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by rdh2f
Fri Jan 27, 2006 9:09 am
Forum: Testing and Simulation
Topic: Triple Moving Average vs. All The Others
Replies: 40
Views: 31759

Simulation of trending systems in general

I've recently been testing mulitple systems on the tradingblox platform. As I surmised from John Henry's recent performance, it's been very tough sledding for most any trending systems over the past 5yrs and specifically in 2005. I was wondering if perhaps something fundamentally might have changed....