Wednesday, November 25, 2009

EFA back testing using TradeStation

Here is the simple computer simulation back testing using TradeStation platform.
Symbol: EFA
Weekly chart period  from: Jan1, 2003 to Nov 25, 2009
Buy (all in): MA-4 crosses above MA-39 (white line crosses above cyan line)
Sell (all out): MA-4 crosses below MA-39 (white line crosses below cyan line)

Total of 4 buys, and 3 Sells
2 wins, 1 loss and 1 unrealized profit
(Note: Simulation result is not a guarantee of future results)

(click the chart to enlarge) 

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