I'm just starting out building a system and have created a very basic moving average crossover expert for Metastock.
1. Do you think the whipsaw factor here is too high?
2. What filter(s) would you suggest?
Below is a system backtest result for 400 periods, stop loss @ 2%, going both long and short, over the 126 shortable stocks available from IB. The gain was 33.4%. Is that any good?