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Here is a simple test, using amibroker, on the XJO.

[code]//Buy On a Cross of the 20month MA

//Short On a Cross under the 20month MA

Period = Optimize("MaLength",20,1,100,1);

MMA = MA(C,Period);

Plot(MMA,"20MonthMA",colorRed,styleLine);

Buy = Cross(C,MMA);

Sell = Cross(MMA,C);

Short = Sell;

Cover = Buy;

BuyPrice = MMA;

SellPrice = MMA;

ShortPrice = MMA;

CoverPrice = MMA;

shape = Buy * shapeUpArrow + Short * shapeDownArrow;

PlotShapes( shape, IIf( Buy , colorGreen, colorIndigo ), 0, IIf( Buy , Low, High));[/code]

Regards

Brad