A commonly suggested moving-average trading rule is to buy a stock when its price moves above the
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A commonly suggested moving-average trading rule is to buy a stock when its price moves above the average of the last D months and to sell it when its price moves below the average of the last D months. In Chapter 12, “IF, IFERROR, IFS, CHOOSE, SWITCH, and the IS functions,” I showed that for D = 15, this trading rule outperformed the Standard & Poor’s 500 by a substantial amount. By combining a one-way data table with the OFFSET function, determine the value of D that maximizes trading profit (excluding transactions costs). You can find pertinent data in the file named Matradingrule.xlsx.
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Microsoft Excel Data Analysis And Business Modeling
ISBN: 9780137613663
7th Edition
Authors: Wayne Winston
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