Thursday, October 04, 2007

TD Combo Oscillator Back-testing

So I've done a little back testing on the three major indexes using my newly constructed TD Combo oscillator. The settings are pretty simple.


Buy = 21 day moving average of the oscillator crosses up through 0.40
Sell = 21 day moving average of the oscillator crossed down through 0.10


With this simple setting I get a nice return. What I especially like is the fact that the conditions keep you out of bear markets and keep you in the bull runs. (Green shaded areas are when the trade is on) More detailed backtesting results are given in each figure.







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