CMOabsav Backtest — Strategy by HPotter
By HPotter
Performance Metrics
- Author: HPotter
- Symbol: CME_MINI:ES1!
- Timeframe: 1 day
- Net P&L: +56,050.00 USD (+55.59%)
- Win Rate: 48.8%
- Profit Factor: 1.253
- Max Drawdown: 35,262.50 USD (29.46%)
- Total Trades: 215
- Sharpe Ratio: 0.022
Description
This indicator plots the absolute value of CMO averaged over three different lengths. This indicator plots a classical-looking oscillator, which is really an averaged value based on three different periods. You can change long to short in the Input Settings Please, use it only for learning or paper trading. Do not for real trading.