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George The main goal of this exercise was to check my premises that using robust statistical tool in the trading system rules would result in a more robust trading system in general hence the idea of replacing the moving average by the moving median… I take the points you made in your comments (and thanks for adding to the discussion)… However I wanted to compare likes-for-likes with the only variable being the actual statistical measure of tendency calculation method (ie median vs mean) hence the same parameters, indicating that a reversal may be in the works.
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