EdgeWare FastBreak Standard Version 5 - Manual (Page 30)

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EMA describe the range of Exponential Moving Average Periods used to smooth the cur-
rent price.
Min Buy Period, Max Buy Period, Delta, and EMA Period
Min Sell Period, Max Sell Period, Delta
Note: These parameters are only visible if Buy and Sell using Most Anchored Momen-
tum has been selected. See Appendix A for a complete discussion of this strategy. Min
and Max Buy Period describe the range of look-back periods to test for buying a fund.
Delta is the size of the increment to use in the testing range. Min and Max Sell Period
describe the range of the look-back period to test for selling a fund. Delta is the size of
the increment to use in the testing range. EMA Period is the Exponential Moving Aver-
age to use to smooth the most current price.
Buy Min, Buy Max, Buy Delta, Alpha index
Sell Min, Sell Max, Sell Delta
Note: These parameters are only visible if Buy and Sell using Alpha has been selected.
See Appendix A for a complete discussion of this strategy. Min and Max Buy Period de-
scribe the range of look-back periods to calculate alpha for buying a fund. Delta is the
size of the increment to use in the testing range. Min and Max Sell Period describe the
range of the look-back period to calculate alpha for selling a fund. Delta is the size of the
increment to use in the testing range. Alpha index is the index to use to calculate alpha.
The default is the S&P 500 index (SP-CP in FastTrack); however, any index, fund, stock
or FNU file can be used. Note: You must select an index that is available from the Start
Date plus going back additional days to account for the maximum ranking period you
expect to test.