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System Details - TXN

Texas Instruments (TXN)
System Optimized ParametersDatesRecent Trades StatusSystem ProfitBuy/Hold Profit
Optimized MA Crossover Fast
Slow
15
29
Start Date
End Date
20151231
20170718
20161115-Long
20170510-Short
20170511-Long
20170622-Short
20170718-Long
BUY 48%45%
Optimized MACD Fast
Slow
Smooth
6
36
7
Start Date
End Date
20151022
20170911
20161202-Short
20170710-Long
20170726-Short
20170828-Long
20170911-Short
SELL 11%46%
Optimized CCI CCI6 Start Date
End Date
20160104
20170710
20170302-Short
20170407-Long
20170511-Short
20170628-Long
20170710-Short
SELL 35%46%


System Rules
System System Setup & Buy/Sell Rules
Optimized MA CrossoverAll exponential moving average combinations, from 2 to 30 for both the fast MA and slow MA, were tested. This system determines which combination yields the highest profit. The lookback period for the optimization is 500 trading days. Buy when fast MA crosses above the slow MA. Sell when fast MA crosses below the slow MA. Tested on daily price data.
Optimized MACDThe optimized parameters for the MACD (Moving Average Convergence/Divergence) system are a fast exponential MA, a slow exponential MA and a smoothing constant. The MACD line is simply the difference between the slow MA and fast MA. The smoothing constant is the period of the signal line. The signal line is an exponential moving average of the MACD line. The ranges tested for the parameters were 1-25 for the fast MA, 3-45 for the slow MA and 1-15 for the smoothing constant. The lookback period for the optimization is 500 trading days. Buy signals are generated when the MACD line is below zero and crosses above the signal line. When the MACD line is above zero and crosses below the signal line, a sell signal is generated. Tested on daily price data.
Optimized CCIThe Commodity Channel Index (CCI) is usually plotted as an oscillator. The calculations for the CCI indicator are based on a simple moving average of the "typical" price -- that is, the high + low + close divided by 3. The end result of the calculations is the CCI number. For this system, all CCI numbers from 2 to 100 were tested over a lookback period of 500 days. Buy signal is triggered when CCI reaches -100. Sell signal is triggered when CCI reaches +100. Tested on daily price data.


Definitions
Optimized ParametersThe optimized parameters are the indicator settings that yielded the most profitable results for the time frame tested.
DatesThe Start Date is the date of the first trade, the End Date is the date of the last trade. Dates are displayed in YYYYMMDD format.
Recent TradesThe most recent trades for the system. A short trade will generate a SELL status, while a long trade will generate a BUY status. Trades are established at the opening price of the trade date. Dates are displayed in YYYYMMDD format.
StatusShows the current signal of the system. A SELL status indicates an open short trade, while a BUY status indicates an open long trade.
System ProfitThe system profit is calculated from the start date (first trade) to the end date (last trade), factoring in all trades in between.
Buy/Hold ProfitThe buy/hold profit is simply the percentage change between the opening price of the first trade (start date) and the opening price of the last trade (end date).

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