of technical analysis and something every trader should know how to use. By properly applying this strategy it is possible to achieve consistent results on a day to day basis.

Why This Strategy May Suck and Conclusion

I don’t think this strategy sucks. Podría estar equivocado. If you think it sucks leave me message or post it in our Binary Options forum and we could talk about it.

The Magic Moving Average Forex Expert Advisor and Course

The Magic Moving Average and EA Management Course

A few years ago Expert4x launched a hands-on manual trading Magic Moving Average course. It was a particularly interesting technique as this technique does not use any stops or targets. Entries and exits are determined by the price crossing over the Magic Moving Average .

We now have an Expert Advisor that will help you:

* Automate Your Trading,

* Use it for scalping and long term trading,

* Test and optimise the technique until you are confident about its success,

* Find out which are the best currencies to trade,

* Find out which are the best times of day to use scalping techniques,

* Find the best day of the week to use this technique

The Moving Average Crossover System

The moving average crossover system is no secret. It is the first one we all learn. It is by far the most successful technique tested on stock market data over 100 years. The technique is simple. You enter a buy when the price closes above the moving average for the first time. You enter a sell when the price first closes below the moving average for the first time. A buy entry can also be the close for the next sell transaction. The sell entry can also be the close for the next buy transaction. It needs a trending market to succeed and can produce many whipsaws in a sideways market. You can stop and start trading the system at any time and you can refine the system with following stops and targets. By it’s nature there is only one transaction active at any one time for every application on the technique. You have a choice to trade as many currencies and time frames as you like.

So what gives this system the potential to produce great positive results? It is trading the most appropriate volatile currency . at the most appropriate time of day or day of the week . using the most appropriate MA period and offset settings, with the appropriate target or following stop on a long term or day trading basis. This EA comes with these initial suggested settings and shows you how to manage them into the future.

Using this functional automated EA you are in control of (You can use your own settings)

EURJPY: 1585 pips in 2 trades earlier this year

Up to 2 periods during the day you wish to trade

The day of the week you trade

The period and offset settings you use for the Magic MA

The currency you use

The time frame you wish to trade in

The size of your trades

The targets you will use

The following stop size you want to use

You can trade as many Currency crosses as you wish at the same time

No stops are used as the moving average crossover, a trailing stop and the target acts as your exits.

What the course will teach you:

How to test the EA

How to find suitable Magic MA settings for every currency and every time frame

How to manage the EA on an ongoing basis.

How to find the best days to trade – certain days are 100% more profitable than others.

How to find the best time of day to trade – during certain times of the day you will lose money if you trade. There are other times that are highly profitable.

How to find the best time frame to trade – Certain time frames make 200% more pips than others.

Most importantly, under what conditions the MA cross over technique works and then it doesn’t work

This EA is not only an automated trading tool, it is also a diagnostic and optimisation tool. You can use it to find currencies, time frames and settings specific to your personal Forex trading needs and trading times.

Testing results achieved using this the Magic MA Expert Advisor

Testing results have been positive for all time frames with an average gain of between 100 and 300 pips a month over 24 month testing assuming 1 lot trading and only 1 transaction is active at any one time using optimised settings. Some of the gains were made in a short one hour period. The gains are generally substantially higher (Up to 10 times) than the losses i. e. good return on risk.

Buy the Magic EA and Course today

Click Below to purchase the Magic EA and course for $140.

IMPORTANT: There is an immediate download after your purchase. Please stay on the Paypal payment confirmation page until you are directed to the sign up page after 2 minutes. Watch your emails for a confirmation which you need to respond to – remember to check your junk mail folders.

* Conditions of purchase : Historical performance is no guarantee of future performance. There are therefore no guarantees of future performance given by Expert4x. As we can not guarantee future performance there is a no refund policy based on future trading performance. The product you are purchasing is intellectual property in the form of knowledge and a very flexible Forex trading and diagnostic tool that has performed very well in the past using optimised settings, as described on this webpage. Please contact us it you need any further information about the product before making your purchase.

Existing clients who own any Expert4x EA’s can purchase this EA at 50% discount – Merely log into your EAFactory account to access the 50% discount PayPal button.

Why you should buy this EA:

Simple technique suitable for a total beginner but efficient enough for an experienced trader

Robust results using appropriate currencies and time frames.

Easy and logical to follow trades on trading charts.

Average Gains are up to 10 times bigger than average losses using this system.

You get 2 personal licenses so you can use it on up to 2 trading facilities (VPS, Desktop, Laptop etc.) at the same time.

Education on the use, testing, optimisation and determining of settings for this Expert Advisor.

You will receive the manual used for the “Magic Moving Average” course for free (Worth $35)

Preguntas y respuestas

Can you supply detailed trading records of the results achieved to date?

No we don’t. Essentially you are buying a functional Expert Advisor which will allow you to trade the moving average crossover system in any way you want using any time frame, any currency, any MA setting, any MA offset, any following stop, any target, any stop, any day of the week. It also allows you to select up to 2 periods of the day to trade.

Furthermore, you receive an EA management course which will show you how to find the settings that have worked best in the past, how to test your intended settings, how to use heatmaps to find suitable settings and how to find test data to do your tests on.

Although we supply initial recommended settings we hope that you will purchase this Expert Advisor for what it does and could possibly do for you in the future and not based on marketing hype. If you can’t make a Forex decision without Hype then this Expert Advisor is not for you.

Is there a money back guarantee on the Expert4x Daily Pivot EA?

Our Expert Advisor does exactly what has been described above. There is no profit guarantee. It has been user tested before the launch. We can’t think of any reason why a client would ask for a refund, especially after the whole basis of the trading technique has been fully disclosed on this webpage. So please purchase without anticipating a refund.

Is this a plug and play EA or an EA trading course?

It is both – if you want to trust the initial settings provided, you can use those to follow a plug and play EA trading approach and be trading within minutes of purchasing the EA. We have a quick start guide for you.

If you however also want to know the Forex trading principles on which this EA is based, how to test it, how to update the settings in the future and much more, you can use the supporting EA management guides provided.

The ability to test and refine the Magic Moving Average Expert Advisor is the main difference between the EAs normally marketed and the Expert4x EAs. Our Magic Moving Average Expert Advisor is not a black box EA – We have maximised the user controlled variables and explained how the EA works.

Share with other Traders

Recent Expert4x feedback

Just wanted to say thanks for the fabulous, unselfish job you two do for so many traders out here in the Forex World. I am just amazed at the FREE stuff you guys put out for all of us traders. I own and use some of your “for sale” trading methods that I bought and paid for but you guys are always giving away useful and valuable tools to add to our tool kits that can and does make money just like the ones we purchase! Out of the several years I’ve been following Expert4x, I’ve never gotten any junk! Just wanted to take the time to say “Thank You”.

I have a system I use that actually uses Multiple Moving Averages very similar to what you are advocating here. It is very successful. You are correct! MMA’s give you a lot of information about what is going on in the market place. I have found, when I’m really stuck and getting beat up by the markets with my regular trading methods, I can pull out the MMA’s and fight back successfully. When all of the averages converge, it means different traders are agreeing on price but a disagreement is coming that will cause an explosion of price in one direction or the other.

As you’ve suggested, straddling the compression area is a great way to catch this slingshot effect and ride it to profits! MMA’s might be the best way for someone new to trading to get started! If you’re new to trading Forex, here are tools that really work, for FREE! Incidentally, FYI, I paid $500 for a very similar system you are giving away here! $15.00 for the template is an incredible bargain! Especially when you consider how much money this thing can make!

And “Thanks” again!

DISCLAIMER:- The information about online Forex trading presented on this website should not be regarded as Forex or currency trading advice. Currency trading and FX trading is a highly speculative way of making money and should not only be done with the information on this website only. Accordingly, we make no warranties or guarantees with respect to the correctness or validity of its content. Forex traders, swing traders and day traders making use of the online currency trading information presented do so at their own risk. The Forex market information provided herein does not take into account their Forex investing objectives, financial situation or needs of any particular person. This site is not intended to by used as the only source of currency trading information, Forex education or work from home opportunity. It is important and assumed that traders use sound trading principles when using the online Forex trading information on this currency trading site. Please use demo accounts where there is no investment required to test Forex Strategies. This includes trading common sense, sound money and risk management and full personal ownership of any trading decisions. This disclaimer applies to all services, including PayPal, Google, Click Here, Yahoo, Ebay, YouTube and Clickbank promotions placed on the website. Investors based in the United States, Canada, United Kingdom, Europe, Australia, Asia, the Middle East and Africa (in particular South Africa) should take into account the legal requirements and restrictions of trading Forex in their region and should obtain individual financial advice based on their own particular circumstances before making any foreign currency investment decision.

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Moving Average Crossover Trader

This indicator is based on the Moving Average Crossover .

The system is the following.

Best works in 1hour /4hours/1 day

2 Moving Average Period (the longer the better) and a types (eg Single)

Take Profit pips (the longer the MAs the more you can set).

An additional few Stop Loss pips

I usually go with Simple Moving Average 50 vs Simple Moving Average 20, Take Profit 100, Stop Loss 15

Action . Buy when the Short MA crosses above the Long MA

Sell when the Short MA crosses bellow the Long MA

Take Profit: Set it a number of pips (eg 100 for a 50 MA) after the short MA has crossed the Long MA

Stop Loss: Should be equal to the value of the Long Moving Average and should be updated at each period. Include a few pips (eg 10-15) to give you a bit of room in the beginning of the trade

You can use the following MT4 indicator (attached bellow) named Moving Average Crossover Trader for this system, to test what is happening and to get alerts when a crossover occurs for up to ten currencies instantly with a click of the button.

Using the indicator above you can tell

-If the Trend at the moment is Up (Short Moving Average= ↑ ) or Down (Short Moving Average= ↓ ) and decide if you want to take - the trade at that moment.

-What the Short MA has been in relation to its Long MA for the last 4 periods

-What the last market price was where the 2 Moving Averages have crossed over

-The Stop Loss and Take Profit prices you should select if you were to take a trade at the current moment

-How far from you Stop Loss and Take Profit the current market price is (if the Take Profit Distance is not far from the Take Profit price or it has been exceeded you should avoid opening a trade at that moment as it indicates you missed your chance)

-Notified by a detailed alert (optional) whenever a crossover between the 2 Moving Averages and hence an immediate trade opportunities arises.

You can attach this indicator to several charts each time selecting different timeframes, and periods for the Moving Averages. You will receive an alert each time a crossover has occurred which informs you at which currency pair has occurred and the timeframe properties.

When you attach the indicator to the chart you get the following options

Moving_Average_Period . Averaging period for calculation

Moving_Average_Method: MA method

Moving_ Average_Applied_Price: Applied price

Note that the long period value needs to be greater than the short

Alerts: Whether Alerts to be displayed when a crossover has occurred

Currency #: Which currency pair to be analysed at position #

Currency #_Alerts: Whether Alerts to be displayed for the particular currency pair

This indicator is also available in Multi Time Frames Version.

Please fill in your information bellow and you will receive this indicator as well as all of our indicators by email.

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3 ducks trading system

A common sense approach to price observation

Buy when prices are going higher and sell when prices are going lower. In a nutshell this is my goal when I am trading the forex market. But the above statement of buying when prices are going higher or selling when prices are going lower may be too broad and therefore it may need some guidelines and rules, this is where The 3 Duck’s Trading System comes into play. The system will help you identify buying opportunities in the direction of the last uptrend and selling opportunities in the direction of the last downtrend. The “ducks” in the title comes from the saying “to have all your ducks lined up” an expression meaning to have everything in the correct order. There are three ducks, the first duck will help you to identify the last up or down trend, the second duck helps to confirm the direction of the trend and the third duck will help to identify buying or selling opportunity in the direction of the trend. This system involves using three different timeframe, a 4 hour chart (first duck), a 1 hour chart (second duck) and a 5 min. chart (third duck). A 60 period simple moving average is applied to all three timeframes. That’s what I call keeping it simple!

Back testing – I’m not a big fan With comments like this one I often get a mixed response. Back testing has its uses, but if a system buys when prices are going higher and sells when prices are going lower I don’t feel a need to back test the last twelve months or the past 100 trades. What I will do is forward test the system in real market conditions. The first phase of forward testing for me would be to observe the system. I really want to see the system working with the trend and doing what it is supposed to do most of the time. I believe that if prices are going higher there is a greater probability that they will continue in that direction. The second phase would be for me to see what I can do to make the system perform better, how can I get this system working at its optimum? If I know what my trading goals are i. e. x% per month or x% per year, what do I need to do to give the system the best possible opportunity of achieving these goals? How much should I risk per trade? What size stop-loss should I use? what size targets will work best for me? would it be best for me to positional trade this system or would day trading this system be better? When I have decided on the above I can forward test the system again with these figures in place. After a number of trades or over a period of time I can calculate my win/lose ratio – what is my average winner compared to my average loser? I will also calculate my probability of a winning. Armed with these stats and with confidence in the system I will then happily commit to it 100%, I will always be keeping a close eye on my stats and looking for ways to improve.

Risk versus Reward – It’s GOLDEN “Let your winners run and cut your losers short” is what all the trading books tell us. This statement is true, but with a lot of trading statements you got to ask yourself, what does this mean to me? For me it means having a positive risk versus reward ratio. If I enter a trade with a 30 pip stop-loss my projected reward must be greater than 30 pips, how much greater does it need to be? Every trading opportunity will be different but I would need at least one and a half times my risk, which is 1. 1.5, a trade with a 30 pip risk must have the potential to gain at least 45 pips. I think trading with anything less than 1. 1.5 would be just like playing tennis with my broker! Because The 3 Duck’s Trading System trades in the direction of the trend it can offer some great risk versus reward trades. Having a positive risk versus reward ratio is one of the reasons I can stay focused on my trading after a losing run, I know in the long run I will come out on top.

Getting started You can use most of the free charting packages to plot the system on. You will need a 4 hour chart, a 1 hour chart and a 5 min chart for each currency pair. For EUR. USD open the 4 hour chart and apply a 60 period simple moving average (sma) like below:

You need to do exactly the same for the 1 hour chart and the 5 min chart. You should now have three charts that look something like this:

We now have three charts for the EUR. USD pair, we can have a closer look at each chart starting with the 4 hour then the 1 hour and finally the 5 min chart. Note: Over the next few pages I will be using the words “buying” and “up trend” to explain how this system works. This system works for buying and selling opportunities. Simply do the opposite for selling opportunities starting with steps one, two and three. This system will work best between the times of 7am – 4pm GMT. This system can be applied to any currency pair just be careful to take into account different currency “personalities”. All charts are for demonstration purposes only.

The first duck The 4 hour chart is our starting point, our first duck. We need to find out if prices have been going higher or lower, is the trend up or is it down? We can very easily and quickly get the answer to our question: If the current price is above the simple moving average on the 4 hour chart this will tell us that prices have been going higher over a period of time. We may be looking for buying opportunities, but firstly we need to check our other two charts and make sure all our ducks are lined up in the same direction.

