Experiment 6

Experiment 6 took place from 6/27 through 7/8.  For this experiment, we used the MACD, DMA and MAFR versions at the 1-5-15 timeframe, 2SD exit triggers.  They were each tested with a 120 bar forecast (2 hrs) versus a 240 bar forecast (4 hr).

Results (shown below)  indicated that the 2 hr DMA forecast was more profitable than its 4 hr counterpart.

The 2 hr forecast for the aggregate of all EA versions had a better average return than the 4-hr forecasts.  The p-value between the 120 and 240 setups was 0.0064, rejecting the null hypothesis and indicating this difference is statistically significant.

Futhermore, the DMA EA versions was the most profitable in a 2 hr forecast mode and at various PN levels.  Interestingly enough, the 120 returns were almost a mirror image to the 240 returns for the DMA EA for 0.2< PN < 0.3.

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