coding own moving average and running a buy/sell strategy
Posted: Mon Jan 31, 2011 3:55 pm
Hi,
I am a recent user of eviews.
I had a very generic question which is something I wondered if was possible on eview.
Can i write a moving averege equation and then feed a time series of prices and then run the moving average whcih buys and sells based on simple crossover and then see how the equity curve looks like.
Also how would one optimise to get the best period for the MA.
I dont know if this is possible but just throwing it out there for your experts.
I have a eviews 6
thanks
John
I am a recent user of eviews.
I had a very generic question which is something I wondered if was possible on eview.
Can i write a moving averege equation and then feed a time series of prices and then run the moving average whcih buys and sells based on simple crossover and then see how the equity curve looks like.
Also how would one optimise to get the best period for the MA.
I dont know if this is possible but just throwing it out there for your experts.
I have a eviews 6
thanks
John