NOTE: In NeuroShell Trader, open the chart named “Example 8 – Symmetric Optimized Crossover” which is the basis for following example:
This is just like Example 7, except that here we wanted to make sure that the averaging periods optimize to the same values on the short entry as they did on the long entry. In other words, we didn’t want the long entry rule to be a 3 period average crossing over a 10 period one, and the short rule to be a 6 period average crossing over a 12 period one. Not that there’s anything wrong with that! It is just that it would offend most people’s sense of symmetry. Anyway, to accomplish the symmetry, we gave each range a name in the long rule so that the same name could be referenced in the short rule. You should examine how we accomplished that.