CB: CCI & MFI Indicator

2017年11月23日

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

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

2017年11月29日

版本注释

Major New Release

• Strategy logic added to the indicator to allow automation through alerts
  
• Go Long, Go Short and Close position alerts added
  
• Tracking of when the indicator is in an imaginary position so that further long / short signals are not generated.
  
• Tracking of an imaginary stop loss to trigger a close alert and reset the position to 0.
  
• Plotting changed to show position status for testing.
  

2017年11月30日

版本注释

Update to add additional close alert and change default alert texts.

2017年12月7日

版本注释

Update with new features:

• Seperate EMA settings for MFI
  
• Added min consecutive down days setting
  
• Added consecutive checks for CCI entry
  
• Added TP setting - Simulated TP (Will trigger a close alert for automation)
  
• 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
  

2017年12月8日

版本注释

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

2017年12月15日

版本注释

Update to add fake strategy logic for the edge case when a position is closed due to hitting a take profit / stop loss and the indicator immediately signals to re-enter a position.

2017年12月22日

版本注释

Update

Added independent take profit and stop loss inputs for the short side.

2017年12月23日

版本注释

Changed default parameters

Fixed bug with simulating strategy logic in the indicator.