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thinkorswim Vervoort Crossover 2016-01-27

Sylvain Vervoort’s trading method using the crosses of two unique moving averages.

  1. Eric Purdy
    Thanks to Reader Randy H. for suggesting this one. In his article “The Quest For Reliable Crossovers” (Stocks & Commodities Magazine, May 2008) author Sylvain Vervoort sets forth a trading method using the crosses of two unique moving averages. Specifically, he used a zero-lag triple exponential moving average of 1) the typical price (h+l+c)/3 and 2) the Heikin-Ashi close. He successfully backtested his method on 211 stocks and found using a 55 period average on daily charts was optimal. vervoortcrossover.png