Breakout Test (ZT)

Setting Up The  Indicators For Breakout Test

The test was very simple, I used a simple moving average with the length of 20 days, 40 days, 60 days, 80 days and 100 days.

You may be very surprised at the results, but here they are and they are based on over 30 years of back data history, using commodities, stock index futures, currencies and stocks, almost 2500 hundred stocks were used. Stocks were priced over $30.00 and had an average range above 1.00 per day. I wanted to find volatile stocks so if you try to replicate this test, you may want to consider doing the same.

1. Results for 20 days Simple Moving Average – 29.7 percent profitable

2. Results for 40 days Simple Moving Average –  35.9 percent profitable

3. Results for 60 days Simple Moving Average – 44.3 percent profitable

4. Results for 80 days Simple Moving Average – 51.7 percent profitable

5. Results for 100 days Simple Moving Average 47.9 percent profitable

所有跟帖： 

• 怎么理解?是说成功赚钱率不到50%？ -cat18- ♀ (0 bytes) () 12/02/2014 postreply 16:32:28

• 应该是说什么情况下突破成功率最高。 -mythought2007- ♂ (0 bytes) () 12/02/2014 postreply 17:12:08