Highly adaptable CCI Strategy

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Re: Highly adaptable CCI Strategy

Postby stevetan » Thu Oct 20, 2011 9:41 pm

Hi Apprentice,

First thanks for all the hardworks you posted here. I am new to this forum and hope to get some help from you.

I am wondering is it possible to combine the concept of Two CCI strategy and Highly adaptable CCI strategy. For example, for long position, the setting of highly adaptable CCI strategy could be as follow:

CCI = 14
Overbought crossover – Buy
Overbought crossunder – No action
Zeroline crossover – Buy
Zeroline crossunder – No action
Oversold crossover – Buy
Oversold crossunder – No action

However we add another layer before the highly adaptable CCI strategy setting will be effective, which is we will establish long position only when

CCI = 50 (Modifiable parameter)
CCI value > 75 (Modifiable parameter)
Position Allow: Long (Modifiable parameter)

Similarly, for short consideration, the setting would be

CCI = 50 (Modifiable parameter)
CCI value > - 75 (Modifiable parameter)
Position Allow: Short (Modifiable parameter)

CCI = 14
Overbought crossover – No action
Overbought crossunder – Sell
Zeroline crossover – No action
Zeroline crossunder – Sell
Oversold crossover – No action
Oversold crossunder – Sell

Please share with me your view and whether it is doable, thanks in advance!
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Re: Highly adaptable CCI Strategy

Postby Apprentice » Fri Oct 21, 2011 3:09 am

Your request is added to the developmental cue.

Regarding the previous complaints that stop and limit orders do not work,
I made a test and I could not reproduce this problem.
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Re: Highly adaptable CCI Strategy

Postby Apprentice » Fri Oct 21, 2011 12:42 pm

ver2.png


To, Highly adaptable CCI Strategy, I added another filter.
The filter is based on independent CCI indicator.
The user is able to choose the direction of allowed trade,
When the indicator is in overbought / oversold territory.

Depending on this choice.
trades from primary strategy are filtered

Highly adaptable CCI Strategy with confirmation.lua
(18.97 KiB) Downloaded 1216 times
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Re: Highly adaptable CCI Strategy

Postby jackneveu » Mon Nov 28, 2011 6:50 pm

Hi,
I really like your CCI strategy and have been testing it and would like to confirm the following :
1.If I add the strategy twice on the same account with one configured to take short positions and the other only to take long positions on the same
currency. Can the two sets of parameters interfere with each other?

2. If I want the strategy to only trade short for example what setting do I put in the allowable trades for the opposite side e.g if I want to go short only if the confirming CCI is oversold this would be my input
Permissible trade on oversold : sell
Permissible trade on overbought:? (do I leave as both or put sell or buy?)

3.If the main CCI is for example on 1minute( 14 period) and confirming CCI is e.g on 60 min (1hr) (14 period) I would have to put confirming CCI period at (14 x 60= 840) is this correct?

I know these are basic questions but I do appreciate your time and thank you in advance for your reply.
Regards
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Re: Highly adaptable CCI Strategy

Postby Apprentice » Thu Dec 01, 2011 9:54 am

Indicators and strategies are working independently.
Therefore, set the parameters for both,
without conversion to HIGHER time frame.
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Re: Highly adaptable CCI Strategy

Postby 69TomD » Sun Feb 12, 2012 7:36 pm

Hello Codebase team! Thanks very much for all your work you have done for us.
I'd like to place a request for upgrading Highly adaptable CCI strategy or perhaps creating a new CCI strategy.

Basically, I'm looking for simple CCI strategy.
Buy [on a tick] when CCI crossover above 200, close position [on a tick] when CCI crossover bellow 200
Sell [on a tick] when CCI crosover bellow -200, close position [on a tick] when CCI crossover above -200

I wished I knew how to attach a pic that would explain everything

The overbought/oversold levels are adjustable, as well as there is a possibility to apply the strategy in multiple time frames [may be up to 4] and multiple currency pairs [ up to all of them].

A trade has an option to open in different CCI level than it closes. For example a long position would open at CCI 190, and will be closed at CCI 200 if previously above [Is it the confirmation?]. The trade that opened at CCI 190 and didn't reach level of 200 has the second chance close at CCI 190 crossover down. Same for oversold

I like the Highly adaptable CCI strat., but it should be supplemented with these parameters:

Open trade
-on a tick
-on a candle close
Close trade
-on a tick
-on a candle close
Overbought level adjustable-choose one
-min 100
-max 250
step 10
Oversold level adjustable - choose one
-min -100
-max -250
step 10
Currency pair
choose as many up to all of them
Time frame
choose up to 4 from: 1m - D1
If used stop and limit:
Limit order in pips
-min
-max
-step
Stop order in pips
-min
-max
-step

I don't know how to filter out possible multiple crossing of the set CCI level in a very short period of the time, when the indicator could be crossing up and down quickly. May be you have an idea. Waiting for candle close would ruin an idea of this strategy especially in short time frame.

Along with that, I'd like to have a CCI indicator that alerts chosen crossover level on tick. If there is one already on the website, pls let me know. I apologize

Thank you very much again

Tom
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Re: Highly adaptable CCI Strategy

Postby Apprentice » Mon Feb 13, 2012 5:52 am

Your request is added to development list.
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Re: Highly adaptable CCI Strategy

Postby fxcatty » Sun May 06, 2012 12:28 am

Hello.

Would be able to put a filter that only allows one new position for every 24 (x) hours?

I currently use the system that only takes Long only or Short only and allows multiple positions, but I want to limit it to opening only 1 position per day.

For a short term fix would I be able to turn the system to only take one open position at a time and just turn it on and off? Meaning I am taking Long only and one open position at a time. Guess what I am asking is if I 'reset' the system each day it start fresh and I can manage the open trades manually?

Thanks,
Matt
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Re: Highly adaptable CCI Strategy

Postby Apprentice » Sun May 06, 2012 4:22 am

Your request is added to the development list.
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Re: Highly adaptable CCI Strategy

Postby fxcatty » Thu May 10, 2012 9:36 am

Hello, I desperately need to add the code to this trading system that limits the MAXIMUM number of open positions. Since I allow multiple open positions I am receiving a margin call when the CCI indicator 'chops' around an entry level. For instance, I don't want more then 3 open positions. I could use the input no more then 3 signals.

Thanks,
Matt
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