Welcome back…this post is going to deal with a couple of questions I received in the comments section of a previous post, one relating to a moving average crossover trading strategy – the article can be found here.

The questions I received at first asked whether the code for the backtest could be adapted to follow the following rules:

(1) If the short moving average crosses above the long moving average go long for x days.
(2) if the short moving average crosses below the long moving average short for x days.
(3a) If there is an additional crossover during holding period ignore it
(3b) If there are not crossovers hold cash

It's only fair to share...