The second duck The 1 hour chart, our second duck is used to confirm what the 4 hour chart is telling use. If the current price is above the sma on the 4 hour chart it will also need to be above the sma on the 1 hour chart. If the current price is above the 4 hour sma but below the sma on the 1 hour chart, that would mean the two charts are not lined up in the same direction and we would not be able to move on to step three. However if the current price is above the sma on the 4 hour chart and the sma on the 1 hour chart we could move on to step three.

The third duck The 5 min chart, our third duck is used for entries. What we are really looking for on the 5 min chart is for prices to get above the sma and move higher than the last high on the 5 min chart. For me to explain this system as clear as possible let’s have a look at the chart below:

From this chart we can see that prices where below the sma, then prices crossed above the sma, this would mean that all our three ducks where lined up in the same direction. We would now be looking to buy when prices move above the last high (two candles to the left with lower wicks and two candles to the right with lower wicks) on the 5 min chart.

Entries – A good entry makes a big difference Buying or selling at the early stages of an up or down move is very nice if you can do it. Some of my best entries and most profitable trades using this system have come from when the current price was above the sma on the 4 hour chart and the sma on the 1 hour chart but below the sma on the 5 min chart. Similar to the chart above, if you can then enter a trade on the “first move” when prices move above the 5 min sma and the last high, I think you will be potentially catching the move in its early stages. You can enter a trade when the open 5 min candle get above the last high or you can wait unit you get a closed candle above the high. The EUR. USD pair will pullback some of the time after it has broken the high. It may be worth your while to wait for a small pullback after it has broken the high, this will allow you to enter the trade at a better price. As long as the current price is still above the 5 min sma the potential trade is still good. From the chart below we can see how prices pulled back after it broke the high and then continued moving up again.

GBP. USD is a different story! This pair will often break the high or low and continue moving in that direction without a pullback.

On the above chart we would be looking to sell when prices cross below the last low and the sma on the 5 min chart. Entering a position if the candle is open or closed really does not make a huge difference on a 5 min chart in my opinion. I will enter most of my trades when the candle is still open – a HOT candle! After all I am trading price, not candles. There is nothing stopping you from entering or adding to winning positions when the current price is higher/lower than the “first move” as long as all your ducks are still lined up in the same direction you could still be looking for opportunities on pullbacks or breaks of the highs/lows.

Here is a question I get asked a lot: If the current price is above the sma on the 4 hour chart and above the sma on the 1 hour chart, but the current candle is NOT CLOSED above the sma on the 1 hour chart, would I wait for a closed candle on the 1 hour chart before I drop down to the 5 min chart to look for a buy entry? My reply to that question would be: The 3 Duck’s Trading System has a number of rules or “guidelines” as I would prefer to call them. Rules are good, but sometimes rules can get in the way of a good trading opportunity! If the trading scenario in the above question was happening in front of me I would certainly be prepared to bend one of the rules if I thought the circumstances where right. The same can be said for a lot of other trading dilemmas and questions that may arise from trading this system. I like to use this system as a guide in addition to my own market knowledge i. e. what is happening around me today? Is there economic news out today? What time in the day is it? Is it a holiday today? Is the market stuck in a choppy range? etc etc. The principal of this system is to trade in the direction of the trend and to enter a trade at a price that offers you some chance of success. Prices on all three timeframes MUST be above/below their sma’s, this is the one rule I will NOT bend!

Stop-losses – If it doesn’t work out, get out What size stop-loss should I use and where should I place my stop-loss? There are defiantly more questions than answers in trading! I love stop-losses, I just hate when they get hit. By knowing what size my stop-loss is and what size my target is, this will allow me to calculate my potential risk versus reward ratio. And as I’ve said earlier, risk versus reward is golden. The size of your stop-loss really depends on how you are going to trade this system. Positional traders and swing traders will probably be using wider stop-losses than a day trader. A positional trader may want to use support or resistance off a 1 hr, 4 hour or daily chart as a stop-loss location. The 60 period sma from the 1 hr or 4 hour chart could also be used as a stop-loss location for positional traders. After all if you where buying and prices dropped below the sma on the 1 hour chart or the 4 hour chart, this would mean that your ducks would not lined up anymore for a buy, so this may be a stop-loss location. Support or resistance off a 1 hour chart or lower timeframe may be useful as a stop-loss location for a day trader. Fixed stop-losses are also good for positional or day traders. A positional trader may use a fixed stop-loss of 100 pips for example. A day trader may use a fixed stop-loss of 20, 25 or 30 pips for example. The question of where to place ones stop-loss can really only be answered by the trader him/her self.

OK Captain what about the second part of the above title, the bit about: If it doesn’t work out, get out A lot of traders will get out of their winning positions too soon, but do they ever get out of the losing position too soon? Probably not, they let prices drop down to their stoploss and get taken out for the full stop-loss amount. One of the things I like to observe when I am trading this system is: are prices obeying the 3 Ducks rules (current prices above/below sma’s on the three timeframes) this is especially true for when I am in a trade. Let have a look at the chart below, the current price is above the 4 hour sma and the 1 hour sma (two ducks are lined up). I am now looking at buying when prices cross above the sma on the 5 min chart and the last high on the 5 min chart (all three ducks line up). I am day trading so I will put my stop-loss below the last decent low on the 5 min chart which would be 20 pips away from my entry. My target for this trade is 40 pips.

Everything is going according to plan in this trade, we have entered the trade by following the rules and our risk versus reward is good, now we play the waiting game. But what happens next may have put our trade in doubt. The current price has dropped back below the sma on the 5 min chart by more than 10 pips, this mean that all our 3 ducks are no longer lined up in the same direction. Our stoploss is still in place and has not been hit. We have two choice, we can either wait and see what happens or we can get out of this losing position early and save some pips, after all our ducks are no longer lined up!

This is what I call “If it doesn’t work out, get out” plan. If this trading scenario was to happen I would gladly get out of this position early before my stop-loss was hit. Let’s roll this chart on and see what eventually happened:

This trade would have continued lower and would have easily taken out our original 20 pip stop-loss. By understanding this system and been able to identify when prices are not obeying the system you can save yourself a lot of pips. Note: If you where a positional trader using this system the above scenario may not bother you too much. I would mainly use this exit plan for day trades.

Targets – Letting it run & knowing when to exit Knowing when to get out of a winning trade can be one of the biggest brain drainers for traders. But now that we understand how this system works and we can clearly see if prices are obeying or not obeying this system, we can use this information to our benefit while we are in a trade. As pointed out in page 3, risk versus reward is GOLDEN so before you ever enter a trade the potential reward should be greater than the risk. Support and resistance levels from a daily chart can be good target areas. Some questions I would ask myself in relation to potential targets would be: “has this currency pair been moving in a strong trend? (Have a look at the 4 hour chart) If the answer is yes you could be more generous with your potential targets. If the prices have been moving in a 100-200 pip range, then a more conservative target may be needed. Letting profits run can be done by observing how the current price is moving in relation to the sma’s. Let look at the chart below: From the above chart you may have bought using the rules of this system. You can see that prices are staying above the sma, this is obviously a good sign if you are long! If you are trading this system you could stay in this position as long as the current price remains above the 5 min sma. This is an example of how you can let your profits run! Positional traders may wish to hold their winning positions as long as the current price remains above the sma on the 1 hour timeframe. Knowing when to exit a winning position can also be done by observing the current price in relation to the sma’s. From the same chart, we can see when prices drop back below the sma this may be a good exit plan from you winning position.

Again, positional traders using this system may decide not to exit a winning position using this strategy.

Make it your own You have now seen how this simple system works but you and only you can make it work for your trading. When I say “Make it your own” I DON’T mean change the sma periods or use different time frames. This system works, don’t break it! What I do mean when I say “make it your own” is: decide how you are going to trade this system, day trading or position trading? How much will you risk per trade? What size stop-loss will you use? How will you decide where to take your profits? By having a clear plan now, it will help you later on. How many pips can I make a week? YOU TELL ME! This is the one question I get asked on a daily basis and it drives me MAD! You should be interested in what YOU can make using this system. If ten traders where to use this system, I guarantee you would get ten different results. What I would say is: by having a solid plan, following this system and having good money management, I would expect this system to make more money than it loses over the long term. By the way, a pip is a pip and a dollar is a dollar, they are two different things and not to be confused!

A few final words Becoming successful in trading is really all about making more money than you lose. Having a system that you understand and have confidence in and that also makes sense will make your trading life easier. Having a positive risk versus reward ratio will certainly help you too. Your trading results should be really judged over a long period of time or over a high amount of trades. Not every single winning trade in your account will end up having a positive RvR ratio. But by knowing that every trade you enter has the potential to earn more than it can lose and by embracing the “cut your losers short and let your winners run” mind frame, you would be one step closer to successful trading. The views in this book are my own. I hope that I have helped you in you trading and that success is close by. The 3 Duck’s Trading System does have losing trades and losing run, you would be foolish to think it didn’t.

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Trading strategy with the use of three moving average lines

Recommended timeframes H4

This simple strategy is based on the intersection of three moving average lines (SMA) and can be used for all currency pairs on the chart with the period H1 or higher. It does not require constant monitoring of the market; all you need is just to check the chart at the closing of each candlestick.

First of all, set three SMA indicators (Simple Moving Average) with the periods 13, 26 and 100 on the chart.

When making trading decisions, follow the rules below:

Conditions for opening Buy transactions:

- the moving average with the period 26 crosses the moving average with the period 100 from bottom to top; - the moving average with the period 13 crosses the moving average lines with the periods 26 and 100 from bottom to top.

The order shall be closed upon intersection of the moving average lines with the periods 13 and 26 from top to bottom.

Conditions for opening Sell transactions:

- the moving average with the period 26 crosses the moving average with the period 100 from top to bottom; - the moving average with the period 13 crosses the moving average lines with the periods 26 and 100 from top to bottom.

The order shall be closed upon intersection of the moving average lines with the periods 13 and 26 from bottom to top.

This figure displays the chart with the timeframe H4 with two signals: one of them shows the entry point for opening a sell transaction; the other shows the entry points for a buy transaction.

Actualmente siendo moderado

Hi, please refer to

Valuation using a standard price has the following features:

All inventory postings are carried out at the standard price

Variances are posted to price difference accounts

Variances are updated

Price changes can be monitored

If a material is assigned a standard price (S), the value of the material is always calculated at this price. If goods movements or invoice receipts contain a price that differs from the standard price, the differences are posted to a price difference account. The variance is not taken into account in valuation.

MOVING AVERAGE PRICE

Valuation using a moving average price results in the following:

Goods receipts are posted at the goods receipt value.

The price in the material master is adjusted to the delivered price.

Price differences occur only in exceptional circumstances.

Manual price changes are usually unnecessary. However, they are possible.

If a material is assigned a moving average price (MAP), the price is automatically adjusted in the material master record when price variances occur. If goods movements or invoice receipts are posted using a price that differs from the moving average price, the differences are posted to the stock account; as a result, the moving average price and the value of the stock change.

¡Espero que esto ayude!

Actualmente siendo moderado

The price control procedure set in the material master record determines the value used to valuate the goods receipt of a material. Material valuation can be carried out according to the standard price (S price) or the moving average price (V price).

During the valuation using the standard price (price control. S.), there are many stock postings to a price determined in the material master record, the standard price. Variances to this standard price are posted to the price differences accounts.

For statistical purposes, the system also calculates the moving average price for materials that are valuated at standard price in the material master record.

The system calculates the total stock value for materials with standard price control as follows: Total value = standard price (per base unit of measure) * total stock

Moving average price

In valuation using the moving average price (price control “V”), the system valuates goods receipts with the purchase order price and goods issues with the current moving average price.

The system automatically calculates the moving average price for every goods movement as follows: Moving average price = total stock value / total stock quantity.

Any differences from the purchase order price that occur during the invoice receipt are posted directly to the stock account during stock coverage, and the system determines a new moving average price.

Actualmente siendo moderado

As i understood that moving average price is assigned with that kind of materials which procure externally. Because material price can be changed frequently. Moving average price keep on changing on purchase.

Ex. ROH material A

In 1st quarter purchase on 100 rs per tn (2 tn= 200 rs)

in 2nd quarter purchase on 200rs per tn (2 tn = 400 rs)

in 3rd quarter purchase on 300 rs per tn (2 tn = 600 rs)

Total quantity = 6 tn

Total stock value = 1200 rs

Moving average price = Total Stock value/Total quantity

Moving average price = 200 rs

Standard price is fixed & update by standard costing as per BOM. It is assigned with FG & SFG. These are used for products that do not fluctuated frequently.

Total value = standard price * Total stock

Technical Analysis: Moving Average

Media móvil

Introducción

Moving averages smooth the price data to form a trend following indicator. No predicen la dirección del precio, sino que definen la dirección actual con un retraso. Los promedios móviles se basan en precios pasados, lo que significa que se quedarán atrás de los precios actuales. El precio conduce y la media móvil sigue. Moving averages form the building blocks for many other technical indicators and overlays, such as Bollinger Bands, MACD and the McClellan Oscillator. The two most popular types of moving averages are the Simple Moving Average (SMA) and the Exponential Moving Average (EMA). Estos promedios móviles se pueden utilizar para identificar la dirección de la tendencia, así como los niveles de soporte y resistencia.

El factor de Lag

Moving averages lag the price of the underlying security. Esto tiene sentido porque se basan en precios pasados. Los promedios móviles no recogerán fondos o tops. En su lugar, se convertirá o se romperá después de la parte superior real o inferior ha ocurrido. Este no es necesariamente algo malo. Lag es sólo un hecho de la vida cuando se trata de los promedios móviles.

Cuanto más largo sea el promedio móvil, más el retraso. A 10-day exponential moving average will hug prices quite well and turn shortly after prices turn. Los promedios móviles cortos son como los veleros, ágiles y rápidos de cambiar. Por el contrario, una media móvil de 100 días contiene muchos datos pasados ​​que lo ralentizan. Los promedios móviles más largos son como los petroleros oceánicos - letárgicos y lentos para cambiar. Se necesita un movimiento sostenido de precios para una media móvil de 100 días para cambiar el rumbo. El gráfico 2 muestra el ETF de S & P 500 con un EMA de 10 días siguiendo de cerca los precios y una molienda de SMA de 100 días más alta. Incluso con la disminución de enero-febrero, la SMA de 100 días mantuvo el curso y no rechazó. La SMA de 50 días se sitúa entre los promedios móviles de 10 y 100 días cuando se trata del factor de retraso.

