Software for backtesting Moving Averages Crossovers

jtalsma

Newbie
2 0
Guys,

Am interested in doing some backtestings on Moving Averages Crossovers, I found the website below doing exactly what I need at this stage. However it only works for a couple of ETF, and am looking to apply this to ETFs/Stocks/Indices etc..

ETF Moving Average Backtest

Would be great if you can advise me on some software online/offline

Thanks
Jan
 

Hoggums

Senior member
2,176 878
Guys,

Am interested in doing some backtestings on Moving Averages Crossovers, I found the website below doing exactly what I need at this stage. However it only works for a couple of ETF, and am looking to apply this to ETFs/Stocks/Indices etc..

ETF Moving Average Backtest

Would be great if you can advise me on some software online/offline

Thanks
Jan

I wouldn't bother, moving average crossovers don't generally work - especially in forex. You can make a profit using daily data on quite high periods but you will suffer horrendous drawdowns and the daily cost of holding the position will all but wipe out your profits.

You may be able to curve-fit your test data so you make a profit but I guarantee that it won't make a profit on unseen data.
 

jtalsma

Newbie
2 0
I wouldn't bother, moving average crossovers don't generally work - especially in forex. You can make a profit using daily data on quite high periods but you will suffer horrendous drawdowns and the daily cost of holding the position will all but wipe out your profits.

You may be able to curve-fit your test data so you make a profit but I guarantee that it won't make a profit on unseen data.

Thanks, some more background on this. I would be only using this to select my entry and exit points for my long positions in ETF/Equities. These are positions which I am happy to hold for a longer time period. So not looking to use the methodology for day trading.

Also I was very impressed by the results on the the SPX via above link, what are your thoughts on this?
 
 
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