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200 Day moving average today compared to the 200 Day moving average 50 days ago.. for long term trend.

Can't amibroker run optimisation test so that you can optimise the moving average period and the look back peroid??

How about rotate stocks you hold based on the fastest rate of change of the moving average.

So you are always holding the fastest moving stocks based on the rate of change of the moving average.

So take the ASX stocks for example and apply the rate of change of moving average filter to these stocks. Apply some sort of liquidity filter and volatility filter.

Then when one stock moves into the top 5 stocks we buy this one and then sell the one that drops out.

Keep rotating weekly. That is once a week check which ones are the fastest moving stocks and make sure you own them. Might be top 5 or top 10 or top 20 depending on Capital size. Maybe just top 2

<blockquote data-quote="fapturbo" data-source="post: 445507" data-attributes="member: 23313">200 Day moving average today compared to the 200 Day moving average 50 days ago.. for long term trend.Can&#039;t amibroker run optimisation test so that you can optimise the moving average period and the look back peroid??How about rotate stocks you hold based on the fastest rate of change of the moving average.So you are always holding the fastest moving stocks based on the rate of change of the moving average.So take the ASX stocks for example and apply the rate of change of moving average filter to these stocks. Apply some sort of liquidity filter and volatility filter.Then when one stock moves into the top 5 stocks we buy this one and then sell the one that drops out.Keep rotating weekly. That is once a week check which ones are the fastest moving stocks and make sure you own them. Might be top 5 or top 10 or top 20 depending on Capital size. Maybe just top 2 <img src="data:image/gif;base64,R0lGODlhAQABAIAAAAAAAP///yH5BAEAAAAALAAAAAABAAEAAAIBRAA7" class="smilie smilie--sprite smilie--sprite1" alt=":)" title="Smile&nbsp; &nbsp; :)" loading="lazy" data-shortname=":)" /><img src="data:image/gif;base64,R0lGODlhAQABAIAAAAAAAP///yH5BAEAAAAALAAAAAABAAEAAAIBRAA7" class="smilie smilie--sprite smilie--sprite1" alt=":)" title="Smile&nbsp; &nbsp; :)" loading="lazy" data-shortname=":)" /></blockquote>

[QUOTE="fapturbo, post: 445507, member: 23313"] 200 Day moving average today compared to the 200 Day moving average 50 days ago.. for long term trend. Can't amibroker run optimisation test so that you can optimise the moving average period and the look back peroid?? How about rotate stocks you hold based on the fastest rate of change of the moving average. So you are always holding the fastest moving stocks based on the rate of change of the moving average. So take the ASX stocks for example and apply the rate of change of moving average filter to these stocks. Apply some sort of liquidity filter and volatility filter. Then when one stock moves into the top 5 stocks we buy this one and then sell the one that drops out. Keep rotating weekly. That is once a week check which ones are the fastest moving stocks and make sure you own them. Might be top 5 or top 10 or top 20 depending on Capital size. Maybe just top 2 :):) [/QUOTE]

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