Quoting ZachDislikedI'm not sure you can backtest a system like this. When you look back over the charts, you'll see several crosses that appear to be entry and exit points. These crosses followed through to some degree and usually produce winning trades. What you won't see, however, is when a cross occurred, then quickly reversed. When you look back on this event, it will not show that the lines ever crossed at all. When backtesting, you will not record this as an entry because you will not see a cross.
I'm not saying that this isn't a good system with a lot of potential. I'm just wondering if there is a way to accurately backtest it.
Anyway, I appreciate all the info on this thread. If I'm wrong, please don't hesitate to tell me.Ignored