Is it possible to define a trade system only with a moving average (MA) ? That would be something like this ; If price is above the MA then we place a limit order at its price value... If price is below, then we place a sell limit at the MA price value... We could also define a zone where no trades should be placed... ...let say, while price is too close the MA, then we have no trend ; so no trades. If price goes far enough from the MA, then we have a defined trend, so we start chasing the MA. Sounds easy...but ; Can we find a combination of timeframe and period of MA that produces results ? I created a long time ago a strategy that exploits that edge, it is called PM_EMA and its first purpose was just that ; find good moving averages to work with... Using the Strategy Analyzer Tool on Ninjatrader we can run an optimization process where we test the strategy using a range of moving averages, and then create a chart where we can get the PnL vs period ( see attached picture )...