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Strategies & Market Trends : Technical Analysis - Beginners

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To: David R. Evans who wrote (7577)1/5/1998 4:53:00 PM
From: Richard Estes  Read Replies (1) of 12039
 
Warner lambert since 1992:

Dahl with cross function gave 54.86 points and one less trade or 103% on your money. using a >0, gave a 93% return.

Two years of data since 1996 shows 94% for >0 and 99% for cross function on 1/2 the trades.

Two things we see using cross makes a difference, and the bull market finally got WLA to start big move in 1996.

If you used a VARible MA, on 1992 data, >0 goes to 116% and cross to 145%. If you go to Times Series, you will get you many trades, over 3 times as many as simple and you still get 109% return and you still stay out for over 27% of time.

Point: experiment
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