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Buy=Sell=Short=Cover=<FONT color=#ff00ff
size=1>0;
function System( TestParameter )
{
// Steve Karnish' CMO5 system
(Basic)
Threshold1 = 100<FONT
size=1>-TestParameter;
Threshold2 = TestParameter;
Ind=scCMO(C,5<FONT
size=1>);
Buy=Cross<FONT
size=1>(Threshold1 ,Ind);
Sell=Cross<FONT
size=1>(Ind,Threshold2 );
Short=Sell;
Cover=Buy;
E=Equity();
return E;
}
BestTestParameter = 0<FONT
size=1>;
InitialEquity= 100<FONT
size=1>;
SetOption(<FONT color=#ff00ff
size=1>"InitialEquity",InitialEquity);
TestParameter = 50;
E = System( TestParameter );
Plot(E,"Default
Equity"<FONT
size=1>,colorWhite,styleLine|styleThick);
EMAx = 0<FONT
size=1>;
for( TestParameter =<FONT color=#ff00ff
size=1>0; TestParameter <<FONT color=#ff00ff
size=1>100; TestParameter =TestParameter +<FONT
color=#ff00ff size=1>1 )
{
E = System( TestParameter );
if (
LastValue(E) > EMAx )
{
EMAx = LastValue(E);
BestTestParameter = TestParameter ;
}
Co = IIf<FONT
size=1>(E<InitialEquity,colorRed,colorBlack);
Plot(E,<FONT
color=#ff00ff size=1>"Test Equity"<FONT
size=1>,Co,styleLine|styleNoLabel);
}
E = System( BestTestParameter );
Plot(E,"Best
Equity"<FONT
size=1>,colorBrightGreen,styleLine|styleThick|styleArea);
Title = "Best Threshold= "<FONT
size=1>+WriteVal<FONT
size=1>(BestTestParameter ,1.0<FONT
size=1>)+" gives "<FONT
size=1>+EncodeColor<FONT
size=1>(colorGreen)+" Best Equity =
"+WriteVal<FONT
size=1>(E,1.0<FONT
size=1>)+
EncodeColor(colorBlack)+<FONT color=#ff00ff
size=1>" LastYear's Profit=" + <FONT color=#0000ff
size=1>WriteVal(<FONT color=#0000ff
size=1>ROC(E,<FONT color=#ff00ff
size=1>260),<FONT color=#ff00ff
size=1>1.0)+<FONT color=#ff00ff
size=1>"%";
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