I need a simple moving averages crossover system to incorporate into
a more complexed system. I choose moving averages because it is
simplified takes advantage of a trend. The system should be a little aggressive.
My intention is to test the moving average system stand alone
Then test it incorporated into my system. The result of my tests
should be moving averages incorperated into my system should always
perform better in any given month time span.
I think you can do moving averages in Excel…
Open a new workbook in Microsoft Excel. Enter the date and corresponding data point in two columns.
Determine what type of moving average you want to calculate such as a a quarterly, six month or yearly moving average. Go to the last value of the first period and click on the corresponding empty cell to the right. For example, if you wish to calculate a quarterly moving average and have cells B1 through B12 populated with data, you would click on cell C3 since B3 contains the last value of quarter one.
Type “=AVERAGE(data range)”, where data range is specified as the range of the first period. In this example, the formula would appear as =AVERAGE(B1:B3).
Position your mouse on the lower right hand corner of the cell with the formula until you see a “+”. Left click once and drag the formula down to the last data point. In the example above, you would drag down the formula down to cell C12 to get the moving average.
its too time consuming to use excel for that. I would recommend just to create the simple EA incorporating your system and the moving average and launch backtesting.
Whats the ruling concept in your current system? What do you invisage MAs adding to it?