VSTpro Market Trend Filter (sharp v traditional mode) Part 2

This example uses the same stock as the previous post, ASX (ALS).

The system is a simple moving average cross over that has been optimized, and 10/40 produce the best results on (ALS).

(10 day simple moving average crossing 40 day simple moving average)

The display and stats indicate a MA cross over system can perform well in trending markets with the addition of a trend filter.

NOTE: This is a very basic system, and and only simple moving averages were used for the optimization.