Letters To S&C by Technical Analysis, Inc.
SLAYING THE DRAGON
Thank you for Robert Cocchiola’s recent article in Technical Analysis of STOCKS & COMMODITIES, “A True Odyssey” (June 2015). I was wondering if he would be willing to share the parameters for the short and long EMAs that he used as a part of his simple moving average crossover strategy that was mentioned in the next-to-last paragraph. Thank you.
Author Robert Cocchiola replies:
Thanks for writing. The system used one EMA for long trades and a different one for short trades. The EMAs for both were in a range of eight to 15 bars...