3 Way WMA/SMA Long Term System

I have been trying to develop a simple long term trading system by eyeballing the charts and I think I have found something.
I would appreciate if somebody that knows how to program to run a back test on this. I started a demo account to forward test it.

Here are the rules.

  1. Monthly Chart
  2. Weekly Chart
  3. Daily Chart
  4. 3 Period SMA ALL Charts
  5. 3 Period WMA ALL Charts

On each chart when the WMA is above SMA Long 1 Unit
On each chart when the WMA is below SMA Short 1 Unit

The way it works you will either be Long or Short 1 Unit when two out three are in the same direction and Long or Short 3 units when they all line up.

It looks like a winner but I think it needs to be tested to see the draw downs which may be rather high.

It may work with any 3 time frames but I am interested in the big time frames as I am not interested in sitting in front of the computer.

As far as I see it catches all moves but I would like to figure out the optimal size to trade each pair based on draw downs.

Any help is appreciated.

sean… whats your results been like for this system? It seems simple to do… I would appreciate your results.