Dagens Næringsliv - DN.no

14 Oct 2007

Two variables EMA optimization



I wanted to do a quick check of what values give me the best return when using EMA as signals for when to buy and sell. The system says buy when fast ema crosses above slow ema, and sell when fast ema cross below slow moving ema. I am not using this system myself and if I did want to use something like this I would probably go for using three variables instead of two. Anyway here is my result from optimization (of my osebx database) in Amibroker. Basically red means good. If you try these values in your trading software and do some backtesting on them this could possibly give some nice numbers. I would still be cautious about a system like this and possibly use some more indicators in addition to ema.

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