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Backtesting results of a 3 year period in Gold using the Hodrick Prescott indicator (11-05-17)

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2017-05-11 07:54

First indicator is a 3 day moving average on the opening price of Gold.
attached to that is the Hodrick Prescott indicator with a lamba of 1
attached to that is a 2 day moving average to do the backtesting with:)

Starting amount in example = 1000 dollar
End result = 3300 dollar

Backtesting example gold.png

2017-05-11 07:54

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Backtesting results of a 3 year period in Gold using the Hodrick Pr...