Winning parameters for customized MACD by John A. Narvarte
ARTICLE SYNOPSIS ...Winning parameters for customized MACD
by John A. Narvarte
A common frustration with strategy testing is that it is not easy to find a profitable trading system,
particularly if you include brokerage fees. Even with a strategy that has worked for you in practice, the
test results are often not quite what you expect.
One obvious reason for this is that computerized strategy testing is totally mechanical. Signals are issued
and trades are executed automatically, according to a predetermined scheme without the benefit of past
experience and without veto power.
Another possibility is that the s...