How can you improve this EA with CCI?

• 05/21/2021 at 1:33 PM #170112
  macdopa

  Here is an algo-strategy with CCI to improve:

  Purchase conditions (BUY)
  – When the CCI is negative (and)
  – When the (array of) CCI reaches the lowest value ==> Then buy (BUY)
  – “Exit when the CCI reaches the highest point and as soon as it begins to descend”
  Conditions of sale (SELL)
  – When the CCI is positive (and)
  – When the (array of) CCI reaches the highest value ==> Then sell (SELLSHORT)
  – “Exit when the CCI reaches the lowest point and as soon as it starts to rise”

  Here is the code to improve:

  DEFPARAM CumulateOrders = False Once Interval = 55 // Default value = 14 // STL = 100 // OK at 100 for BTC &&& at 300-500 for Forex REM Purchase indicoteNegatif = CCI [Interval] (Close) <0 indicator1 = CCI [Interval] (Close) indicator2 = CCI [Interval] (Close [2]) indicator3 = CCI [Interval] (Close [3]) c1 = (indicator3 <indicator2) AND (indicator1> indicator2) IF indicote Negative AND c1 THEN EXITSHORT AT MARKET BUY 1 SHARES AT MARKET //// Risk management // “Exit when the CCI reaches the highest point and as soon as it starts to drop” if CCI [Interval] (Close [3]) <CCI [Interval] (Close [1]) then EXITSHORT AT MARKET endif ENDIF REM Sale indicotePositif = CCI [Interval] (Close)> 0 c2 = (indicator3> indicator2) AND (indicator1 <indicator2) IF indicote Positive AND c2 THEN EXITSHORT AT MARKET SELLSHORT 1 SHARES AT MARKET //// Risk management // “Exit when the CCI reaches the lowest point and as soon as it starts to rise” if CCI [Interval] (Close [3])> CCI [Interval] (Close [1]) then EXITSHORT AT MARKET endif ENDIF

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  DEFPARAM CumulateOrders = False Once Interval = 55 // Default value = 14 // STL = 100 // OK at 100 for BTC &&& at 300-500 for Forex   REM Purchase indicoteNegatif = CCI [Interval] (Close) <0 indicator1 = CCI [Interval] (Close) indicator2 = CCI [Interval] (Close [2]) indicator3 = CCI [Interval] (Close [3]) c1 = (indicator3 <indicator2) AND (indicator1> indicator2)   IF indicote Negative AND c1 THEN EXITSHORT AT MARKET BUY 1 SHARES AT MARKET //// Risk management // “Exit when the CCI reaches the highest point and as soon as it starts to drop” if CCI [Interval] (Close [3]) <CCI [Interval] (Close [1]) then EXITSHORT AT MARKET endif ENDIF     REM Sale indicotePositif = CCI [Interval] (Close)> 0 c2 = (indicator3> indicator2) AND (indicator1 <indicator2)   IF indicote Positive AND c2 THEN EXITSHORT AT MARKET SELLSHORT 1 SHARES AT MARKET //// Risk management // “Exit when the CCI reaches the lowest point and as soon as it starts to rise” if CCI [Interval] (Close [3])> CCI [Interval] (Close [1]) then EXITSHORT AT MARKET endif ENDIF

  Thank you for your contributions to the science of trading.
  Don Macdo.

  

  macdopa

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  05/29/2021 at 11:25 AM #170724
  robertogozzi

  It is slightly positive on 200 bar, largerly negative on 200K bars.

  I can only suggest to always test strategies using the maximun available units.

   

  

  robertogozzi

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