CMO with Profit Target
Author: robz75
Creation Date: 9/5/2013 3:30 PM
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robz75

#1
two questions:

1. I am trying to add a stoploss paramter to the CMO profit target strategy and then optimize using the new Stoploss parameter. Have little programming knowledge so it is tough for me. I tried to push the stoploss parameter from the chart but do not see that option. Any other stop loss ideas would be helpful as well.

I do understand that adding a stoploss will decrease profits.

2. I would like to be able to pull in data to wealthlab using the dow emini futures contract (YM) as well. Any ideas on how to do this?

Thank you for your help
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Eugene

#2
QUOTE:
I am trying to add a stoploss paramter to the CMO profit target strategy and then optimize using the new Stoploss parameter.

Something like this?

CODE:
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robz75

#3
Eugene thx! You are the the man but i am sure you already know that! Net profit and draw down were not affected any where near as much as I thought. Any other systems that are simalr to CMO that you would recommend? Any ideas on how to load dow emini futures data to the Wealthlab platform?
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Eugene

#4
Thanks Rob.
QUOTE:
Any ideas on how to load dow emini futures data to the Wealthlab platform?

Just as usual: from the list of available extensions, switch to Providers, and maybe you find one that fits. Not sure about free ones there, but IQFeed (paid subscription required) should do.
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robz75

#5
Eugene, I am looking to add a timed bars exit (close position after certain number of bars) to the CMO strategy. Any chance you could add the code to strategy in this forum like you did with the stop loss? Also I see that you guys added WFO to Wealthlab which is great. Using the wfo on the CMO strategy does not seem to hold up but when I blind walk forward the back testing results they seem to hold fairly well. Blind walk forward meaning I run a back test for let’s say 7 months from Jan to July of this year, then change the date range to August - Dec and look at the results. Your thoughts on the wfo and blind walk forward would be appreciated.

Thanks!
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Eugene

#6
QUOTE:
Eugene, I am looking to add a timed bars exit (close position after certain number of bars) to the CMO strategy. Any chance you could add the code to strategy in this forum like you did with the stop loss?


Here you go:

CODE:
Please log in to see this code.