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BacktestRookies
Nov 23, 2017 11:50 AM

CB: CCI & MFI Strategy 

Bitcoin / U.S. dollarBitstamp

描述

Custom Development for a Backtest Rookies professional services customer. Published for customer testing and acceptance.

https://backtest-rookies.com/professional-services/

版本注释

Update - Added Start and End date inputs to control backtest period.

版本注释

Fixed for bug introduced in last update

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Update to change stop logic to move with the open rather than close price

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Changes:

  • Added ability to trade in one direction only
  • Added a custom trailing stop
  • Fixed Heikinashi source issue

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Update to always exit with a traling stop. Do not allow opposite signals to exit a position.

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New Features

  • Added EMA filter to MFI entry
  • Added wait period variable to wait for a favourable EMA conditions following an entry signal

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Update to stop double entry when both entry conditions evaluate true at the same time.

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Update with new features:

  • Seperate EMA settings for MFI
  • Added min consecutive down days setting
  • Added consecutive checks for CCI entry
  • Added TP setting
  • Added seperate trade direction control for MFI - So the trade direction can be set independently of CCI


Fixes

  • Fix for consecutive days check.
  • Fix typos in parameter description strings

版本注释

Fix for bug consecutive up / down days bug introduced in last update

版本注释

Update

Added independent take profit and stop loss inputs for the short side.
评论
jok_UOS
Hi possible to have access to this strategy ?
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