6533b86dfe1ef96bd12c9eb2

RESEARCH PRODUCT

Technical Trading Rules

Valeriy Zakamulin

subject

Trading rulesMoving averageComputer scienceTechnical analysisEconometrics

description

This chapter reviews the most common trend-following rules that are based on moving averages of prices. It also discusses the principles behind the generation of trading signals in these rules. This chapter also illustrates the limitations of these rules and argues that the moving average trading rules are advantageous only when the trend is strong and long-lasting.

https://doi.org/10.1007/978-3-319-60970-6_4