this is my code trade the cci strategy

but i will start directly at 09:00:00 in the same direction from the cci , when the price below the cci -100 we start short, when the price above the 100

we start long.

tks

luc

// Definition of code parameters
//"START CCI "
//X MINIMAL VALUE 14  MAXIMAL VALUE 70 STEP 2
//ORDER FEE =2.5€
//starting date = 18 jul 20116 01:00:00
//ending date = real time date

DEFPARAM CumulateOrders = true// Cumulating positions deactivated

DEFPARAM FLATBEFORE=090000
DEFPARAM FLATAFTER=120000
dayprofitmax=1500
daylossmax=195

if intradaybarindex=0 then
trading=1
lastdayprofit=strategyprofit
endif

if trading=1 then
if (not onmarket and (strategyprofit > lastdayprofit+dayprofitmax or strategyprofit < lastdayprofit-daylossmax)) or (longonmarket and (strategyprofit+((close-tradeprice)/pointsize*countoflongshares*pointvalue) > lastdayprofit+dayprofitmax or strategyprofit+((close-tradeprice)/pointsize*countoflongshares*pointvalue) < lastdayprofit-daylossmax)) or (shortonmarket and (strategyprofit+((tradeprice-close)/pointsize*countofshortshares*pointvalue) > lastdayprofit+dayprofitmax or strategyprofit+((tradeprice-close)/pointsize*countofshortshares*pointvalue) < lastdayprofit-daylossmax)) then
trading=0
//sell at market
//exitshort at market
QUIT
endif
endif
// Conditions to enter long positions
indicator1 = CCI[50]
c1 = (indicator1 CROSSES OVER -100)
//c11 = (indicator1 CROSSES OVER 100)
IF c1   THEN
BUY 1 CONTRACT AT MARKET
ENDIF

// Conditions to exit long positions
indicator2 = CCI[50]
c2 = (indicator2 CROSSES UNDER 100)
//c21 = (indicator2 CROSSES UNDER -100)
IF c2  THEN
SELL  AT MARKET
ENDIF

// Conditions to enter short positions
indicator3 = CCI[50]
c3 = (indicator3 CROSSES UNDER 100)
//c31 = (indicator3 CROSSES UNDER -100)
IF c3  THEN
SELLSHORT 1 CONTRACT AT MARKET
ENDIF

// Conditions to exit short positions
indicator4 = CCI[50]
c4 = (indicator4 CROSSES OVER -100)
//c41 = (indicator4 CROSSES OVER 100)
IF c4  THEN
EXITSHORT  AT MARKET
ENDIF

// Stops and targets
//SET STOP $LOSS 100
//set stop $loss 100 trailing 50
//if strategyprofit < -150 then
//quit
//endif
//if strategyprofit > 1000 then
//quit
//endif
//set stop trailing 12

Germany-30-Cash-EUR-5-Mini-Contract-.png