To
Import this Trading System, open the
Configure Modules Window and right
click on the window. Then
choose Import and select
LTMAXver.mod
This method scans for symbols
where the 21 Period Moving average
crosses over the 233 Period Moving
Average on the 5 minute chart
In Stormset2 the Long
Term Moving Average
Crossover(LTMAXver) Module had the
following backtesting results
Longs:
1235 Wins, Avg Win 0.26
1899 Losses Avg Loss -0.14
Total of 50.43 points
Shorts:
1189 Wins, Avg Win 0.25
1644 Losses Avg Loss -0.15
Total of 52.39 points
Other parameters 0.5% sliding
stop, 5% target. Entries only
between 10:30 and 12:00 PM EST
ALL THESE PARAMETERS ARE
PRECONFIGURED IN STORMSET2
From 1/1/2005 through 12/22/2005,
using this symbollist
Possible Variations:
- Vary the short and long
Moving Averages
- Vary the Timeframe from 5
minute to 3 minute or 10 minute
- Add Stochastics or 123 Pivot
as additional entry criteria
