EMA Crossover Strategy

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  • #10170

    I am using the code below to test a system for 1Hr Eur/USD and 1 Hr USD/JPY. When I run the optimization with both short and long EMAs set for 1 to 50 in steps of 1 I always get a result where the short EMA has the longest period and vice versa. Why should this be and can it be used as a successful strategy.Thank you

     

    #10185

    If the optimizer returns you good results cases when the faster EMA has a period longer than the slow EMA, this is obviously because it gives the best results. So if you need to have a short term period for your short EMA, you can restrict the range of periods in the variables optimizations window if you like.

Viewing 2 posts - 1 through 2 (of 2 total)

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