Lisa There is a couple a ways. (1) Wipe saws running about 5% (2) Depending on long narrow moves like the current market since Mar 2009.
When I get around to it I will run your 20 EMA for maybe 20 years.
PS How is your system doing on FAS ? PS Why doesn't 20 EMA work on any other ETF ? PS 30 minute systems fail the fastest 60 minute tale longer and Daily take even long longer ...................................... how many years have to tested TNA ?