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These two lines will normally be of different color or one line a solid line and the other a dotted line. not really. Test 1 Buy and Exit Rules Buy Rule: Trsding long if close crosses above the 52 period SMA Exit Rule: Exit if close crosses below the 52 period SMA Test 1 Performance Kkwait I found your analysis quite interesting, however, rather than using moving average as key indicators, maybe trying some leading indicator like Dow Jones Transport Averages divergence from DJIA, and position sizing using VIX levels for eg.
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