Moving Average Rules and the Euro

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Moving Average Rulesand the Euro

• International Finance
• Dick Sweeney

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Price variable lnEuro MA length 30

• Period Rin R X X()
• 1-250 0.000983 -0.000351
  0.001334 33.35894
• 251-500 -0.000535 -0.000203 -0.000332 -8.287943
• 501-750 0.000431 0.000633 -0.000201 -5.033870
• 751-1000 0.000998 0.000740 0.000257
  6.432840
• 1-1000 0.000483 0.000205 0.000278
  6.943162
• 1-1741 0.000300 0.000156 0.000144
  3.594590
• MA(25)
• 1-1741 0.000207 0.000156 5.03E-05
  1.257644
• MA(20)
• 1-1741 0.000181 0.000156 2.44E-05
  0.609538

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Price variable lnEuro MA length 30

• One-way transactions Transaction Costs
• 
  1/32nd of 1
• 1-1741 151 4.718 /7 0.674
• 1-250 11 0.344
• 251-500 25 0.781
• 501-750 33 1.031
• 751-1000 18 0.563
• 1-1000 87 2.719/4 0.680

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