Simple versus Exponencial

Aunque hay claras diferencias entre los promedios móviles simples y los promedios móviles exponenciales, uno no es necesariamente mejor que el otro. Los promedios móviles exponenciales tienen menos retraso y, por lo tanto, son más sensibles a los precios recientes y las recientes variaciones de precios. Los promedios móviles exponenciales se convertirán antes de promedios móviles simples. Los promedios móviles simples, por otro lado, representan un verdadero promedio de precios para todo el período de tiempo. As such, simple moving averages may be better suited to identify support and resistance levels.

La preferencia media móvil depende de los objetivos, el estilo analítico y el horizonte temporal. Los cartistas deben experimentar con ambos tipos de promedios móviles, así como diferentes plazos para encontrar lo que les conviene mejor. El gráfico 2 muestra IBM con la SMA de 50 días en rojo y la EMA de 50 días en verde. Ambos culminaron a finales de enero, pero la disminución en la EMA fue más nítida que la disminución de la SMA. La EMA apareció a mediados de febrero, pero la SMA continuó baja hasta finales de marzo. Tenga en cuenta que la SMA apareció más de un mes después de la EMA.

Duración y plazos

La duración del promedio móvil depende de los objetivos analíticos. Promedios cortos móviles (5-20 períodos) son los más adecuados para las tendencias a corto plazo y el comercio. Los cartistas interesados ​​en las tendencias a mediano plazo optarían por promedios móviles del período 20-60. Los inversores a largo plazo preferirán las medias móviles con 100 o más períodos. Algunas longitudes móviles son más populares que otras. El promedio móvil de 200 días es quizás el más popular. Debido a su longitud, esto es claramente una media móvil a largo plazo. A continuación, el promedio móvil de 50 días es muy popular para la tendencia a mediano plazo. Muchos cartistas utilizan los promedios móviles de 50 días y 200 días juntos. A corto plazo, una media móvil de 10 días fue bastante popular en el pasado porque era fácil de calcular. Uno simplemente agregó los números y movió el punto decimal.

Identificación de tendencias

Las mismas señales se pueden generar usando promedios móviles simples o exponenciales. Como se mencionó anteriormente, la preferencia depende de cada individuo. Estos ejemplos a continuación utilizarán promedios móviles simples y exponenciales. The term "moving average" applies to both simple and exponential moving averages.

La dirección de la media móvil transmite información importante sobre los precios. Una media móvil en ascenso muestra que los precios están aumentando. Una media móvil decreciente indica que los precios, en promedio, están cayendo. El aumento de la media móvil a largo plazo refleja una tendencia alcista a largo plazo. Una caída del promedio móvil a largo plazo refleja una tendencia a la baja a largo plazo.

El gráfico muestra 3M (MMM) con una media móvil exponencial de 150 días. Este ejemplo muestra cuán bien funcionan las medias móviles cuando la tendencia es fuerte. La EMA de 150 días rechazó en noviembre de 2007 y otra vez en enero de 2008. Observe que tomó una declinación del 15% para invertir la dirección de esta media móvil. Estos indicadores rezagados identifican reversiones de tendencias a medida que ocurren (en el mejor de los casos) o después de que ocurren (en el peor). MMM continuó más bajo en marzo de 2009 y luego subió 40-50%. Observe que la EMA de 150 días no apareció hasta después de este aumento. Una vez que lo hizo, sin embargo, MMM continuó más alto en los próximos 12 meses. Los promedios móviles trabajan brillantemente en fuertes tendencias.

Crossovers dobles

Dos medias móviles se pueden usar juntas para generar señales de cruce. En el Análisis Técnico de los Mercados Financieros, John Murphy llama a esto el "método de crossover doble". Los crossovers dobles implican una media móvil relativamente corta y una media móvil relativamente larga. Como con todas las medias móviles, la longitud general de la media móvil define el marco de tiempo para el sistema. Un sistema que utilice un EMA de 5 días y un EMA de 35 días se consideraría a corto plazo. Un sistema que utilizara un SMA de 50 días y un SMA de 200 días se consideraría de mediano plazo, tal vez incluso a largo plazo.

Un cruce alcista ocurre cuando el promedio móvil más corto cruza por encima del promedio móvil más largo. Esto también se conoce como una cruz de oro. Un crossover bajista ocurre cuando el promedio móvil más corto cruza debajo de la media móvil más larga. Esto se conoce como una cruz muerta.

Los cruces de media móvil producen señales relativamente tardías. Después de todo, el sistema emplea dos indicadores retardados. Cuanto más largo sea el promedio móvil, mayor será el desfase en las señales. Estas señales funcionan muy bien cuando una buena tendencia se apodera. Sin embargo, un sistema de crossover de media móvil producirá muchos whipsaws en ausencia de una tendencia fuerte.

También hay un método triple crossover que implica tres promedios móviles. De nuevo, se genera una señal cuando la media móvil más corta cruza las dos medias móviles más largas. Un simple sistema de crossover triple puede implicar promedios móviles de 5 días, 10 días y 20 días.

El gráfico muestra Home Depot (HD) con una EMA de 10 días (línea punteada verde) y EMA de 50 días (línea roja). La línea negra es el cierre diario. El uso de un crossover de media móvil tendría como resultado tres whipsaws antes de atrapar un buen comercio. La EMA de 10 días se rompió por debajo de la EMA de 50 días a finales de octubre, pero esto no duró mucho, ya que los 10 días se movieron hacia atrás a mediados de noviembre. Esta cruz duró más tiempo, pero el siguiente cruce bajista ocurrió cerca de los niveles mediados de noviembre, resultando en otro whipsaw. Esta cruz bajista no duró mucho, ya que la EMA de 10 días retrocedió por encima de los 50 días unos días después. After three bad signals, the fourth signal foreshadowed a strong move as the stock advanced over 20%. Hay dos cosas para llevar aquí. Primero, los crossovers son propensos al whipsaw. Se puede aplicar un filtro de precio o tiempo para ayudar a prevenir las sierras. Los operadores pueden requerir que el crossover dure 3 días antes de actuar o requiera 10 días de EMA para moverse por encima / por debajo del EMA de 50 días por una cierta cantidad antes de actuar. En segundo lugar, MACD se puede utilizar para identificar y cuantificar estos crossovers. MACD (5, 50, 1) mostrará una línea que representa la diferencia entre las dos medias móviles exponenciales. MACD se vuelve positivo durante una cruz de oro y negativo durante una cruz muerta. El oscilador de precio porcentual (PPO) se puede utilizar de la misma manera para mostrar diferencias porcentuales. Tenga en cuenta que MACD y el PPO se basan en promedios móviles exponenciales y no coincidirá con los promedios móviles simples.

El gráfico 6 muestra Oracle (ORCL) con EMA de 50 días, EMA de 200 días y MACD (50.200,1). Hubo cuatro crossovers de media móvil durante un período de 2 1/2 años. Los tres primeros resultaron en whipsaws o malos oficios. Una tendencia sostenida comenzó con el cuarto crossover como ORCL avanzó a mediados de los 20s. Una vez más, los crossovers medios móviles funcionan muy bien cuando la tendencia es fuerte, pero producen pérdidas en ausencia de una tendencia.

Crossovers de precios

Los promedios móviles también se pueden utilizar para generar señales con cruces de precios simples. Una señal alcista se genera cuando los precios se mueven por encima de la media móvil. Se genera una señal bajista cuando los precios se mueven por debajo de la media móvil. Las señales a corto plazo utilizarían una media móvil corta, como 10 días. Long moving averages, such as 200 days, would be better suited for long-term signals.

Los crossovers de precios se pueden combinar para comerciar dentro de la tendencia más grande. La media móvil más larga establece el tono para la tendencia más grande y la media móvil más corta se utiliza para generar las señales. Uno buscaría cruces de precios alcistas sólo cuando los precios ya están por encima de la media móvil más larga. Esto estaría negociando en armonía con la tendencia más grande. Por ejemplo, si el precio está por encima de la media móvil de 200 días, los cartistas sólo se centrarán en las señales donde el precio se mueve por encima de la media móvil de 50 días. Obviamente, un movimiento por debajo de la media móvil de 50 días precedería a tal señal, pero tales cruces bajistas serían ignorados porque no están en armonía con la tendencia más grande. Una cruz bajista simplemente sugeriría un retroceso dentro de una mayor tendencia alcista. Un retroceso por encima de la media móvil de 50 días señalaría una subida de los precios y la continuación de la mayor tendencia alcista.

La gráfica 7 muestra Emerson Electric (EMR) con la EMA de 50 días y EMA de 200 días. La acción se movió por encima y se mantuvo por encima de la media móvil de 200 días en agosto. Hubo bajadas por debajo de los 50 días EMA a principios de noviembre y de nuevo a principios de febrero. Los precios se movieron rápidamente por encima de la EMA de 50 días para proporcionar señales alcistas (flechas verdes) en armonía con la mayor tendencia alcista. MACD (1,50,1) se muestra en la ventana del indicador para confirmar los cruces de precios por encima o por debajo de la EMA de 50 días. La EMA de 1 día es igual a los precios de cierre. El MACD (1,50,1) es positivo cuando el cierre está por encima del EMA de 50 días y negativo cuando el cierre está por debajo del EMA de 50 días.

Cruz de la muerte y cruz de oro

En un gráfico de acciones, la Cruz de Muerte ocurre cuando el MA de 50 días cae por debajo del MA de 200 días. Como su nombre indica, una Cruz de la Muerte se asocia con un fuerte movimiento de precios a la baja y puede utilizarse como una señal de venta en la creencia de que una tendencia bajista significativa seguirá. The reverse of this event is known as a Golden Cross where the 50-day MA rises above the 200-day MA . Una señal alcista.

Soporte y Resistencia

Los promedios móviles también pueden actuar como soporte en una tendencia alcista y resistencia en una tendencia bajista. Una tendencia alcista a corto plazo podría encontrar apoyo cerca de la media móvil simple de 20 días, que también se utiliza en bandas de Bollinger. Una tendencia alcista a largo plazo podría encontrar apoyo cerca del promedio móvil de 200 días, que es el promedio móvil más popular a largo plazo. De hecho, el promedio móvil de 200 días puede ofrecer soporte o resistencia simplemente porque es tan ampliamente utilizado. Es casi como una profecía autocumplida.

El gráfico muestra el NY Composite con el promedio móvil simple de 200 días de mediados de 2004 hasta finales de 2008. Los 200 días de apoyo proporcionado numerosas veces durante el avance. Una vez que la tendencia se revirtió con una rotura de apoyo superior doble, la media móvil de 200 días actuó como resistencia alrededor de 9500.

No espere soporte exacto y niveles de resistencia de promedios móviles, especialmente medias móviles más largas. Los mercados son impulsados ​​por la emoción, lo que los hace propensos a los rebasamientos. En vez de los niveles exactos, los chartists pueden considerar el usar de la ayuda y de las zonas de la resistencia alrededor de una media móvil.

Conclusiones

Las ventajas de utilizar promedios móviles deben sopesarse contra las desventajas. Los promedios móviles son tendencia que sigue, o rezagada, los indicadores que serán siempre un paso detrás. Esto no es necesariamente una cosa mala. Después de todo, la tendencia es su amigo y es mejor el comercio en la dirección de la tendencia. Los promedios móviles ayudarán a asegurar que un operador esté en línea con la tendencia actual. Sin embargo, los mercados, las acciones y los valores pasan mucho tiempo en rangos comerciales, lo que hace que los promedios móviles sean ineficaces. Una vez en una tendencia, los promedios móviles le mantendrá en, pero también dar señales tardías. No espere vender en la parte superior y comprar en la parte inferior utilizando promedios móviles. Al igual que con la mayoría de las herramientas de análisis técnico, las medias móviles no deben usarse por sí solas, sino en conjunto con otras herramientas complementarias. Los cartistas podrían usar promedios móviles para definir la tendencia general y luego utilizar RSI para definir los niveles de sobrecompra / sobreventa.

Definición matemática de la media móvil

En las estadísticas, una media móvil o media móvil es una de una familia de técnicas similares utilizadas para analizar datos de series temporales. It is applied in finance and especially in technical analysis. También puede utilizarse como una operación de suavizado genérico, en cuyo caso los datos sin procesar no necesitan ser una serie de tiempo.

A moving average series can be calculated for any time series. En finanzas lo más a menudo se aplica a los precios de las acciones, las devoluciones o los volúmenes de negociación. Los promedios móviles se utilizan para suavizar las fluctuaciones a corto plazo, destacando así tendencias o ciclos a más largo plazo. El umbral entre corto y largo plazo depende de la aplicación, y los parámetros de la media móvil se establecerán en consecuencia.

Matemáticamente, cada una de estas medias móviles es un ejemplo de convolución. Estos promedios también son similares a los filtros de paso bajo utilizados en el procesamiento de señales.

Promedio móvil anterior

Un promedio móvil simple (SMA) es la media no ponderada de los n puntos de datos anteriores. Por ejemplo, una media móvil simple de 10 días del precio de cierre es la media de los últimos 10 días de precios de cierre. Si esos precios son pM, pM - 1. pM - 9 entonces la fórmula es

Cuando se calculan valores sucesivos, un nuevo valor entra en la suma y un valor antiguo se cae, lo que significa que una suma completa cada vez es innecesaria,

En el análisis técnico existen varios valores populares para n, como 10 días, 40 días o 200 días. El período seleccionado depende del tipo de movimiento que se está concentrando, como corto, intermedio o largo plazo. En cualquier caso, los niveles medios móviles se interpretan como soporte en un mercado en alza, o resistencia en un mercado en baja.

En todos los casos una media móvil se queda atrás del último punto de datos, simplemente por la naturaleza de su suavizado. Un SMA puede retrasarse en una medida indeseable, y puede ser desproporcionadamente influenciado por puntos de datos antiguos que caen fuera de la media. Esto se aborda dando peso extra a puntos de datos más recientes, como en los promedios móviles ponderados y exponenciales.

One characteristic of the SMA is that if the data has a periodic fluctuation, then applying an SMA of that period will eliminate that variation (the average always containing one complete cycle). Pero un ciclo perfectamente regular se encuentra raramente en economía o finanzas.

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Triple Exponential Moving Average (TEMA, or TRIX)

The Triple Exponential Moving Average ( TEMA ) is a unique combination of a single exponential moving average, a double exponential moving average, and a triple exponential moving average that provides less lag than any of those three individually. It is not just a moving average of a moving average of a moving average. It can be used instead of traditional moving averages for smoothing price data or other indicators.

As well as a momentum indicator, TRIX (the Triple Exponential Moving Average ) is an oscillator, which follows overbought and oversold markets. For that watch a negative value demonstrate an oversold market and positive value to demonstrate an overbought market. When TRIX is used as a momentum indicator, a negative value suggests momentum is decreasing while a positive value suggests increasing momentum. Some analysts think that the TRIX crossing above the zero line is a purchase signal and a closing below the zero line is a sell signal. Distinction between price and TRIX can also show important market turning points.

