Stock Portfolio Organizer
The ultimate porfolio management solution.
Shares, Margin, CFD's, Futures and Forex
EOD and Realtime
Dividends and Trust Distributions
And Much More ....
WiseTrader Toolbox
#1 Selling Amibroker Plugin featuring:
Advanced Adaptive Indicators
Advanced Pattern Exploration
Neural Networks
And Much More ....
CCT CMO trading system for Amibroker (AFL)
Rating:
2 / 5 (Votes 3)
Tags:
trading system, amibroker, optimize
I got this formula from book “quantitative trading systems”, and the author backtested this formula and got about ~10% return from the market annually.
Screenshots
Similar Indicators / Formulas
open brake system
Submitted
by pit65 over 14 years ago
NMA v 3.6 a optimiser
Submitted
by gopal almost 14 years ago
NMA swing sys as suggested by empottasch
Submitted
by rghunsimath over 12 years ago
MIX Auto Trading System
Submitted
by savage about 14 years ago
Detrended Price Oscillator System
Submitted
by anandnst over 12 years ago
HaConnorsRSI
Submitted
by RBuck almost 12 years ago
Indicator / Formula
Copy & Paste Friendly
CMOperiods=Optimize("pds",Param("CMO periods",21,2,100,2),2,100,2);
//CMOperiods=20;
AMAAvg=Optimize("AMA Avg",Param("AMA Avg",50,2,100,2),2,100,2);
//AMAAvg=40;
//trgAvg=Optimize("Trg Avg",Param("trigger Avg",3,2,20,1),2,20,1);
trgAvg=3;
SumUp=Sum(IIf(C>Ref(C,-1),(C-Ref(C,-1)),0), CMOperiods);
SumDn=Sum(IIf(C<Ref(C,-1),(Ref(C,-1)-C),0), CMOperiods);
CMO=100*(SumUp-SumDn)/(SumUp+SumDn);
Plot(CMO,"CMO",colorGreen,styleLine);
CMOAvg=DEMA(CMO,AMAAvg);
trigger=DEMA(CMOAvg,trgAvg);
Buy=Cross(CMOAvg,trigger);
Sell=Cross(trigger,CMOAvg) OR BarsSince(Buy)>=50;
Buy=ExRem(Buy,Sell);
Sell=ExRem(Sell,Buy);
Short=Cross(trigger,CMOAvg);
Cover=Cross(CMOAvg,trigger) OR BarsSince(Short)>=50;
Plot(C,"C",colorWhite,styleCandle);
PlotShapes(Buy*shapeUpArrow+Sell*shapeDownArrow,IIf(Buy,colorGreen,colorRed));
Plot(CMOAvg,"CMOAvg",colorGreen,style=styleLine|styleOwnScale|styleThick,-100,100);0 comments
Leave Comment
Please login here to leave a comment.
Back