Research method
Moving-average crossover
Moving-average crossover is a canonical archive-taxonomy method; this registry entry defines its inputs, output and use boundary.
- Output
- Signal
- Input
- OHLC price structure and chart scale
- Horizon
- From intraday to several weeks
- Best use
- Turn a repeatable chart condition into a falsifiable trade hypothesis.
- Input: OHLC price structure and chart scale.
- Output: signal.
- Use boundary: Turn a repeatable chart condition into a falsifiable trade hypothesis.
The graph8
How the method is built, and where it has been read
Depends on
Often reviewed together
Rate of Change4 readings
Often reviewed together
Linear regression5 readings
Often reviewed together
Stop-loss order6 readings
Often reviewed together
Relative Strength Index6 readings
Often reviewed together
Mechanical trading system7 readings
Often reviewed together
Exponential smoothing7 readings
Often reviewed together
Trend filter7 readings
Often reviewed together
MACD7 readings
Read in the archive24 of 126 readings
1982Evaluating half-hour crossovers with cycle priors and stops1985Constructing period-locked half-cycle and full-cycle averages1986Auditing stochastic crossovers with moving-average baselines1987What crossover and directional entry rules actually compare1988Five reading rules for smoothed indicator charts1988Constructing moving averages: weights, smoothing and crossovers1988Constructing breadth and average trend states1989Evaluating an always-in-the-market moving-average crossover1989Constructing symmetric market-breadth ratio accumulators1989Objective crossover tests of Fibonacci wave ratios1990Volume-adjusted moving average construction1990Diversify markets, not systems, to cut trend-system variance1991Constructing a mechanical crossover on a synthetic price series1991Closing the feedback loop in auction market simulations1991A two-speed breadth reading for intermediate market direction1992A Deutschemark yield map with dual-average and relative-strength timing1992Four-window weighted rate-of-change composite1992A KST oscillator from a weighted rate-of-change stack1992Confirming currency-fund trends with a crossover and a filter1992Probability stops from winning-trade drawdowns1992Intermarket confirmation for long-duration bond-fund timing1992Audit quarterly swing breakouts with a slower average cross1992Occupancy and split-sample tests for average crossovers1992A moving-average slope filter for crossover signals
This registry entry describes a research method. It is not investment advice and does not make a performance claim.