3 Day SMA Trading

[thescientist]

How about trying out this: Go long when you get two closes above 3MA. Both the closes should be above 3SMA and they should be higher close, that is the second close is higher than the first close. Short when you have two consecutive lower closes with both the closes below the 3SMA line?

 

[augubhai]

How about trying out this: Go long when you get two closes above 3MA. Both the closes should be above 3SMA and they should be higher close, that is the second close is higher than the first close. Short when you have two consecutive lower closes with both the closes below the 3SMA line?

Here is how the returns look while trading just 1 Nifty Index with the settings that you mentioned.

 

[Laksh]

augubhai,
what is the s/w u r using for testing your strategies?

Laksh

 

[thescientist]

Here is how the returns look while trading just 1 Nifty Index with the settings that you mentioned.

Can you interpret the graph for me please?

 

[thescientist]

Can you interpret the graph for me please?

Ok. I understood that. The performance for bad for a couple of years.

 

[augubhai]

augubhai,
what is the s/w u r using for testing your strategies?

Laksh

Just Excel sheet... with historical index data downloaded from the NSE website.

I am trying to do the analysis with historical options data... but that will take some time.