TRIX filtration of market noise and its tendency to be a leading and not a lagging indicator are two advantages of TRIX over other trend indicators. Insignificant cycles are excluded by using triple exponential smoothing. It is able to lead a market as it calculates the distinction between each bar's smoothed version of the price information. TRIX is best used together with another market-timing indicator so as to reduce false signals when used as a leading indicator.

An exponential moving average of the data is taken for the given period for calculating TRIX. Afterwards an exponential moving average is taken of that result for the same period, followed by another for the second result. The percent change in value of the third moving average is then returned as the value of the TRIX. The value of the TRIX at the beginning of a data series is considered to be zero. Since it uses exponential moving averages, its primary values comprise in its calculation the zero value. It is possible to ignore values before 3 times the period has finished.

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Trading with Moving Averages are Simple Strategies that Make Money!

When you start trading with moving averages, you need to decide whether you want to use simple moving averages or exponential moving averages. Neither one is better than the other but you need to know the difference before you start trading with moving averages. Using moving averages is one of the simplest yet effective strategies to trade. If you tend to gravitate toward trend following this strategy may fit you real well. It does not take any exotic programming or fancy computers to run this type of trading strategy.

Here is an explanation of each of the different types of moving averages. You can visit Trading Indicators to view other types of indicators that can be used for trading.

Simple Moving Averages (SMA)

The Simple Moving Average (SMA) helps smooth the price action of a stock to help define the trend and is a lagging indicator built on past data. The Simple Moving Average (SMA) helps filter out noise of the daily volatility of the price action. This is one of the best qualities of moving averages. The name simple moving average defines this trading indicator. It is simply the average of the closing price over the past defined period. Based on the period the SMA will drop off the old data and add the new day. This is why they call it a “moving average”.

The calculation for Simple Moving Averages for a 5 day period is:

Daily Closing Price = $34.45, $34.67, $33.89, $33.54, $33.23

So the SMA of this data is ($34.45 + $34.67 + $33.89 + $33.54 + $33.23) / 5 = $33.96

As a new day is added an old day is dropped and you keep doing this to get your 5 day SMA.

When trading with moving averages you will need to find a charting service that works for you. Most charting services allow you to customize your settings for moving averages. You will have the ability to change the time period and the type of moving average SMA or EMA.

Exponential Moving Averages (EMA)

The Exponential Moving Average also smoothes the price to help define the trend of the stock, but it reduces the lag by applying more weight to the recent prices. This is the main difference between the two different moving averages.

The calculation for the Exponential Moving Averages for a 5 day period is:

SMA: 5 period sum / 5

Multiplier: (2 / Time periods + 1) = (2 / (5+1)) = 0.3333 (33.33%)

EMA: x multiplier + EMA (previous day)

Using the SMA from the above calculation, here is how it would work.

Day 1 = $34.45 (using EMA you can take the starting closing price as your beginning EMA)

Day 2 ($34.67 - $34.45)*0.3333 + $34.45 = $34.52

Day 3 ($33.89 - $34.52)*0.3333 + $34.52 = $34.31

Day 4 ($33.54 - $34.31)*0.3333 + $34.31 = $34.05

Day 5 ($33.23 - $34.05)*0.3333 + $34.05 = $33.78

Notice the difference between the most recent prices of the SMA $33.96 versus the most recent point of the EMA $33.78. Not a huge difference but over time this can change where you set your support or resistance.

Now that you have a better understanding of the two different types of moving averages, let’s work through some different types of strategies that would work when trading with moving averages.

Two Moving Average Crossovers

There are several ways to make money trading with moving averages; one of the ways is to use a 20 day and 40 day moving average crossover. You can use Exponential Moving Average (EMA), Simple Moving Average (SMA) or a combination of these moving averages. The point of this system is to have a longer slower average combined with a shorter faster average. For this system you are basically looking for the 20 day moving average to cross the 40 day moving average. This is a short term trading strategy that will tend to keep you in the trade somewhere between 1 week and 3 months. It is a very easy strategy to follow and you do not have to second guess the signals. The biggest concern when trading with moving averages is the problem of getting whipsawed.

The only additional step I would take when using this strategy would be to add an additional exit point by either using an ATR or set percentage stop. This will help you with your position sizing model as well as give you a set exit point. The periods described are used to give you an example of what a system would look like when trading with moving averages. Experiment with different time periods based on your trading psychology and temperament.

CLICK ON THE CHART TO SEE A LARGER VERSION

Three Moving Average Crossovers

This works basically the same way the two moving average crossover works with one wrinkle. The third moving average will be your guide. So using the example above 20 day and 40 day crossover add another moving average such as the 50 day, which will be your guide for whether or not to take a crossover trade. For example, if both the 20 day and 40 day are above the 50 day then you would take a trade when the 20 day crosses above the 40 day. If the 20 day or 40 day moving averages are below the 50 day moving average then DO NOT take this trade even if you get a crossover. Again when trading with moving averages, add an additional exit to figure my position sizing and give you a set exit point.

CLICK ON THE CHART TO SEE A LARGER VERSION

EMA & SMA Crossover

This is a very interesting strategy that uses the strengths and weaknesses of each of the different types of moving averages. Remember the EMA weights the most recent price heavier than the rest of the prices, so it tends to not lag as much as the SMA. So with that in mind, you can pair these two different types of moving averages with the EMA being your crossover line and the SMA being your signal line.

This strategy uses the 20 day exponential moving average (EMA) as the fast line and the 40 day simple moving average as the slow line. This is not a big change but it does make a difference in your execution prices based on the chart below. Notice the difference it makes just by changing the 20 day signal line from SMA to EMA. Strategies based on trading with moving averages give you a lot of different options. For this strategy you could even change the period of each moving average to see what was optimal.

CLICK ON THE CHART TO SEE A LARGER VERSION

It is very important that you understand, trading with moving averages is a trend following strategy. These type of strategies will not work in sideway and choppy markets. In order for this type of strategy to work, you would need to catch a trend. This should be a no-brainer since it is called a trend trading strategy.

As you are working through trading with moving averages, you need to decide on the time frame that you want to trade. The longer the period the bigger the trend you would be looking to catch. It also would not trade you as much therefore you would have less chance of getting whipsawed. Whipsawed is when your signals continually get you in and out of a position over a short time frame without making money. Trend strategies can have problems in this area and you have to be mentally prepared to handle this type of risk. It is very important to understand this when you are trading. You can find out more about your trading temperament by clicking Trading Psychology .

Not all traders will find that trading with moving averages will work for them. If this is not for you then visit Trading Indicators to learn more about different types of indicators that you can use when trading.

The ultimate goal for every trader is to make money. It takes time and discipline to do this. I hope this information helps you on your journey to become a better trader and make more money.

Reglas del sistema de comercio

Core Trend Following Rules

There are not a whole lot of different ways that trend following can be done. The minor tweaks may have positive results but the effect is usually very minor. If you spend too much time looking at minor variations of entry rules you risk missing the important parts. The truth is that most trend following system rules do the same thing. They show highly similar results simply because they attempt to achieve the same thing. By all means, play around with the detailed rules. Just make sure you do that after you have tried the basic strategy. Understand where the value come from first and you’ll realize just how little the entry rules really mean.

The value in professional trend following strategies come from the diversification. The rules presented here are good enough to achieve results on par with the large trend following futures hedge funds. Making the rules more complex does not aid your performance. The most common amateur mistake is to spend all the time tweaking entry and exit rules and not enough analyzing position sizing and investment universe.

The simple rules presented here are good enough to replicate the performance of many large name trend following hedge funds with high precision and correlation. In my book I detail several ways this can be further enhanced and improved upon. Make no mistake though. The trading system rules is the least important component of your trend following trading strategy.

Some markets are inherently more volatile than others. To give each position an equal chance to impact the bottom line, positions must be larger for less volatile markets. This can be achieved many different ways. My core strategy uses Average True Range (ATR) for this purpose. ATR measures the average daily price movement of a market. This can serve as a proxy for volatility. Set a target desired daily impact per position. Then calculate how many contracts you need to trade to achieve that based on the ATR. This naturally assumes that volatility remains roughly the same. This is not always the case of course. It’s an approximation and as such it does the job.

For the core strategy on this website I use a desired daily impact of 20 basis points.

Long positions are only allowed to be opened if the 50 day moving average is above the 100 day moving average and vice versa. This is to ensure that we don’t put on trades counter to the dominant trend. It reduces the number of trades and lessens the risk of getting caught in whipsaw markets.

Enter long positions on a new 50 day high. Vice versa for shorts. Go with the breakout and ride the trend. Nada más. Signals are generated on daily closing data and the trade taken on the open the following day. Slippage is accounted for of course as well as trading costs.

Exit on three average true range moves against the position from its peak reading. Thereby we have a theoretical loss of 60 basis points. No intraday stops are used, so a close beyond three ATR units are needed for a stop to be triggered the following day.

Trading a trend following system on a single market or only a few different markets is suicidal. There may be long periods, even years, where there simply are no trends in any given market or asset class. The key idea is to trade many markets covering all asset classes at the same time. If you fail to do so, this strategy will simply not work.

The investment universe you chose will have a much greater impact than tweaking buy and sell rules, so choose wisely. You should chose a broad set of markets and avoid too high concentration in any single sector. In the long run, a healthy balance between all major market sectors yields the best results.

You can study a broad range of markets on the Trends of the World page, which is updated daily with charts and analytics.

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I find RightEdge to be one of the very best platforms. The fact that it’s dirty cheap doesn’t hurt either, but that’s not my main reason. http://www. followingthetrend. com/2014/05/why-i-prefer-rightedge-for-strategy-modeling/

We’re using a few of the larger investment bank’s prime brokerage platforms. I’ve tried the usual suspects, GS, JPM, NE etc. Not a whole lot of difference between them, though I wasn’t too happy with the two Swiss investment banks. Choice of broker depends very much on who you are and what you want to do. Obviously, stay away from all the thousands of thousands of con artists operating ‘introducing brokerage’ negocio. There are lots of them targeting retail market, in particular in the FX space. Use a real broker, with an actual banking license in a trusted country.

In the more accessible segment, I like Saxo Switzerland.

Andrew, The book doesn’t discuss scaling in/out because you said you view it as a separate strategy. Have you written anywhere about the core strategy with scaling in/out, or increasing the risk factor on winning positions, or increasing position size while maintaining the risk factor? Thanks, Clay

First of all, thank you. I am very impressed by the materials on your website, I plan to buy your book, and I am very greateful for the information you shared.

I am searching for a mechanical end-of-day trading system that I could follow with confidence and discipline.

I have a few years of discretionary trading experience, but no consistent profits.

I backtested the system you describe here, with Amibroker.

Markets I used: Copper, Gold, Corn, Natgas, Oil, Rice, Soybean, Wheat, AUDUSD, EURUSD, GBPUSD, NZDUSD, USDCAD, USDJPY, S&P500, TNOTES10, Bund.

I tested it from January 2000 to July 2015, with end-of-day historical data for all the markets listed above.

I would like to present the results of my research and I hope you will be willing to answer my three questions.

In short, your system made money.

However, based on the optimization, it seems better parameters for my markets choice were EMA 150 and EMA 350, and entry on 120 days high or low. (instead of 50, 150 and 50 respectively). 3 ATRs remains best.

My “better” parameters did not increase profits, but they cut the drawdown by half!

1. Even with my improvements, the CAR/MDD for my backtest is 0.50. Compound Annual Return 8%, Max Drawdown 16%. This is with position size based on volatiliy, target risk $2k per trade on a 100k account. I estimated a quite conservative spread and comissions.

Is this good enough? Does it look like acceptable result to you? What was CAR/MDD measure for this system in your backtest, or with systems you actually trade, if I may ask?

2. The equity curve had a almost 5-year long drawdown period, from 2009 to 2014. I know this was not the best time for any trend following system, but I anticipate it will be very hard to stick to this system should a new drawdown like this happen.

Do you think this 5 years drawdown is at all acceptable?

Here is the link to my backtesting report with equity curve screenshots. Have a look for EQUITY CURVE charts.

3. Shall I trade all markets using common rules?

I understand I should not curve fit EMAs and channel and ATRs for each market… I know… but maybe it is valid to have separate rules for stock indices and rates and separate for commodities and forex?

This system, per my backtestst, was losing money on S&P, TNOTEs, DAX and Bunds.

So I excluded these markets from portfolio. (To make money on S&P it needs shorter EMAs and wider stops, like 7 ATRs, but then it makes less money in commodities and forex).

Shall I trade it on commodities and forex with my paramaters? (and skip S&P, DAX, TNOTE and BUNDs)

Or should I keep searching for a system that makes money on ALL markets? Did it make money on ALL markets in your backtest?

I’d be delighted to hear back from you. Thanks a lot in advance!

PD. I enabled comments on the file I shared abouve, so you can comment it as you review it. ¡Gracias!

Sorry for long delay.

I don’t really have the time to do a proper evaluation of your model. Keep in mind that the model I describe is a demo model used to approximate what the CTA industry has been doing for the past few decades. It’s not meant as a recommended super model of any sort. It’s quite easy to improve upon it, but I wanted to keep it simple and middle-of-the-road to make a point. In fact, my only regret is not making the model in the book even simpler. If I had used the good old 12 months momentum model, perhaps that point would have been more clear.

A five year drawdown is not acceptable. But it could still happen. You won’t be able to keep clients if you’ve spent five years under water. It could absolutely kill your business, but it’s near impossible to make a model that guarantees it will never happen.

I would recommend trading all markets with the same rules. That of course doesn’t prevent you from making rules that adapt to term structure, volatility, trends etc. Making a rules that says ‘Trade these parameters for Corn’ is a bad idea. Making rules that adapt to market characteristics could make sense.

Also, you’ll never make money on all markets. But you don’t have to. Any individual market or position is irrelevant. The only thing that matters is the end result. Since you don’t know which markets will perform and which will not, you’ll have to trade them all.

Hope that helps…

Hello Andreas, bought and read both your books, great stuff. I’m however beginning to think I’ve misunderstood something:When you write “desired daily impact of 20 basis points”. are you saying risk 0,2 % of your equity per atr of sl= 0,6% total per position for a 3atr stop? That is what I’ve thought so far but I’m beginning to think thats not the case? Also, when we’re talking risk per position, do you think it should be based on only the cash amount in the account? I find that I often have rather large open profits while the small losses eat away at the cash, leaving me with smaller and smaller position sizes. Regards:Bengt

Risk has nothing to do with stop distance. That’s a misunderstanding usually perpetuated in trading books written by people who don’t really understand finance.

The 20 basis points is average daily portfolio attribution. If the instrument in question maintains current volatility (which is a huge assumption), then it will on average have an effect on the overall portfolio of 0.2% each day. Up or down.

Risk absolutely needs to be measured on a portfolio level. The amount of available cash is irrelevant to such calculations.

