From: Examination of the profitability of technical analysis based on moving average strategies in BRICS
Countries | Brokerage | ||
---|---|---|---|
No Transaction Costs | 0.50% | 2% | |
Brazil. | Short: [5; 15] | Short: [10; 16] | Short: [10; 24] |
Long: [80; 117] | Long: [80; 115] | Long: [90; 110] | |
Russia. | Short: [5; 8] | Short: [5; 8] | Short: [20; 28] |
Long: [80; 85] | Long: [80; 85] | Long: [90; 98] | |
India. | Short: [5; 10] | Short: [5; 15] | Short: [30; 37] |
Long: [80; 105] | Long: [80; 115] | Long: [110; 120] | |
China. | Short: [32; 40] | Short: [31; 40] | Short: [31; 40] |
Long: [90; 112] | Long: [99; 115] | Long: [102; 120] | |
South Africa. | Short: [15; 17], [37; 40] | Short: [36; 40] | Short: [37; 40] |
Long: [115; 120] | Long: [116; 120] | Long: [116; 120] |