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 ....
For Portfolio Manager Click Here

WiseTrader Toolbox

#1 Selling Amibroker Plugin featuring:

Advanced Adaptive Indicators
Advanced Pattern Exploration
Neural Networks
And Much More ....
Find Out More Here

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 about 10 years ago
NMA v 3.6 a optimiser
Submitted by gopal almost 10 years ago
MIX Auto Trading System
Submitted by savage about 10 years ago
Detrended Price Oscillator System
Submitted by anandnst over 8 years ago
HaConnorsRSI
Submitted by RBuck almost 8 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