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How appropriate is the setting of futures daily double moving average?
In futures trading, if the trading system is constructed by using double moving averages, the main concern is the algorithmic relationship between fast moving averages and slow moving averages.

In the downtrend, the short moving average is always below the long moving average, while in the uptrend, the short moving average is always below the long moving average.

In this way, we can use the position relationship of double moving averages to track the trend.

Then, how many times is the slow line parameter of the double moving average system reasonable?

At this point, you need to understand a truth. What do the moving averages of different parameters represent?

What is the difference between your 5-day moving average and your 20-day moving average, and between your 5-day moving average and your 40-day moving average?

It's simple. For example, you have multiple orders. At this time, the market has a callback. Then, the probability of the first combination is greater than that of the second combination, and the position of occurrence is higher than that of the second combination.

In other words, if the market changes the trend, the retracement of your first portfolio will be smaller. However, if the market continues to improve after the correction, then the second combination will be more able to withstand the retracement.

That is to say, if you set it small, the retracement of your single transaction will be small, but the profit-loss ratio of your single transaction may not be as high as the latter. That's the difference between the two. You need to choose one according to your preference.

Is there a better way to say these two? No, because the future trend is uncertain. In the long run, if you have experienced enough markets, the results should be the same.

So, it makes no sense at all. You need to fine-tune according to your own situation or in trading until you find two moving averages that suit you.