Dzierga

Dzierga Joined Mar 19, 2012

S, L = 15 and 60 week moving averages. Buy if a) P>S>L AND b) S’, S’’, L’, L’’ all >0. Define EXIT=(S+L)/2. Sell if c) P<=EXIT OR d) S’+L’<0 OR e) $ loss limit reached. Note: condition (d) ensures that EXIT never declines.