CCI-Trend Strategy
Strategy for backtesting for the CCI-Trend indicator
link to the CCI-Trend:
explanation for indicator:
CCI-Trend is a trend trailing strategy based on sign alternation of the current CCI value.
The upper and lower bands are defined by hl2, ATR, and factor of ATR. The main TrendLine is combination of conditions of CCI-above-zero and CCI-below-zero.
The main CCI-Trend code is adapted from www.wisestocktrader....gb-for-amibroker-afl just as the TrendLine calculation.
At the moment CCI-Trend Strategy indicator is free to use, and the code is hidden.
HikmetSezen @HikmetSezen58 on twitter.
link to the CCI-Trend:
explanation for indicator:
CCI-Trend is a trend trailing strategy based on sign alternation of the current CCI value.
The upper and lower bands are defined by hl2, ATR, and factor of ATR. The main TrendLine is combination of conditions of CCI-above-zero and CCI-below-zero.
The main CCI-Trend code is adapted from www.wisestocktrader....gb-for-amibroker-afl just as the TrendLine calculation.
At the moment CCI-Trend Strategy indicator is free to use, and the code is hidden.
HikmetSezen @HikmetSezen58 on twitter.
版本注释:
For a better backtest,
- Time range module as start and stop periods is added
- Order size is set to 100 percent of equity as default, so now the net profit is calculated properly. For example, this indicator offer a 1000% gain in cash balance from 1.1.2017 for BTCUSD pair in a 1-day period.
Enjoy!
- Time range module as start and stop periods is added
- Order size is set to 100 percent of equity as default, so now the net profit is calculated properly. For example, this indicator offer a 1000% gain in cash balance from 1.1.2017 for BTCUSD pair in a 1-day period.
Enjoy!