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DMA pullback and crossover systems
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AT-June 2007-10
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Detailed Description
Active Trader Trading System Labs: 2007To determine if theres any benefit to using a DMA over a standard SMA, we will compare the results of two "quickand- dirty" systems. Both use DMAs to determine if the underlying trend is bullish, but their entry logic differs: The first system enters the market on temporary weakness (a pullback strategy) and the second enters on strength (a crossover, or breakout strategy). Both are long-only systems.
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