I call the pivot point moving average system the Defcon III system; its de sign was based mostly on pivot point theory. First, I use the pivot point moving average to help filter the projected support and resistance levels based on the closing price in relationship to the actual pivot point [(High + Low + Close)/3]. If prices settle above the pivot point by a certain percent age or PIP basis, then the market is determined to be in a bullish mode. Therefore, I look for the range of the next time period to be between S-1 and R-2. The opposite is true for a bearish outlook: If the market is bearish, then I look for the market to stay between R-1 and S-2; and that is what I look to be the projected range for the next time period. The next dimension I use to help determine trading signals is the use of two moving average components that generate buy and sell signals as prices cross and close above and below the averages. The moving averages are based on pivot points, and I use a short-term and a longer-term time period for these values. You can determine the best time periods and experiment with a pivot point moving average (H + L + C/3) of various time frames on the markets of interest you choose. You need to scan and test various markets to detect the ultimate time frame for that select market as a function of volatility.

Remember that a slower-moving, less-volatile market will respond bet ter with lower time frame settings. A market with heightened volatility with shorter time frame settings will generate too many signals. Let's face facts: The euro and the British pound have larger swings on a daily basis than do the Japanese yen or the Canadian dollar. You want to mechanically and also visually back-test and optimize your settings for the various currencies. Genesis Software allows for the mechanical analysis; and just by setting up the parameters on your moving average settings, you can scroll back on the charts to see what the market did at these cross-over spots. This is what I consider a multidimensional trading method because I am looking for more than just one function in order to trigger a trade. As I stated earlier, I in corporate a moving average approach to help automatically filter out the projected support and resistance levels and use the pivot point value as a moving average. Next, I need one more criteria to confirm a sell signal at re sistance or a buy signal at support. This is determined by the programming of a high close doji or a low close doji. I also have a few other patterns that help generate buy and sell signals at or near the project pivot support or re sistance levels.

Generally speaking, I am looking for a confirmation of a shift in momentum by spotting a conditional change with a higher closing high for a buy signal or a lower closing low for a sell signal. The programming has fil tered how many past time periods it will use for these signals. In other words, if the market is in a steep decline, with the pattern formation of lower closes than opens, lower highs, lower lows, and lower closing lows, a conditional change would be what? A conditional change would be a com bination of those events to reverse, such as prices forming higher closing highs, with higher highs and higher lows as the closes of each candle are above the open. The sample trade signal shown in Figure 8.7 illustrates how prices drifted lower and then fell in a steep decline. You will see that this downtrend consisted of the sequence of lower closes than opens, lower highs, lower lows, and, most important, lower closing lows (the close was below the prior one or two time frames' lows). That is what really defines bearish momentum. Now as prices reach the projected pivot point support target level, the trained professional or candlestick aficionado will notice that the exact low was formed by a doji; then two candles later, an inverted hammer formed. The buy signal is generated as the moving average crosses; and we see, as I described earlier, a conditional change occurred.

The system kicks in a nice buy signal; and as Figure 8.7 shows, a bullish trend develops and gives significantly more than our 40-PIP profit tar get. This leads me to explain that a mechanical trading system can be enhanced by discretionary input if you have the discipline to follow through with trailing stops and to monitor the price action rather than forming an opinion based on greed with respect to increasing your expectations on the outcome for the trade. Let me be more specific: The system generates a buy signal, and you enter multiple lots. As the market moves in the desired direction, you scale out of half or two-thirds of your positions and then enter a trailing stop. What was intended to be a day trade might now be carried into an overnight or even a swing trade lasting several days. As long as you do not start to build an opinion that the current trend might last forever and stick with a risk mechanism, then you can milk the trade and increase your performance. The trouble is—and the breakdown in a trading plan occurs—when traders stop following a system-driven plan.

Let's examine the performance statistics shown in Table 8.4 and see how a moving average method fared compared to the previous two most popular indicators, stochastics and MACD. The overall performance is pretty good, with a 63 percent winning accuracy rate and a net return of $46,750. The moving average system recommends start-up capital per posi tion based on a $100,000 lot size of $7,963. That is slightly more than the stochastics system ($6,050), which had a winning percentage of 67 percent and produced a net profit of $40,400, and less than the MACD system ($10,820), which had a winning percentage of 57 percent and a net profit of $34,180. The best performer was, indeed, the moving average system, from the standpoint of generating the most profits. It even ranked the best in the profit factor category, with a reading of 2.03, as well as in the Kelly ratio, with a ranking of 0.3191.

Looking at the equity curve shown in Figure 8.8, notice that the draw down periods are less dramatic and that equity growth is on a steeper curve. One more item that stands out here is that the moving average sys tem tends to not demonstrate as many nor as significant drawdowns against peak equity performance. Apart from a one-time maximum intraday drawdown in November 2004 of $4,400, this system shows decent consistency in profitable results, as well as fewer drawdowns.

Looking at the monthly performance statistics in Figure 8.9, we uncover the most profitable months and, best of all, the worst month. I say “best of all” because running a back-test as I reviewed earlier lets us see, at least from a historic perspective, what the weakest link in the armor is. In the moving average system we see that April is the worst month; and now we can draw a few conclusions and possibly defend our trading capital by dissecting the signals more closely when trading during April. Seasonality might be a factor, as the market may be choppy and sloppy because April is tax month and the first month of the second quarter. Capital flows may be a factor that influences the ebb and flow of the currency markets at that time as it applies with the moving average system. September and Novem ber, while profitable, seem less so; and, therefore, by studying a system, perhaps you will be able to make better decisions or decide not to trade during those periods.

Alligator indicator consists of 3 Moving averages:

Alligator’s jaws (blue line) – 13-period Simple Moving Average built from (High+Low)/2, moved into the future by 8 bars;

Alligator’s teeth (red line) - 8-period Simple Moving Average built from (High+Low)/2, moved by 5 bars into the future;

Alligator’s lips (green line) - 5-period Simple Moving Average built from (High+Low)/2, moved by 3 bars into the future.

In order to add Alligator indicator to Metatrader 4 chart: Go to Menu -> Insert -> Indicators -> Bill Williams -> Alligator.

How to trade with Alligator Indicator

Alligator indicator helps to determine the presence and absence of a trend as well as its direction. For an uptrend to be true and valid 3 lines (Jaws, Teeth and Lips) of Alligator indicator must be laid out appropriate way: Jaws at the bottom (blue), then teeth (red), then lips (green) on top. Opposite for downtrend: jaws on top (blue), teeth (red), then lips below (green).

If lines are intertwined or laid in the wrong order or are moving close together as one, it means that Alligator is sleeping with its mouth closed. Traders should not open new trades.

As Alligator sleeps it becomes hungry. The longer he sleeps the hungrier he becomes – the longer the market stays without a trend, the more vigorously it will break into a new trend. When the trend starts, Alligator wakes up and opens it mouth (3 lines get into order and start to move apart) – this is the time to start trading with a trend.

When Alligator is full and happy, he closes his mouth and goes to sleep again – the 3 lines move closer together or intertwine again.

Elliott wave traders can use Alligator as a helping indicator to identify impulsive and corrective waves: when price trades outside Alligator’s mouth, the impulsive wave is forming, when price trades inside Alligator’s mouth, the corrective Elliott wave is forming.

Don't feed the Alligator when it sleeps!

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Alligator Indicator Explained – What is the Alligator Indicator?

Updated: January 15, 2015 at 3:34 AM

Bill Williams introduced the Alligator indicator in 1995. The Alligator is as much a metaphor as it is an indicator. It consists of three lines, overlaid on a pricing chart, that represent the jaw, the teeth and the lips of the beast, and was created to help the trader confirm the presence of a trend and its direction. The Alligator indicator can also help traders designate impulse and corrective wave formations, but the tool works best when combined with a momentum indicator.

The “traits” of the Alligator are numerous. If the three lines are entwined, then the Alligator’s mouth is closed and he is said to be sleeping. As he sleeps, he gets hungrier by the minute, waiting for a breakout from his slumber when he will eat. When the trend takes shape, the Alligator wakes and starts eating. Once satiated, the Alligator closes his mouth once again and goes to sleep.

Alligator Formula

The Alligator indicator is common on Metatrader4 trading software, and the calculation formula sequence involves these straightforward steps:

1) The Alligator’s Jaw, the “Blue” line, is a 13-period Smoothed Moving Average, moved into the future by 8 bars;

2) The Alligator’s Teeth, the “Red” line, is an 8-period Smoothed Moving Average, moved by 5 bars into the future;

3) The Alligator’s Lips, the “Green” line, is a 5-period Smoothed Moving Average, moved by 3 bars into the future.

Software programs do the hard work and produce a chart similar to the one below:

The Alligator indicator is composed of three smoothed moving averages. Traders will occasionally add an “Oscillator” like the “CCI”, as above in Aqua, to enhance the value of the trading signals. In the example above, the “Jaw”, “Teeth”, and “Lips” are entwined while the Alligator sleeps during the initial part of the price action depicted. When the Alligator awakes, the Green line moves first, followed by the Red line, to confirm a breakout in a new direction. In this example, the CCI sent an overbought alert first. The Alligator lagged, but confirmed the signal after a Candle closed beneath the three-line set. The weakness in the indicator is that timing may “lag” due to its future positioning, the reason for attaching a momentum indicator to anticipate the Alligator’s signal.

The Alligator indicator helps the trader stay in the position for a longer period and works best the longer the period of sleep. In the above example, you would stay in the trade until a Candle closed above the middle Red line. Williams also developed a “Gator” histogram indicator to help visually with interpretation, and many other traders have added their own “twist” to enhance the reliability of this indicator.

The next article in this series on the Alligator indicator will discuss how this indicator is used in forex trading and how to read the various graphical signals that are generated.

Declaración de riesgo: La negociación de divisas en margen conlleva un alto nivel de riesgo y puede no ser adecuado para todos los inversores. Existe la posibilidad de que usted pierda más que su depósito inicial. El alto grado de apalancamiento puede trabajar en su contra, así como para usted.

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La negociación de divisas en margen conlleva un alto nivel de riesgo, y puede no ser adecuado para todos los inversores. El alto grado de apalancamiento puede trabajar en su contra, así como para usted. Antes de decidir invertir en divisas debe considerar cuidadosamente sus objetivos de inversión, nivel de experiencia y apetito de riesgo. Ninguna información o opinión contenida en este sitio debe ser tomada como una solicitud u oferta para comprar o vender cualquier moneda, capital u otros instrumentos financieros o servicios. El rendimiento pasado no es ninguna indicación o garantía de rendimiento futuro. Por favor lea nuestra renuncia legal.

Pregunta

Show transcribed image text A discrete-time Moving-Average system takes as input a signal x[n] and produces output y[n], which is equal to the average of the k most recent inputs (k is a positive integer). Here we consider k = 3, i. e. the system is characterized by y(n) = 1/3.sigma x[n-l] between l=0 to 2. (a) Is this system linear? Time invariant? Memoryless? Causal? Justify. (b) Systems can be constructed by interconnecting several sub-systems. (See Part II of Lecture 4.) This Moving-Average system can be constructed using the following subsystems: Delay (delay a signal by a given amount) Addition (add two or more signals) Scalar multiplication (multiply a signal by a given scalar value) Draw a block diagram for the Moving-Average system using these subsystems.

Respuestas

13-13 Wilders Moving Average – Offset Channel Trading System – Amibroker AFL code

Here is an another customized code similar to 5-13 EMA-Offset Channel Trading system. Here Instead of EMA we are using wilders moving average to filter the noise signals and to make the trading system better than 5-13 EMA-Offset Channel Trading system and to produce a distant signals compared to 5-13 EMA-Offset Channel trading system

Buy and Sell Rules are Simple 1)Buy if the candle closes above the EMA Offset cloud 2)Sell if the candle closes below the EMA offset cloud 3)Trailing stop loss is Lower Cloud Value in case of Buy Signal and Upper Cloud value in case of Sell signal

Wilders Moving Average Formula

Wilder’s Current Day Moving Average = (Previous Day Wilder’s Moving Average * (n-1) + Current Day Price)/n

Nifty Weekly charts Just have a look at the distant signals made in both the Nifty Daily and Weekly charts when compared to the 5-13 EMA-Offset channel trading system

Acerca de Rajandran

Rajandran es un diseñador de estrategia comercial y fundador de Marketcalls, un sitio de comercio enormemente popular desde 2007 y uno de los blogs más inteligentes del mundo para compartir conocimientos sobre Análisis Técnico, Sistemas de Trading & amp; Estrategias de negociación.

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sir some people asking about this offset chanel trading system is there any pdf or tutorial about it

Its nothing but the traditional 5EMA High -- Low System with Displacement/Offset added to it… Just google for diplaced moving average… Here instead of close we are applying the moving average for Both the High and Low

Thanx another point today i got guppy moving avarage(gmma) crossover exploration for metastock like that x:=((mov(c,3,e)+mov(c,5,e)+mov(c,8,e)); y:=(mov(c,30,e)+mov(c,35,e)+mov(c,40)); cross(x, y)

or if u want cross over at least 3 bar before then last columm is barssince(cross(x, y))<=3 sud put the formula in filter tab in metastock exploration . actually it use more ema like 12,15 in x colummm and 45,50 ema in y column. can be added as above manner.

now if u pls convert it in amibroker afl will be helpfull to others. gracias

@Kalyan will try to make one similar to it

how are you, hope all is well at your end, Sir i needed some help on fixing the data, as there are some splits in shares like reliance hdfc bhushan steel etc

In the data, the split of share is not auto updated and thus the charts are not proper, can you please help on fixing the problem on how to fix the splited data in the proper manner.

Sir one more thing, can you create a AFL which can filter out the stocks which are near to circuit points, it would be very helpful for us to find which stocks are going to hit upper circuit or lower circuit & we can exit at the right time.

A scanner which can scan out the stocks which are near to there circuit levels, & last thing sir if I want to create a list of 50 nse stocks to scan upon how is it possible sir?

&erio; las thing, how to get comments which are answered via back email, as sometimes in between the old comments are lost so I miss them, is it possible that we can get replys on email also so that there is an alert.

Keep rocking sir, Tc & Gracias

sir, i use metastock. but i dont have wilder mov avg. can u just provide me the wilder MA formula for metastock if yes i will be highly thankful to u regards

SIR FOR INTRADAY TRADING PLEASE TELL ME THE CHART FORMATION AND TIME PERIOD FOR THE SAME

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Moving Averages are one of the most popular and easy to use tools available to the technical analyst. By using an average of prices, moving averages smooth a data series and make it easier to spot trends. This can be especially helpful in volatile markets.

A moving average (MA) is an average of data for a certain number of time periods. It "moves" because for each calculation, we use the latest x number of time periods' data. There are two major types of Moving Averages: "Simple" and "Exponential".

