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; 10] | Short: [15; 20] | Short: [16; 22] |
Long: [80; 100] | Long: [80; 106] | Long: [80; 107] | |
Russia. | Short: [5; 8] | Short: [31; 40] | Short: [35; 40] |
Long: [80; 83] | Long: [80; 86] | Long: [112; 120] | |
India. | Short: [5; 9] | Short: [5; 10] | Short: [33; 40] |
Long: [80; 100] | Long: [80; 96] | Long: [80; 98] | |
China. | Short: [5; 7] | Short: [35; 40] | Short: [33; 40] |
Long: [80; 83] | Long: [100; 120] | Long: [100; 120] | |
South Africa. | Short: [33; 40] | Short: [33; 40] | Short: [35; 40] |
Long: [100; 120] | Long: [110; 120] | Long: [110; 120] |