Combo-MF, a simple and robust trading strategy ?!?

[pdp-brugge]

As the numbers are for the moment, the 14MA of the S&P500 has been going down for two days. That is condition one.
The high of the day has been above the 14MA. That is condition two.
Condition three is a close below the open. If condition three unfolds, than we will have a SHORT signal for the VSTpro and my COMBO-MF will signal a SHORT signal.

PdP

[Pascal]

As the numbers are for the moment, the 14MA of the S&P500 has been going down for two days. That is condition one.
The high of the day has been above the 14MA. That is condition two.
Condition three is a close below the open. If condition three unfolds, than we will have a SHORT signal for the VSTpro and my COMBO-MF will signal a SHORT signal.

PdP

Yes, but as far as I can tell, the 20DMF is not going to close below the -0.11% short level.
Hence, on an EOD base, it will stay neutral.


Pascal

[pdp-brugge]

Pascal,

I agree with you what the 20DMF concerns.
However, my statistics have shown that if the VSTpro is SHORT and the 20DMF is neutral, I will consider my COMBO-MF to be SHORT.
A confirmed 20DMF SHORT signal will make the odds even better.

PdP