Promedio móvil simple

A simple moving average (SMA) is formed by finding the average price of a currency or commodity over a set number of periods. Most often, the closing price is used to compute the moving average. For example: a 5-day moving average would be calculated by adding the closing prices for the last 5 days and dividing the total by 5.

A moving average moves because as the newest period is added, the oldest period is dropped. If the next closing price in the average is 15, then this new period would be added and the oldest day, which is 10, would be dropped. The new 5-day moving average would be calculated as follows:

Over the last 2 days, the moving average moved from 12 to 13. As new days are added, the old days will be subtracted and the moving average will continue to move over time.

moving averages are lagging indicators and will always be behind the price. Because moving averages are lagging indicators, they fit in the category of trend following. Cuando los precios son tendencia, las medias móviles funcionan bien. However, when prices are not trending, moving averages do not work

Promedio móvil exponencial

In order to reduce the lag in simple moving averages, technicians sometimes use exponential moving averages, or exponentially weighted moving averages. Exponential moving averages reduce the lag by applying more weight to recent prices relative to older prices. The weighting applied to the most recent price depends on the length of the moving average. The shorter the exponential moving average is, the more weight that will be applied to the most recent price. For example: a 10-period exponential moving average weighs the most recent price 18.18% and a 20-period exponential moving average weighs the most recent price 9.52%. The method for calculating the exponential moving average is fairly complicated. The important thing to remember is that the exponential moving average puts more weight on recent prices. As such, it will react quicker to recent price changes than a simple moving average. For those who wish to see an example formula for an exponential moving average, one is provided below. Others may prefer to skip this section and move on the comparison of the moving averages.

Cálculo del promedio móvil exponencial

La fórmula para una media móvil exponencial es:

X = Current EMA C = Current Price P = Previous period's EMA* K = Smoothing constant (*A SMA is used for first period's calculation)

The smoothing constant applies the appropriate weighting to the most recent price relative to the previous exponential moving average. The formula for the smoothing constant is:

K = 2/(1+N) N = Number of periods for EMA

For a 10-period EMA, the smoothing constant would be .1818.

The EMA formula works by weighting the difference between the current period's price and the previous period's EMA and adding the result to the previous period's EMA. There are two possible outcomes: the weighted difference is either positive or negative.

If the current price (C) is higher than the previous period's EMA (P), the difference will be positive (C - P). The positive difference is weighted by multiplying it by the constant ((C - P) x K) and the answer is added to the previous period's EMA, resulting in a new EMA that is higher ((C - P) x K) + P.

If the current price is lower than the previous period's EMA, the difference will be negative (C - P). The negative difference is weighted by multiplying it by the constant ((C - P) x K) and the final result is added to the previous period's EMA, resulting in a new EMA that is lower ((C - P) x K) + P.

Forex trading strategy #7 (Simple MACD crossover)

Submitted by Edward Revy on February 28, 2007 - 14:40.

Trading with MACD indicator is widely used by Forex traders. Let's take a glance at the very basis of currencies trading with MACD indicator.

We will need only MACD indicator with standard settings: 12, 26, 9. Any time frame as well as any currency pair can be used.

Entry rules: When the MACD lines’ crossover appears – enter (or wait for the price bar to close and then enter). Exit rules: when MACD lines next crossover occurs.

Advantages: very simple approach and can give good profitable entries. Traders may want to change MACD default settings depending on the currency and chosen time frame. For example, traders may test next MACD set ups: USD/CHF MACD (04, 07, 16), EUR/USD MACD (02, 03, 20), GBP/USD MACD (02, 03, 04) for different time frames.

Disadvantages: you will need to sit and monitor it again and again. MACD has little use in sideways trading market. It is also never used alone, but rather in combination with other indicators.

To your trading success!

Submitted by User on June 1, 2007 - 15:33.

how did you get 2 lines to cross with a macd? my mt4 macd has 3 variables, for example, 12, 26, 9. the histogram requires two variables 12 and 26 as it is the difference between the 12 and 26 moving averages. the remaining variable, 9, is the 9-period moving average of the histogram. how do you get two lines? i have only seen one line in addition to the histogram. please keep up the very good work with this site!

Submitted by Edward Revy on June 2, 2007 - 03:19.

Yes, your description is correct. With standard settings (12, 26, 9):

MACD's first (blue) line shows the difference between the two moving averages: 26 and 12-day EMA. The second (grey) line - is simply a 9 EMA of the MACD and it works as a signal line providing signals for short/long entries. Same 9 EMA is used to draw a histogram.

So, basically entry rules for this strategy can be rephrased to: Entry on the cross of MACD's zero line according to the histogram.

In case you would like to have this second line - just set 9 EMA on the top of your MACD. You'll get the same picture of two lines.

Submitted by User on June 4, 2007 - 13:41.

Most, maybe all, of your strategies are for longer time frames - which is great in that it allows one to set and forget and have a life. But here is a simple GBP, 5-minute chart, strategy to check out.

On a 5-minute chart set MACD to (10,26,1). The "1" just follows the histogram curve and so disappears. You are only interested in the difference between the 10 and 26 MAs. Set levels on the MACD to +8 pips and -8 pips.

When the MA's separation on the 5-min is +8 pips, go long with an 18 to 20 pip target. Seems to work 80% of the time and happens every other day.

Submitted by Edward Revy on June 4, 2007 - 15:04.

Thanks for the new one! ¡Su contribución es muy apreciada!

PD I'll focus my team colleagues onto covering some of the short time frame trading systems.

Submitted by Gift on December 26, 2007 - 12:53.

Hi Edward. Complements of the season. As you can guess, i'm new to this site and all your posts have been most useful. I really appreciate your kind words and your personal show of concern. Thank You. Pls how do i get 2 lines in my MACD indicator window. The platform is mt4 with the standard 12,26,9 settings. I saw your last comment on this issue which goes thus: "In case you would like to have this second line - just set 9 EMA on the top of your MACD. You'll get the same picture of two lines." Where do you refer to as top of the MACD? Thank You Edward. Best Regards, Gift.

Submitted by Edward Revy on December 26, 2007 - 15:52.

Hi Gift, Seasonal greetings to you as well and to all our users! By suggesting to set EMA on top of the MACD I meant to put EMA indicator on the same pane/area with MACD, join them together. I tested MT4 platform, but I wasn't able to make EMA appear on the same spot with MACD. I'm very sorry, don't know the solution yet. Some other platforms, however, allow doing this.

Saludos cordiales, Edward.

Submitted by fxtrader on January 11, 2008 - 19:51.

Hi Edward, This site looks very usefull for everyone. Thanks for the good work. This default MACD strategy works well in range bound market on 1, 3,5 min charts, but fails dangerously when it is sideways or consolidating. How do we filter these consolidations, so that we avoid these, eapecially important if you are auto-trading.

Is there any filters or indicators to avoid these consolidations and participate only during breakouts.

Gracias por adelantado. fxtrader

Submitted by Edward Revy on January 12, 2008 - 13:25.

Filtering out consolidation periods is a wide open question. Probably some indicators can be used, but I'd like to discuss alternative solutions: 1) consolidation around Pivot points 2) consolidation during certain hours 3) consolidation after failing to exceed previous high or low.

1. If you have an automated system, set a profit target or take partial profits at Pivot levels (especially during first morning hours EST). Add an additional indicator (20 EMA, Parabolic Sar standard settings, etc) to confirm MACD signal when trading around pivot points. Use daily and weekly pivots.

2. During certain market hours price often coils up for a while. By simply looking at past days you may identify most common areas/hours of consolidating activity for a chosen currency pair, and, if it is an automated system, tell it not to initiate orders during those hours (or you may even calculate an average trading range for those consolidation period and tell a system to open an order if certain amount of pips was made and price broke though previous high/low + a confirmation from MACD is received).

3. How consolidation starts? The price simply fails to make another high (exceed a previous high) and on the way down it also fails to make a new low (register lower than a previous low). After those two consecutive "failures" there is a high chance for consolidation to form. By simply noticing support and resistance areas (lowest low and highest high price that hasn't been breached yet) a trader may set a command to buy/sell on the break of those levels with a confirmation from MACD.

Best regards, Edward

Metatrader Simple Moving Average Settings - A Simple SMA Trading System

Updated: May 14, 2013 at 9:27 AM

This is the third article in our SMA series. If you haven’t already, we suggest that you check out the first article about the SMA Indicator. In the previous two articles, we have covered the background, the calculations involved, and how to use and read the “Simple Moving Average”, or “SMA”, indicator. The SMA was designed to smooth out the effects of price volatility and create a clearer picture of changing price trends. Traders use an SMA, sometimes in concert with another SMA for a different period, to signal confirmation of a change in price behavior.

The benefit of the SMA indicator is its visual simplicity. Traders can quickly assess the prevailing trend of price behavior from the direction of the SMA. Care must be taken since the SMA is a lagging indicator and may not adjust rapidly to volatility in the market. If shorter periods are chosen, then the lack pricing information can result in false signals being generated.

The following trading system is for educational purposes only. Technical analysis takes previous pricing behavior and attempts to forecast future prices, but, as we have all heard before, past results are no guarantee of future performance. With that disclaimer in mind, the “green” circles on the above chart illustrate optimal entry and exit points that can be discerned from using SMA analysis. Using the SMA in combination with another technical indicator is also always highly recommended.

A simple trading system would then be:

Determine your entry point at the crossover when prices move upward through the lagging SMA line;

Execute a “Buy” order for no more than 2% to 3% of your account;

Place a stop-loss order at 20 “pips” below your entry point;

Determine your exit point when the SMA crosses back through the pricing candles as they begin to reverse in a downward direction.

Steps “2” and “3” represent prudent risk and money management principles that should be employed. This simple trading system would have yielded a profitable trade of 90 “pips”, but do remember that the past is no guarantee for the future. However, consistency is your objective, and hopefully, over time, SMA technical analysis will provide you with an “edge”.

That concludes our series on the SMA Indicator. For further reading please visit our Forex indicators section .

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La negociación de divisas en margen conlleva un alto nivel de riesgo, y puede no ser adecuado para todos los inversores. El alto grado de apalancamiento puede trabajar en su contra, así como para usted. Antes de decidir invertir en divisas debe considerar cuidadosamente sus objetivos de inversión, nivel de experiencia y apetito de riesgo. Ninguna información o opinión contenida en este sitio debe ser tomada como una solicitud u oferta para comprar o vender cualquier moneda, capital u otros instrumentos financieros o servicios. El rendimiento pasado no es ninguna indicación o garantía de rendimiento futuro. Por favor lea nuestra renuncia legal.

Trading Strategy «Rover North Forex System»

This trading system, which aims to provide a lucrative trade user manual, plus you can use to receive signals for possible potentially profitable entry points. How does the strategy of “Rover North Forex System”. For the analysis of market strategy uses 3 screens Elder and 2 indicator Moving Average (MA). Strategy designed for such currency pairs like EUR / USD, USD / CHF and GBP / USD. You need to download the schedule with a period of 5 minutes (M5) of the previously listed currency pairs, then add to the chart indicators EMA with a period averaging 10 and EMA with period 144.

Conditions for opening short positions.

1. The price schedule should be below the EMA (155) 30-minute, 15-minute and 5-minute time intervals.

2. EMA (10) is below the EMA (144) to the same time intervals.

3. The price schedule is below the EMA (10) on the 5-minute time interval.

4. Expect a few candles closed below the EMA (10) on the M5 time period.

5. If the price chart makes Returns performs a rollback to the EMA (10) on the M5 slot – open position. 6. Do not close the position before the signal out of the market: the closing trading candles above the EMA (144) on one of the above-mentioned time intervals. Or in the preparation of the profit 3-50 points.

Conditions for opening long positions:

1. The price schedule should be above the EMA (144) 30-minute, 15-minute and 5-minute time intervals.

2. EMA (10) is above value of EMA (144) at the same time intervals.

3. The price chart is above the EMA (10) on the 5-minute time interval.

4. Expect a few candles, closed above the EMA (10) on the M5 time period.

5. In If the price chart makes a return, performs a rollback to the EMA (10) on the M5 slot – open position.

6. Do not close the position before the signal out of the market: the closure of the Japanese candle below the EMA (144) on one of the above-mentioned time intervals. Or in the preparation of the profit 3-50 points. The creator of this strategy does not recommend to trade 45 minutes before going out into the market and important news after their release.

Not recommended also to trade during the Asian session. How to use the signal counselor? You need to add it to the price chart as a regular expert. Scanning the market signals will appear to the user, and so he decides – to open his position or not. If you want the advisor himself open trade orders, select the parameter AllowTradeLive – «true».

It should be noted that the adviser is not closing unprofitable orders, it performs only their discovery and, if necessary Trailing-Stop. In the default settings Take-Profit and Stop-Loss is equal to “0”; must, in my opinion, the most adapted to the market price, depending on the situation. I would like to make a short summary. The trading system «Rover North Forex System» easy to use, uses logical algorithms to enter the market, the most adapted to market conditions. But she needs to be corrected depending on your trading style, and make it very difficult not.

Also, users must clearly define the parameters of Stop-Loss, Take-Profit and Trailing-Stop for a comfortable, stable and profitable trading.

Comentarios

Detailed Exponential Moving Average Analysis of Dynacons Systems and Solutions (DSSL)

One Week Period 3 EMA Crossover on 16-Mar-16 1 days ago. 5 EMA May have provided support on 16-Mar-16 3 days ago. 10 EMA Crossover on 16-Mar-16 1 days ago. 13 EMA Crossover on 16-Mar-16 1 days ago. 15 EMA Crossover on 16-Mar-16 1 days ago. 20 EMA Crossover on 16-Mar-16 1 days ago.

Two Week Period 3 EMA Crossover on 03-Mar-16 8 days ago. 5 EMA Crossover on 03-Mar-16 8 days ago. 10 EMA May have provided support on 16-Mar-16 3 days ago. 10 EMA May have provided support on 11-Mar-16 5 days ago. Bullish 10 EMA Crossover on 09-Mar-16 6 days ago. 13 EMA Crossover on 16-Mar-16 1 days ago. 15 EMA Crossover on 16-Mar-16 1 days ago. 20 EMA Crossover on 16-Mar-16 1 days ago. 100 EMA Crossover on 03-Mar-16 8 days ago.

One Month Period 10 EMA May have provided support on 16-Mar-16 3 days ago. 10 EMA May have provided support on 11-Mar-16 5 days ago. Bullish 10 EMA Crossover on 09-Mar-16 6 days ago. 13 EMA Crossover on 16-Mar-16 1 days ago. 15 EMA Crossover on 16-Mar-16 1 days ago. 20 EMA Crossover on 16-Mar-16 1 days ago. 100 EMA Crossover on 03-Mar-16 8 days ago.

