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; 20] | Short: [11; 24] | Short: [20; 32] |
Long: [80; 105] | Long: [80; 110] | Long: [80; 112] | |
Russia. | Short: [5; 8], [11; 14] | Short: [19;20] | Short: [26; 28] |
Short: [5; 8], [11; 14] | Long: [80; 82] | Long: [91; 92] | |
India. | Short: [5; 13] | Short: [5; 16] | Short: [15; 20], [30; 34] |
Long: [80; 120] | Long: [80; 96] | Long: [80; 120] | |
China. | Short: [5; 7], [32; 34] | Short: [33; 38] | Short: [33; 40] |
Long: [80; 85] | Long: [80; 120] | Long: [90; 120] | |
South Africa. | Short: [36; 40] | Short: [36; 40] | Short: [35; 40] |
Long: [96; 120] | Long: [96; 120] | Long: [97; 120] |