Hi Markus -- The characteristics of a desirable trading system are yours to decide. Whether you want to focus on trend following systems, on mean reversion systems, on pattern systems, statistical systems, or whatever else is completely up to you.
I meant no criticism. My suggestion about allowing the relationship between the two moving average lengths was simply to point out that what was originally thought of as a trend following system might transform itself into a mean reversion system under some circumstances. As always -- do your own research, including in-sample testing and out-of-sample validation. Walk forward testing is extremely valuable. In-sample results are always good and have no value in estimating future performance of a system. Thanks, Howard
