Intraday Trading : Simple Moving Average
This page last changed on Jun 23, 2008 by iank@bearcave.com.
A simple moving average model
For testing purposes, use -0.4 = signal = avg[ short window ] - avg[ long window ] Placing the stop loss limit order.
fill price - ((Median Absolute Deviation of 50 ticks) * 3) Every twenty ticks recalculate the limit price and move it up if necessary. Or move the limit as the prices changes three basis points (0.0003 or 0.03%) If the stock has not moved 20 basis points in 1000 seconds, sell it. If the stock has moved favorably 50 basis points, sell it. |