CrossOver/Under for Different Moving Average Intervals?

[DaxPagan]

I'd like to use Strategy Analyzer (and Optimizer) to test the hypothesis that there may be different lengths of time for generating a new long position and closing that position. That is, that when the stock's price "crosses over" the "X"-month moving average, it's the best time to buy, but when it "crosses under" the "Y"-month moving average, it's time to close out that long position.
I can easily use the Wizard to create a strategy where X=Y (i.e., the price travels above and then below the same MA). How would I test the idea that the most profitable strategy might be where X and Y are not the same?

Thanks for your input. (I'm new to this, so excuse the noobish question.)

[NinjaTrader_JC]

Hello DaxPagan,

Welcome to the NinjaTrader Support Forums!

This would be possible but to use it in the Optimizer you would have to declare the different moving average period as User Defined Input values like in the SampleMACrossOver Strategy.

You can view the following Help Guide page that will go over the different Wizard Screens and the images will show how you can use the User Defined Input values as the Period type value so that you can use it inside the Optimizer.
http://www.ninjatrader.com/support/h...rd_screens.htm

Let us know if we can be of further assistance.