Today I have been studying the 20DMF rules and manually reading the tables Pascal kindly provided to get a better understanding of the signals.
Does anyone know why the long trade started on 8/20/2007 was not closed with a short on 11/1/2007? On 11/1/2007, the 20DMF went negative and the extension was 8% (greater than 4%)? Yet the document shows the trade stays long until 11/7/2007? Are my eyes playing tricks or am I missing a rule somewhere?