Hi Jimmy.

In my experience, moving average cross strategies simply dont work. There are many reasons why but basically you tend to get whipsawed too much and the indicators lag too much.

Anyway, I quickly coded up a static strategy (i.e. no parameters for optimization) for you just so you can see this in action. You can backtest it against an ES 3 min chart and see what I mean.

I have tried all sorts of optimisations around this basic theme in the past and you really need something more sophisticated.

Good luck and keep learning

Hi Jimmy.

In my experience, moving average cross strategies simply dont work. There are many reasons why but basically you tend to get whipsawed too much and the indicators lag too much.

Anyway, I quickly coded up a static strategy (i.e. no parameters for optimization) for you just so you can see this in action. You can backtest it against an ES 3 min chart and see what I mean.

I have tried all sorts of optimisations around this basic theme in the past and you really need something more sophisticated.

Good luck and keep learning