Traders use many combinations of Moving averages(5-15-30,15-30-45, 3-5-15, 30-50-100) to forecast trends, Is there any work done where the optimized value of duration is found that can give better results. Please cite the work as well.
Bastiaan de Geeter
beware of datamining.
what works in backtest might not work going forward.
especially if you combine a lot of signals.
look for example at: https://www.amazon.com/Evidence-Based-Technical-Analysis-Scientific-Statistical/dp/0470008741
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Peter Molnár
Most of the existing research shows that not just moving averages, but technical analysis in general performs quite poorly.
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