This started as a discussion here about smoothed prices.
So far I have taken a 200-day window of prices for multiple SIDs, generated smoothed prices, calculated fast and slow MAs using TA-Lib and counted the number of cross-overs that could be used as trading signals. With the NASDAQ 100 stocks it produces approximately 200 signals a year. Now it needs order handling, position sizing, margin control, stop loss, take profit, exit trades that are taking too long.....
P.