Moving Average Pyramids

Discussions about the testing and simulation of mechanical trading systems using historical data and other methods. Trading Blox Customers should post Trading Blox specific questions in the Customer Support forum.
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TrendMonkey
Roundtable Knight
Roundtable Knight
Posts: 154
Joined: Fri Apr 22, 2005 9:14 pm
Location: Vancouver, Canada

Moving Average Pyramids

Post by TrendMonkey »

Here's another question for all you MA gurus. I believe VT's TMA system doesn't pyramid at all. Adhoc poking around at winners suggests adding a pyramiding rule would make a noticeable difference. Does this sound worth pursuing? (I think I am going to pursue it which will probably lead me to coughing up the dough for VT 2.0).
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