Cool technical presentation, but trying to optimize moving average trading strategies is a fool's game - you might find a set of parameters that work in all out-sample/cross-validation tests, but there's still a good chance it'll lose money in actual trading going forward - market paradigms can shift, unforeseen world events, t-cost/slippage higher than what the model accounted for (especially with more frequent rebalancing), etc.
If you actually want to trade moving average strategies, your best best is just to diversify and run several different strategies across a variety of parameter sets and across various sectors/asset classes, without trying to overly optimize a single strategy
If you actually want to trade moving average strategies, your best best is just to diversify and run several different strategies across a variety of parameter sets and across various sectors/asset classes, without trying to overly optimize a single strategy