Skip to main content
Advertisement
Browse Subject Areas
?
Click through the PLOS taxonomy to find articles in your field.
For more information about PLOS Subject Areas, click here.
Assessing the Efficacy of Adjustable Moving Averages Using ASEAN-5 Currencies
Table 3
Buy-and-hold returns versus mechanical trading rules (SMA5, SMA20, MAC, MACD, KAMA, MA20,%, Portfolio’s OptMA19, Different Currencies OptMa, and AMA′): Returns for IDR, MYR, PHP, SGD, and THB from 2005 to 2013 taking into account slippage costs of 1 tick per transaction.