Moving Average Crossovers Part II, by Dimitris Tsokakis
ARTICLE SYNOPSIS ...Stocks & Commodities V. 25:3 (26-34): Moving Average Crossovers Part II, by Dimitris Tsokakis
In the first part, we examined how to overcome the lagging tendency of the moving average crossover. In part II, we look at trading opportunities presented by decreasing the lag of a moving average crossover.
In the first part of this series, I applied the 20-day and 30-day simple moving average (SMA) on the stocks in the NASDAQ 100 index. This time, I will use the same 100 stocks and look at them from a different perspective. I will calculate the number of moving average crossover predictions and t...