I don't have the ability to backtest right now but I was wondering in the case of Forex would you be better off only taking the signal in the direction of positive swap rates and therefore ignoring most of the sell signals?
I'm talking about the 100/350 Double MA mentioned in TWOTT.
Double MA Crossover in Forex
Re: Double MA Crossover in Forex
The only procedure I can imagine that will get you an answer to your question, is to try out 3 ideas in backtesting and see whether one of them is clearly preferable to the othersMatthader wrote:I don't have the ability to backtest right now but I was wondering in the case of Forex would you be better off only taking the signal in the direction of positive swap rates and therefore ignoring most of the sell signals?
- IDEA 1: Only take the signal in the direction of positive swap rates (your idea)
IDEA 2: Only take the signal OPPOSITE TO the direction of positive swap rates (the opposite of your idea)
IDEA 3: Take all signals regargless of the direction of positive swap rates