Three Month Period 10 EMA May have provided support on 16-Mar-16 3 days ago. 10 EMA May have provided support on 11-Mar-16 5 days ago. Bullish 10 EMA Crossover on 09-Mar-16 6 days ago. Bullish 13 EMA Crossover on 16-Mar-16 4 days ago. 15 EMA Crossover on 16-Mar-16 1 days ago. 20 EMA Crossover on 16-Mar-16 1 days ago. 50 EMA Crossover on 15-Feb-16 20 days ago. 100 EMA Crossover on 01-Mar-16 10 days ago.

Six Month Period 13 EMA Crossover on 09-Mar-16 5 days ago. 15 EMA Crossover on 09-Mar-16 5 days ago. 20 EMA Crossover on 16-Mar-16 1 days ago. 34 days EMA Crossover on 19-Nov-15 75 days ago. 50 EMA Crossover on 15-Feb-16 20 days ago. 100 EMA Crossover on 01-Mar-16 10 days ago.

One Year Period 34 days EMA Crossover on 19-Nov-15 75 days ago. 50 EMA Crossover on 15-Feb-16 20 days ago. 100 EMA Crossover on 01-Mar-16 10 days ago. Bullish 200 days Crossover on 30-Sep-15 110 days ago.

Moving Averages in Theory and Practice

Despite many innovations in technical analysis over the years, the moving average in all of its forms remains one of the most powerful methods available for analysing, trading and profiting from financial market movements. Moving averages can be put to a wide diversity of uses from assessing the major trend of the market within any timeframe, right through to detecting short-term overbought/oversold conditions. As a consequence, moving averages form a critical component in many high quality fixed rules trading systems.

There has been a lot of innovation in moving averages over the years. However, the basic concept is that of smoothing out short-term price fluctuations in order to gain a better picture of the overall trend. The specific calculation for achieving this may differ according to the type of average used, but once this smoothing has been achieved, one or more such averages of different timeframes may then be compared with each other to gain additional information about market movements and resulting trading opportunities.

Basic Moving Average Calculations

The simple moving average is calculated by adding the prices ( generally closing prices, but not necessarily ) over n time periods, and then dividing by the number of time periods:

Moving Average ( n ) = Price ( 1 ) +Price ( 2 ) +Price ( 3 ) + …… +Price ( n )

This type of moving average is the most commonly used. It has this fact as its chief advantage, in so far as it forms a ready basis of comparison because so many players in the market use it. For example, a lot of people like to track the 200-day moving average because they know that many long-term players such as investment funds track its movements closely and follow it.

Other kinds of moving average have been created, usually with a view to correcting some perceived deficiency in the simple average. The weighted moving average gives more recent price action a progressively larger weighting than more distant price action at the beginning of the sequence. The notion is that more recent price action should be given greater consideration than prices that occurred further back in the past, particularly in the case of longer moving averages. Hence, if w ( n ) is the weight of Price ( n ) in period n, the calculation is:

Weighted Moving Average ( n ) = w ( 1 ) *Price1 + w ( 2 ) *Price2+ …. +w ( n ) *Price ( n )

______________________________________ n*∑w ( n )

where ∑w ( n ) is the sum of the individual weights.

Usually, the weights used are linear; for example if the most recent price is Price1 and n=5, then we might use: w ( 1 ) =5, w ( 2 ) =4, w ( 3 ) =3, w ( 4 ) =2, w ( 5 ) =1. This gives the required heavier weighting to the most recent price, Price1, and correspondingly less weight in linearly reducing fashion to other prices in the sequence.

Yet other kinds of moving average calculation exist. For example, the exponential moving average uses weights derived from an exponential sequence. Nevertheless, however these moving averages may be calculated, the purpose is ultimately the same. It is to smooth out noise and random fluctuations from the price series in order to give the best possible picture of the main trend in the timeframe being considered. From that point, this information may be used in conjunction with that from other moving averages or even other technical indicators altogether.

How Moving Averages Are Used

Although the calculations used to obtain moving averages may be somewhat intricate, their use is rather more simple and immediate.

One may use a single moving average to both determine the general direction of the trend, as well to find support and resistance zones in exactly the same manner as you would for a standard trend line. When price is above the single moving average and the latter is pointing upward, then this is a clear indication of an uptrend. Conversely when price is below the average and the latter is pointing down, then this is clear indication of a downtrend. However, note that since the moving average is a lagging indicator, it therefore indicates what the trend has been up to this point, but not necessarily into the future. Having said that, a skilful technical analyst can integrate the moving average analysis with other technical indicators to generate a high probability assessment of how prices are likely to move.

The two moving average combination is probably the most commonly used because it is very effective as well as quick to interpret and understand. It also readily lends itself to being incorporated into fixed rules trading systems.

With two moving averages, the shorter average tracks the shorter term trend while the longer average tracks the longer term trend. Consequently, when the shorter average crosses above or below the longer term average, this signifies a possible trend change. If the shorter average crosses below the longer term average, it means that the market may be commencing a short-term move to the downside, and vice-versa.

This sort of crossover characteristic is commonly used in creating automated setup conditions. When it occurs, the market is setup for a new uptrend or downtrend according to the moving averages, and consequently the trader creates an entry condition to then exploit that new situation. The simplest entry condition is no entry condition at all, i. e. one simply buys or sells when the two averages cross over. However, this sort of system is highly vulnerable to false moves, and consequently better trading systems generally employ a subsequent entry condition after the moving average setup has been triggered. Examples are ( 1 ) buy/sell signal on candles, ( 2 ) confirmations from oscillators such as RSI, ( 3 ) trend line breaks and so on.

When the price action itself is included with the moving averages, even more useful information can be gleaned. If the price is above the shorter moving average which is itself above the longer moving average, we can infer that the market is in an unambiguous bullish condition, and one should be looking primarily for buying opportunities, or for chances to add to existing long positions. If the price is below the shorter moving average which is itself below the longer moving average, we infer that the market is unambiguously bearish. In this case, we are primarily looking for selling opportunities, or for chances to add to existing short trades.

However, when price is between the two moving averages, the interpretation becomes somewhat less obvious. Under this situation, the trader might not wish to initiate any trade at all but rather might wait until the situation resolves itself clearly into one of the two scenarios just described above. If the trader already holds an existing position and then this neutral scenario appears, this might be inferred as an opportunity to reduce the position ( hopefully by taking profits) or else to close it completely in anticipation of a trend reversal. Of course, other forms of technical analysis would be used to decide which of these two possibilities should be favored. The trader might not necessarily do exactly the same thing under every such scenario, unless a fixed rules trading system is being used.

With three moving averages, even more possibilities are introduced. In this case, the unambiguous bullish ( bearish ) situation is when the shortest moving average is above ( below ) the medium term moving average, which is itself above ( below ) the longest moving average. The next scenario is that the short average could cross below ( above ) the medium term average, but the latter might still remain above ( below ) the long moving average. This might be used by the trader as an early signal of trend change to at least exit the existing long or short. However, this kind of signal is also the most vulnerable to false breaks.

Another possibility presented by the three moving averages is for the shortest average to cross below the medium term average, which itself crosses below the long average. This scenario is a high probability situation for definitely closing out existing positions because when both the short and medium-term averages cross below the long-term average, it means that it is highly likely that the main trend has changed. Although nothing is guaranteed, there is much less chance of a whipsaw when the middle average also confirms the signal from the short average. However, the price you pay for this is that the signal takes that much longer to occur and hence you exit your existing position that much later.

Three moving average combinations are often used in fixed rules trading systems for the very reason that they allow for a wider variety of responses compared to a one or even two moving average combination. The number of variable parameters – price plus the three moving averages – is greater and becomes greater still if the system also includes other technical indicators such as oscillators.

In fact, it is also possible to use four moving averages ( and doubtless more besides). In this case, treating the four as two pairs can yield very good results. The analyst employs the two longer moving averages to determine the overall trend, using simple crossovers as previously explained. Once the trend is defined in this manner, the two shorter moving averages’ crossovers may then be used to determine entry and exit signals within the overall direction of the main trend. For example, taking the two longer term moving averages, if the shortest of this pair is above the longer, then the market is overall bullish. Given that this is the case, one then uses bullish crossovers of the two shorter term moving averages to enter long trends ONLY, and bearish crossovers to exit those long positions. Outright short positions are not entered until the pair of longer term averages cross into bear mode. When they do, only short trades are taken thereafter, again using the shorter moving average crossovers.

Moving Averages Used As Oscillators

Moving averages combinations may also be used to create oscillators. This may be done in a number of different ways.

In the famous Moving Average Convergence Divergence ( MACD ) oscillator, the basic idea is to take the difference between 12-period and the 26-period exponential moving averages, which produces the first line of two in the oscillator. The second line, called the signal line, is calculated as the exponential equivalent of the 9-period moving average. Of course, all of these numbers can be varied.

Traders then used the MACD by looking for ( 1 ) crossovers of the two lines, ( 2 ) crossings of the zero line, ( 3 ) overbought/oversold conditions indicated by the oscillator when compared to previous values of itself during past market extremes, ( 4 ) breaking of trend lines drawn upon the MACD line itself, ( 5 ) oscillator divergences.

Actually, moving averages are used in many more oscillators than just the MACD and can give value far in excess of their usual means of interpretation.

Other Applications of Moving Averages

In addition to all of the above, there are still more uses that moving averages may be put to.

Many market participants like to follow certain moving averages on the basis that they know that these are popular and are keenly watched by other market participants. A good example of this is the 200-day simple moving average. Since this is a very long term moving average, it follows the long-term trend of any market, i. e. the investor timeframe. Hence, many investment and pension fund managers keep an eye on the market relative to the 200-day moving average. Closes below this average are deemed highly negative and may lead to liquidation of positions. Thus, a smart trader might also watch the same 200-day moving average to gain an idea of what the large players are likely to be thinking. The 200-day average often gives excellent support and resistance, partly as a result of a self-fulfilling prophecy in so far as so many big players watch this particular average and make decisions based upon it.

One very popular application of moving averages is to project bands of a fixed percentage above and below the moving average to form a price envelope. The best known example of this is the Bollinger Band, which is structured to contain 95% of the price action within the boundaries of the bands. Hence, if the price penetrates the bands in either direction, the trader would either consider the market overbought/oversold and hence potentially ripe for a trade in the opposite direction, or else ready to make a breakout into a new directional move.

Percentage price bands around a moving average need not be limited to just two alone. Some systems have a series of such bands projected around a single moving average. When used either alone or in conjunction with other technical indicators, such price envelopes can yield very useful information regarding the present and likely future condition of the market.

Another application of moving averages attempts to overcome their chief limitation, which is the fact that they are lagging indicators. All technical software packages nowadays allow you to create a moving average based upon the usual historical data, and then displace it forward a fixed number of time periods. The Displaced Moving Average ( DMA ) creates an effect similar to projecting the moving average forward in time, rather like having tomorrow’s moving average value today. The most common use of the DMA is as a short-term trend indicator.

One of the chief drawbacks to all moving averages is the difficult of knowing which time period moving average is optimal to use with which market, and also whether the analyst is better off looking at one, two or more moving averages combinations. To overcome these problems, Trading Systems expert Perry Kaufman invented the Adaptive Moving Average, which is commonly available in pretty well all technical analysis software programs. The Adaptive Moving Average is a single average which dynamically varies its own length, typically from a 2period to a 30-period average, according to the degree of volatility and directionality in the market.

Hence, when the market is trending strongly with little volatility, the length of the average will decrease towards its minimum value. However, when the market trend eventually stalls and a trading range ensues, the Adaptive Moving Average will grow longer, tending towards its maximum value.

The secret to using this indicator is NOT to look for crossovers between price and moving average, but simply to consider the overall direction of the moving average itself. Hence, when the average points up, the trend is up, and when it points down, the trend is down. When the direction of the Adaptive Moving Average is horizontal, the market is in a trading range ( at least within the overall timeframe – daily, weekly, monthly – in which the Adaptive Average has been calculated ).Thus, you only need ONE moving average, not two or more, to very neatly determine the overall market trend.

Closing Summary

In conclusion, the moving average remains a very powerful technical tool. It gives the analyst/trader a large range of possible methods for determining overall market trend across different time frames, overbought/oversold conditions, trade entry/exit signals, and can often serve as excellent zones of support and resistance. Moving averages also form a critical part of many excellent rules-based technical trading systems.

They are a crucial part of the arsenal of any serious technical analyst/trader and should be studied and researched in depth in order to gain all of the many benefits that they offer.

Dr. Asoka Selvarajah is a former investment banker of 11 years experience, as well as a financial markets trader/researcher for many more. He worked as Technical Analyst for several major Wall Street firms and was a senior trading strategist for a multi-billion dollar investment fund in the UK. Lee mas

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Author: LeeAndro | 10-03-2016, 17:15 | Views: 0

Use the Magic Multiple Moving Average Forex Trading system MP4 | Video: AVC 1280x720 | Audio: AAC 44KHz 2ch | Duration: 1 Hours | 266 MB Genre: eLearning | Idioma ingles

The Magic Multiple Moving Average Forex System has become very popular due to it being so simple, visual and very easy The Magic Multiple Moving average Techniques are the most deceiving powerful and yet simple to use Forex trading technique which I have developed over my 12 year trading career.

It creates the ability to evaluate the phases and trading opportunities in the entire Forex market literally within seconds. This is achieve by the clear visual images and signals created by these truly magical Multiple Moving Averages.

This course takes a green field approach and creates the screen setups, chart setups and indicator before your eyes so that you can easily do those activities yourself.

Once setup you can use the Magical Multiple Moving Averages to:-

Tell the market phases of up to 24 currencies in less than a minute Tell which of those currencies provide the best trading opportunities Drill down to selected currencies and refine your entries using a multi timeframe approach You will also develop the skills to incorporate this technique into your own trading approach And much more…………. I would strongly suggest that you view the free lectures in the curriculum below to get a good feel of the course content.

The course contains mainly videos and once you have completed the course it is very likely that you will incorporate the Magic Multiple Moving Average charts in all your future Forex trading

The course is aimed at intermediate and advanced Forex trader and should not take more than 1 hour to complete.

This trading approach can be used using any trading platform

Nice-Systems Ltd (NASDAQ:NICE) Given Average Rating of “Buy” by Analysts

Nice-Systems Ltd (NASDAQ:NICE) has been assigned a consensus rating of “Buy” from the eight brokerages that are currently covering the company, ARN reports. Three analysts have rated the stock with a hold rating, four have issued a buy rating and one has given a strong buy rating to the company. The average 1 year price objective among brokers that have covered the stock in the last year is $67.63.

