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Old 07-21-2009, 11:52 PM   #1

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Moving Average Crossovers.

a lot of negative writing is shown for moving average crossover. but i've had a fair degree of success using a combination of 18sma,20sma,3sma,5sma on a 15 minute emini s&p. wonder if anyone still uses them? seem to be most effective when they converge on a s/r level.thank you.figaro
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Old 07-22-2009, 12:06 AM   #2

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Re: Moving Average Crossovers.

can you post a chart... with notes and illustrations?
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Old 07-22-2009, 12:12 AM   #3

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Re: Moving Average Crossovers.

If they are giving you a "fair degree of success", and you're happy with them, stick with it. I personally don't know of any MA cross traders, but if you're making it work for you, good for you.
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Old 07-22-2009, 07:15 PM   #4

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Re: Moving Average Crossovers.

Quote:
Originally Posted by Tams »
can you post a chart... with notes and illustrations?
Hi Tams,
I use EMA20,EMA18,SMA5,SMA3 on 15 minute ESU . the 50 and 200 SMA's are used for trend. When the four lower MA's cross I take the trade in direction of the trend. If you care to comment I welcome your input. Here's a picture of today.
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Old 07-28-2009, 06:07 PM   #5

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Re: Moving Average Crossovers.

Quote:
Originally Posted by figaro »
Hi Tams,
I use SMAEMA20,EMA18,5,SMA3 on 15 minute ESU . the 50 and 200 SMA's are used for trend. When the four lower MA's cross I take the trade in direction of the trend. If you care to comment I welcome your input. Here's a picture of today.
Hi Figaro,

I don't quite understand
"when the four lower MA's cross"
I've made a graph and my guess as what you mean.
Do I have it correct?
You have:
SMA20,
SMA3,
EMA 20,
EMA 18,
EMA 5,
for knowing when to trade.

and you have:
SMA 200,
SMA 50
for your trend and therefore the direction of your trade.
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Old 07-29-2009, 04:25 PM   #6

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Re: Moving Average Crossovers.

Hi Aquarian and Figaro,

You may be interested in Guppy Multiple Moving Averages: Guppytraders.com - GMMA Guppy Multiple Moving Average

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Old 03-30-2010, 11:27 PM   #7

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Re: Moving Average Crossovers.

I personally find that MAs do not give reliable signals. Me and two other have been trying to develop an automated trading program for use with AmiBroker and Interactive Brokers. We have tried any number of combinations and MAs from simple to adaptive to dema and ema. The problem with MAs is they delay too much in a trend. But that isn't the real problem. They do well in a long, nicely behaving trend but will eat your lunch in a choppy or sideways market.

We have tried to use multiple time frames and pass indicators from 2 to 4 other time frames to the one that is communicating with IB. They do well on trendy days and kill us otherwise.

I have been to design some sort of pattern recognition program and someone sent me an article on VSA. I think if one can nail it down and get the interpretation out of the mix one could do well. It pleases me to think so, anyway. But writing a program to do that has been a chore and I am nowhere near an automated version.

If you try and do discretionary trading using charts and manually enter the trades you must be very disciplined. I suck at it and that is why I developed auto trading programs.

Just my experience but others may disagree.

Cheers,
Barry
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Old 03-30-2010, 11:31 PM   #8

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Re: Moving Average Crossovers.

delay?

no worries... try Moving Average with extension

http://www.traderslaboratory.com/for...sion-5642.html



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