CMOscillator BUZZARD
This strategy wants to re-enter a trend when the CMO has indicated the end of counter-movement. We have written the CMO as an oscillator. When the CMO leaves the uppermost region we sell. When it leaves the lowermost region we buy.
A trendfilter, indicated by the TEMA allows trades in direction of the trend only.
The RATfilter makes sure that we do not try this strategy in times of too much volatility.
The equitycurve of this strategy looks nice for early 2011.
It looks nice in the trend months of 2010 in the FDAX as well.
A single trade with the Buzzard in the FDAX market.
back to Chapter 7 overview