Several analysts recently issued reports on NICE shares. Zacks Investment Research raised Nice-Systems from a “hold” rating to a “buy” rating and set a $64.00 price target on the stock in a report on Saturday, February 13th. Oppenheimer restated an “outperform” rating and issued a $75.00 target price on shares of Nice-Systems in a research report on Friday, February 12th. Imperial Capital restated an “outperform” rating and issued a $74.00 target price on shares of Nice-Systems in a research report on Tuesday, January 19th. Finally, RBC Capital lowered their target price on Nice-Systems from $72.00 to $68.00 and set a “sector perform” rating on the stock in a research report on Friday, February 12th.

Shares of Nice-Systems (NASDAQ:NICE ) traded up 1.66% on Wednesday, hitting $62.97. 121,581 shares of the stock traded hands. The stock has a 50 day moving average price of $59.67 and a 200-day moving average price of $59.17. Nice-Systems has a 52 week low of $53.06 and a 52 week high of $68.38. The stock has a market cap of $3.76 billion and a price-to-earnings ratio of 14.92.

Nice-Systems (NASDAQ:NICE) last announced its quarterly earnings results on Thursday, February 11th. The company reported $1.09 earnings per share (EPS) for the quarter, topping the consensus estimate of $1.03 by $0.06. During the same period last year, the business posted $1.02 EPS. The company earned $274 million during the quarter, compared to the consensus estimate of $271.68 million. The company’s revenue for the quarter was down 6.8% on a year-over-year basis. On average, equities research analysts forecast that Nice-Systems will post $3.46 EPS for the current year.

The company also recently declared a quarterly dividend, which was paid on Wednesday, March 9th. Stockholders of record on Wednesday, February 24th were given a dividend of $0.16 per share. This represents a $0.64 annualized dividend and a dividend yield of 1.03%. The ex-dividend date was Monday, February 22nd.

Other institutional investors have recently modified their holdings of the company. Fisher Asset Management boosted its position in shares of Nice-Systems by 7.2% in the fourth quarter. Fisher Asset Management now owns 83,837 shares of the company’s stock valued at $4,806,000 after buying an additional 5,637 shares during the period. Eagle Asset Management boosted its position in shares of Nice-Systems by 97.0% in the third quarter. Eagle Asset Management now owns 409,570 shares of the company’s stock valued at $23,070,000 after buying an additional 201,628 shares during the period. Finally, Janus Capital Management boosted its position in shares of Nice-Systems by 29.5% in the third quarter. Janus Capital Management now owns 3,515,788 shares of the company’s stock valued at $198,044,000 after buying an additional 801,211 shares during the period.

NICE-Systems Ltd. is a global software company. The Company provides solutions for enterprises and security-sensitive organizations for the prevention of financial crimes and fraud, and for security and public safety. It operates in three segments: Customer Interactions Solutions, Security Solutions and Financial Crime and Compliance Solutions.

This story was originally published by WKRB News (http://www. wkrb13.com) and is the sole property of WKRB News. If you are reading this article on another website, that means this article was illegally copied and re-published to this website in violation of U. S. and International copyright law. You can view the original version of this story at http://www. wkrb13.com/markets/1224785/nice-systems-ltd-nasdaqnice-given-average-rating-of-buy-by-analysts/

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Trader-Info - Forex Trading - Mercado De Valores - Forex Scalping Systems - Forex Automatizado

NEED Honest forex trading system.

Look at these mechanical trading systems forex

Las operaciones de cambio pueden clasificarse entre las inversiones más riesgosas, las más rentables y las más impredecibles.

The above is the very reason why the term ‘Holy Grail' is considered a myth as most forex traders believe the forex system of trading forex without Heavy risk, Fear and Anxiety does not exist due to failures experienced while trying loads of methods in times past.

Creo que DIFÍCIL es un término relativo, IMPOSIBLE no existe y FALLA nunca es un fracaso hasta que decida no intentarlo de nuevo.

Cuando termines con este informe, veamos si estarás de acuerdo conmigo;

- Existe un Santo Grial

- Se ha encontrado el Santo Grial

- El Santo Grial ni siquiera es un Sistema, hay diferentes enfoques

- (Esto puede sonar divertido) el descubrimiento del Santo Grial puede ser a través de un "niño" no un "forex profesional".

Antes de leer más, por favor, sepa que este sistema de comercio de divisas requiere disciplina y fe. Nunca cierre una posición antes de alcanzar el objetivo.

Y manténgase en sintonía con Dios Todopoderoso, Él es el que me reveló el sistema, el maestro guardián de todos los secretos.

Este Manual está dedicado a Dios Todopoderoso, al Espíritu Santo ya Jesucristo, el hijo de Dios.

THE FOREX TRADING SYSTEM EXPLAINED

The forex moves in trends, the trend can be bullish (upward), bearish (downward) or Horizontal (sideways).

El enfoque de este sistema de comercio no importa qué dirección el precio quiere mover, es más preocupado por hacer un mínimo de 40 pips por día de la compraventa de divisas.

When using this forex system the concept is; your success is not in the number of forex pips you make but in the volume you entered in.

Otros accesorios que vienen con este manual son;

1. Calculadora de pivote automática continua (que sólo funciona en plataformas metatrader).

2. Una calculadora promedio de rango diario de divisas, calculadora semanal media de rango y calculadora de rango mensual promedio (también funciona en plataformas metatrader solamente).

Para la gama de calculadoras de divisas, ya he hecho mi investigación para descubrir los pares de este sistema de comercio con el trabajo. (Puede usarlo para investigar más por su cuenta).

The currency forex pairs this system work with are;

* AUD/USD (NORMAL SPEED)

* EUR/USD (NORMAL SPEED)

* AUD/NZD (LIGHTNING SPEED)

* AUD/CAD (LIGHTNING SPEED)

Higo. 1 A Metatrader Platform Screenshot

The Above is an EUR/USD 4hours Chart on metatrader platform Nov/Dec 2008.

THE FOREX STRATEGY

Pick the vertical line from the tool bar and demarcate the previous day from the present day make sure the line shows the present day's first candlestick at 00:00 Hours.

Escoja la línea horizontal de la barra de herramientas y divida la primera vela del día de hoy en dos. Llame a esta línea; línea X

Count 40pips above line X and draw another horizontal line exactly 40 pips above line X and call this line; line X1.

Cuente otros 40 pips por encima de la línea X1 y dibuje su línea horizontal X2 exactamente 40pips por encima de la línea X1.

Cuente 40pips debajo de la línea X y trace una línea horizontal exactamente 40 pips debajo de la línea X, llame a esta línea; line X3.

Cuente otros 40 pips debajo de la línea X3 y dibuje una línea horizontal exactamente 40pips debajo de la línea X3.

Your forexChart should look like this;

Line X is the starting point, allow price to dance between line X1 and X3 until it picks its direction for the day.

Set your buy stop on line X1's price value, your take profit must be at line X2, stop loss must be at line X4.

Set your sell stop on line X3's price value, your take profit must be at line X4, stop loss must be at line X2.

- Precio podría activar su orden de compra y golpeó su toma de ganancias de 40 pips.

- Precio podría activar su orden de venta y golpeó su toma de ganancias de 40 pips.

- Precio podría desencadenar tanto su orden de compra y su orden de venta, golpeó tanto tomar zonas de beneficios, dándole un beneficio de 80 pips.

- El precio podría golpear su orden de compra y no llegar a su toma de ganancias, vuelve hacia abajo 80 pips para golpear su orden de venta y le dará una pérdida de 80 pips.

- El precio podría golpear su orden de venta y no llegar a su toma de ganancias, vuelve hacia arriba 80 pips para golpear su orden de compra y le dará una pérdida de 80 pips.

Instancia 4 y 5 ocurre alrededor de tres veces al mes en los pares de divisas que este sistema funciona.

Para reducir el número de Instancia 4 y 5 en un mes, repita las órdenes pendientes explicadas arriba inmediatamente toma su primera ganancia para el día haciendo que el desencadenado tome ganancias su próximo punto de partida. Esa es tu línea X.

Con este sistema, puede capturar 40 pips de cada movimiento de 81pips precio no importa la dirección que va. Pero digamos 90pips para estar en el lado seguro, 90 pips fue el criterio que usé al hacer mi investigación, el precio puede tener hasta las tendencias de tres meses, moviendo miles de pips hacia arriba o hacia abajo.

Una vez que la dirección ha comenzado estas parejas encuentran difícil mover 80 pips en la dirección opuesta en el mismo día.

En consecuencia, si el precio se mueve 1000pips hacia arriba o hacia abajo en un mes, usted tendrá la oportunidad de capturar casi 500 pips durante ese mes.

Si va a utilizar este sistema que necesita para descartar la codicia. A continuación se muestra la impresión azul para introducir posiciones al utilizar este sistema;

La cuenta de corredor de Forex a continuación comienza con 400USD y después de 15 Trades se convirtió en 4.440USD. Por favor, siga las reglas de este sistema de forex. No tengas demasiada prisa.

1. 80USD (0.2) LOTS

2. 80USD (0.2) LOTS

3. 80USD (0.2) LOTS

4. 120USD (0.3) LOTS

5. 120USD (0.3) LOTS

1. 160USD (0.4) LOTS

2. 160USD (0.4) LOTS

3. 200USD (0.5) LOTS

4. 240USD (0.6) LOTS

5. 280USD (0.7) LOTS

1. 360USD (0.9) LOTS

2. 400USD (1.0) LOTS

3. 480USD (1.2) LOTS

4. 600USD (1.5) LOTS

5. 680USD (1.7) LOTS

You are expected to use half of your buying power in setting both trades. Esto le permite ingresar una cobertura cuando ocurre la instancia 4 y 5 anterior.

Nunca espere a que el precio corte X1 o X3 y use todo su poder de compra.

The above blue print does not guarantee that you'll win 15 Trades consecutively; it is a guide to help you when entering positions.

En el caso en que usted decidió seguir el precio estableciendo otro comercio, haciendo su primera toma de ganancias del día su punto X luego repetir el procedimiento, tales operaciones suelen durar hasta el día siguiente.

Restablecer los oficios al día siguiente mediante la determinación de mi primera vela para el día de hoy, eliminar las órdenes pendientes inactivas de ayer y tomar mi beneficio de la actual operación como se establece ayer.

Shift the stop loss of yesterday's trade to be the same as today's pending order counterpart.

Instances where you see a reversal pattern you can close yesterday's trade immediately.

If it is a continuation pattern, that's double profits for you today

If you don't understand how to read charts, then just leave it set along with today's trade.

Comencé a operar en Forex en el año 2007, El material de arriba no es un producto de años de experiencia sino una inspiración de Dios.

Tienes la opción, de seguir enviándome correos electrónicos para obtener más información y secretos o para conectar con la fuente de mi secreto, JESÚS. La decisión es tuya.

Por favor, envíeme un correo después de usar este sistema de comercio forex honesto. Did it really worth $1000 USD after all? Did you see results amounting more than its cost?

I'll be glad to hear from you.

FOREX TRADING SYSTEM TWO (BONUS)

You'll need to load the continuous forex auto pivot calculator on your metatrader platform to use this system.

Copy the pivot calculator and paste it inside C:\Program files\Metatrader Northfinance\experts\indicators

To load the pivots on your chart click on the indicator button and choose custom, then select Pivots Daily_SR_AIMefx.

Repeat a similar process for the Average Daily Range Calculator

Your forex Chart should look like the picture below.

Las líneas azules son las líneas de soporte, las líneas rojas son las líneas resistentes.

THE FOREX TRADING STRATEGY

Set a pending order between the support and resistant lines allowing a 15 Pips gap from the lines. Buy at the upper parts (When resistance is broken)

and sell at the lower parts (When support is broken) there's a secret about setting these straddles It's like setting a trap for the price.

This could be the worst way to trade if you don't know the secret behind it.

Otra opción es utilizar ejecuciones instantáneas (órdenes de mercado), mientras que el comercio de apoyo y resistencia. I don't recommend that, Metatraders have a nasty habit of asking you to re-quote your entry price.

Utilice por favor el pivote auto en USD / JPY, un bouncer muy constante.

Creo que el indicador más confiable nunca es PUNTOS DE PIVOTE si usted tiene cualquier otro por favor dígame. Puede mejorar el sistema de una gran manera.

THE SECRET BEHIND THE STRADDLES

On hourly charts, the gap between support and resistant lines ranges between 40 pips to 120 pips. Recomiendo cartas por hora y gráficos de 15 minutos.

Usted debe escoger 25 pips después de cada movimiento de 15 pips lejos de las líneas. Establezca sus pedidos pendientes con la condición de que una línea de soporte o resistente esté a punto de romperse.

El precio puede o no romper las líneas, lo que significa un descanso o un rebote.

What you're expected to do.

Cuando el precio toca las líneas (que puede ser una línea de soporte o línea resistente), coloque su straddle de la línea con la brecha 15pips antes de la compra se ejecuta, 15pips brecha antes de la venta se ejecuta.

Su pérdida de la parada debe ser 10 pips sobre la línea resistente cuando usted pone su orden de venta, 10pips debajo de la línea de ayuda cuando usted pone su orden de la compra, esto hace un total de la pérdida de la parada 25pips.

Su ganancia de la toma debe ser 25pips después de su punto de entrada.

You will certainly not win all the trades!

Your risk to reward ratio on each trade is 1:1 or let's say 50/50.

Pero usted tiene la posibilidad de perder uno de cada tres oficios.

- Straddle significa establecer una orden de compra pendiente por encima de la acción de precio actual y establecer una orden pendiente de venta por debajo de la acción de precio actual.

- Pending orders are orders you set on your platform, they don't execute until the price you state is reached.

¿Que estas esperando?

Adds a new user-definable parameter, which will be accessible via Parameters dialog : right click over chart pane and select "Parameters" or press Ctrl+R allows to change chart parameters - changes are reflected immediatelly.

"name" - defines parameter name that will be displayed in the parameters dialog

defaultval - defines default value of the parameter

min, max - define minimum and maximum values of the parameter

step - defines minimum increase of the parameter via slider in the Parameters dialog

sincr - automatic section increment value (used by drag-drop interface to increase default values for parameters)

WARNING: default/min/max/step parameters have to be CONSTANT numbers. This is because these values are cached and are not re-read during subsequent formula evaluations.

ticker = ParamStr( "Ticker", "MSFT" ); sp = Param( "MA Period", 12, 2, 100 ); PlotForeign( ticker, "Chart of "+ticker, ParamColor( "Price Color", colorLightYellow ), styleCandle ); Plot( MA( Foreign( ticker, "C" ), sp ), "MA(" + WriteVal( sp, 1.0 ) + ")", ParamColor( "MA Color", colorRed ) ); Sample code 2:

sp = Param( "RSI Period", 12, 2, 100 ); r = RSI( sp ); Plot( r, "RSI("+WriteVal(sp,1.0)+")", ParamColor("RSI Color", colorRed ) );

Buy = Cross( r, 30 ); Sell = Cross( 70, r );

PlotShapes( shapeUpArrow * Buy + shapeDownArrow * Sell, IIf( Buy, colorGreen, colorRed ) );