Trading System for Australian Dollar using multiple moving averages and autoregressive models
Research Methodology and Results
Single and Two Moving Averages - In and out-of-sample data
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Book Info
Covers the moving averages trading method from start to finish, building a solid foundation using the most basic moving averages (MA) concepts to advanced techniques. These methods can be applied for day-trading or for position traders of individual stocks.
Included are chapters explaining the 20-day/40-day MA technique, the 30-day/60-day MA method, and the 50-day/100-day MA tactic. Scores of actual stock chart examples provided showing how each moving average series gives reliable entry/exit timing signals and even useful stop-loss levels.
An in-depth follow-up to Droke's best-seller, Moving Averages Simplified, this book is must-reading for chart readers, technical traders, or for those wanting to learn more about the many important uses of the best of all technical tools - the moving average!
Inside Preview: Could the infamous Worldcomm fiasco, which demolished countless stock portfolios, been averted by using moving averages? Find out by reading Stock Trading with Moving Averages!

Book Info
Scot Lowry spent years of researching and testing various methods and systems for futures trading. The moving average system, which is described in detail in this new book, is an eminently practical and logical approach to successful trading. It is the result of Lowry's painstaking research, easily understood and fully explicit. It is geared toward the novice as well as the professional trader.
The reason for writing this book is twofold: first, after years of studying charts, he was able to identify an occurrence in market trading that can almost ensure high returns with minimal risk. This approach to trading is very clear and easy to understand. It leads to the second reason for writing this book. For a long time, he felt this system was too simple to warrant a book, but over time, he became increasingly convinced that the system you are about to learn has been overlooked by the vast majority of people. Why haven't more people seen this? More often than not, people do not see the forest for the trees. In other words, the trading plan you are about to see is so simple that it defies logic. It is not complicated, it is not time consuming and it has no difficult formulas to try and understand. It is an easy, layman's approach to profitable trading in the futures markets.
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Trading System for Australian Dollar
This paper tested two of the simplest and most popular trading rules – Auto- Regressive Models and Moving Averages – by utilising the Australian Dollar relative to US Dollar from 1 Jan 1986 to 9 June 1999.
By Prof. Clarence N W Tan and Herlina Dihardjo