Measuring the 'edge' you get from a moving average

have you looked at DMA's (displaced moving averages)?

Nope, do you think they might be more effective? All I'm really trying to do is get the best simple indicator to tell me the direction of the medium to long term trend, i.e. where is the price more likely to be one month from now, higher or lower than today? I need the best edge possible on that to act as a filter.

Then I ask when is the best time to enter in the direction of this trend, and with that I add another edge, and increase the system's edge.

Then I ask when it's best to exit... You get the picture... Combined with good money management, the confidence to stick with it though the draw downs etc, I don't believe trading is any more complicated than that.

You must ask yourself: why would I exit a trade based on old data?
For that reason I consider that the only way of optimizing exits is experience. i.e. you are in a long term trade and having a solid fundamental view you consider that the market still has potential of going in your direction.
You can try to optimize the exits for your EA using the time, as in your Donchian thread.

Without digging it all up Davidee, I'd dump your MAs, though like me, you'll probably stubbornly dig your heels in till you've exhausted every avenue. More useful is looking at price from a trader's perspective - where it is in relation to the start of the day (and yes, fx is 24hrs blah blah but 00:00 GMT holds weight), start of the week and start of the month.

For example, if you plot where highs and lows are made in the week, you'll see you're far more likely to hit the high/low on a Monday or Friday than Tue/Wed/Thu. Stick that into the mix and see where it takes you.

Thanks a lot for that, I'll try that and share any results that I think might be useful on the forum.