Tuesday, January 20, 2009

I think I like the 200MA

I decided that since the 200MA has been kicking me in the crotch lately, I should get on its good side. So I tried optimizing for InterbankFX, using the "ame-cross-trader-h4-mini-full.set", but instead of optimizing the "longMaBars" I simply set longMaBars=200 and left it out of the optimization. I got some interesting results. Not necessarily great results, but one thing that I found is that those combinations were rarely hurt by the 200MA. In fact, I also found that using shortMaBars=12 produced some nice results in a few currency pairs.

If you're feeling experimental, try optimizing some currency pairs but leaving shortMaBars=12 and longMaBars=200. Optimize all the other parameters that are already checked in the preset file and see what you come up with. Also, run backtest in visual mode so you can see exactly how the MAs affect the trading. I think I might be on to something good here.

1 comment:

Tony said...

One more thing. 200MA is usually too long to wait for price to touch before starting the EA. Instead, wait for price to touch the shortMaBars. This should happen alot more often.