Systematic Investing Group

[BowlerBob]

TooFuzzy,

I believe it was Don Carlson who added a moving average to AIM to filter the signals (it seems to my memory that it was a 30 Period MA). Ocroft wrote about delaying all Buys until there was an "absence" of Buy signals, then making all Buys that were signified to that date, as expressed in dollar amounts, not share amounts. He did not handle his "Sells" in the same manner -- he was simply looking for a 20% Gain on the position -- though one could readily enough, follow that procedure in reverse. He has written lately of using the Monthly MACD in much the same way you describe using the MAs.

Thanks for replying.

Bob