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If prices are above the moving average and penetrate it, a buy is generated; however, when prices bounce back up through the moving average, the second crossover is not allowed to trigger a sell If prices arc below the moving average and rise into it, a sell is triggered, no buy is triggered when the prices bounce back down This behavior is achieved by adding one element to the contrarian crossover model: A signal is generated only if it is in the direction of the slope of the slower moving average Performance was brute force optimized on the in-sample data by stepping the length of the shorter moving average from 1 to 5, in increments of 1, and the longer moving average from 5 to 50, in increments of 5.



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Many monitors, on the other hand, use a technique called progressive scan, in which the entire screen is painted 30 times per second, from top to bottom This is referred to as noninterlaced video Noninterlaced systems tend to demonstrate less flicker than their interlaced counterparts Computers often rely on variable graphics array (VGA) monitors, which are much sharper and clearer than television screens This is due to the density of the phosphor dots on the inside of the screen face that yield color when struck by the deflected electron beams, as well as a number of other factors The scan rate of VGA is much higher than that of traditional television and, therefore, can be noninterlaced to reduce screen flicker Another quality factor is color resolution Most systems resolve color images using a technique called RGB for the red, green, and blue primary colors.





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While video does rely on RGB, it also uses a variety of other resolution techniques, including YUV and YIQ YUV is a color scheme used in both PAL and NTSC As noted previously, Y represents the luminance component; U and V hue and saturation, respectively make up the color component Varying the hue and saturation components changes the color Image quality plays a critical role in the final outcome, and the actual resolution varies by application For example, the user of a slow scan, desktop, videoconferencing application might be perfectly happy with a half-screen, 15-frame-per-second, eight-bit image, whereas a physician using a medical application might require a full frame, 768-by-484 (the NTSC standard screen size) pixel image, with 24-bit color for perfect accuracy Both frame rate (frames per second) and color density (bits per pixel) play a key role Finally, spatial resolution comes into the equation.

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A moving average length of 1 caused the shorter moving average to become equivalent to the prices; therefore, in the optimization, the model in which prices were compared to the moving average was tested, as was the model in which one moving average was compared to anotb er Only cases where the longer moving average was strictly longer than the shorter moving average were examined The parameters were chosen to minimize the probability that any profitable performance was due to chance The model was then run on the out-of-sample data using the best parameter set found in-sample Tables 6-4 and 6-5 show, for Tests 25 through 48, the commodities that the model traded profitably and those that lost, in-sample (Table 6-4) and out-of-sample (Table 6-S) The plus and dash symbols may be interpreted in the same manner as for Tables 6-1 and 6-2.

Many PCs have displays that measure 640-by-480 pixels This is considerably smaller.

Figure 3-3. The StackPanel example Here s the XAML for this control: <UserControl x:Class="chapter3.StackPanelDemo" xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation" xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml" xmlns:d="http://schemas.microsoft.com/expression/blend/2008" xmlns:mc="http://schemas.openxmlformats.org/markupcompatibility/2006" mc:Ignorable="d" d:DesignHeight="300" d:DesignWidth="400"> <StackPanel x:Name="LayoutRoot" Background="White" Orientation="Vertical"> <TextBlock Margin="0,10" Text="Vertical and Horizontal (nested) oriented StackPanels Example"/> <StackPanel Background="LightSkyBlue"

Downloaded from Digital Engineering Library @ McGraw-Hill (www.digitalengineeringlibrary.com) Copyright 2004 The McGraw-Hill Companies. All rights reserved. Any use is subject to the Terms of Use as given at the website.

Table 6-6 provides the results broken down by the moving average, model, order, and sample The last two columns on the right, and the last four rows of numbers on the bottom, are averages The numbers at the bottom were averaged over all combinations of moving average type and model The numbers at the right were averaged over order type Overall, the best models in-sample were the simple moving average support/resistance and the front-weighted triangular average support/resistance The simple average support/resistance with a stop order was unique in that it showed small profits in both samples: an average trade of $227 and a 42% retum-onaccount in-sample, $482 per trade and a 148% return-on-account out-of-sample The front-weighted triangular average with the stop was profitable in-sample, but lost heavily out-of-sample Both models, especially when combined with a stop, had relatively few trades: consequently, the results are less statistically stable..

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than the NTSC standard of 768-by-484, or even the slightly different European PAL system. In modern systems, the user has great control over the resolution of the image, because he or she can vary the number of pixels on the screen. The pixels seen on the screen are simply memory representations of the information displayed. By selecting more pixels, and therefore better resolution, the graininess of the screen image is reduced. Some VGA adapters, for example, have resolutions as dense as 1024-by-768 pixels. The converse, of course, is also true. By selecting fewer pixels, and therefore increasing the graininess of the image, special effects can be created, such as pixelization or tiling.

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