Backtesting silver from 1980 -> 25-5-2017
first indicator is a moving average 1 (just the close price of the day:)) with its band moved to the left (-1).
attached to that is the Hodrick Prescot indicator/filter with lamba setting of 1.
attached to that is a moving average 2 to do the backtesting with .
Starting amount 1980 ----------> 1000 dollar
Ending amount 25-5-2017 ---> 91149 dollar
Interesting thoughts