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MTF MACD CCI Strategy

PostPosted: Wed Nov 23, 2011 4:42 pm
by Apprentice
MTF MACD CCI Strategy.png


Buying conditions:

1. cci [timeframe m5] > buy level {and}
2. macd[time frame m5] > signal [time frame m5] {and}
3. macd [time frame m5] < buy level {and}
4. cci[timeframe H1] > buy level {and}
5. macd[time frame H1] > signal [time frame H1] {and}
6. cci[time frame H4] > buy level {and}
7. macd[time frame H4] > signal [time frame H4] {and}
8. cci[time frame D1] > buy level {and}
9. macd[time frame D1] > signal [time frame D1]

Selling conditions:

1. cci [timeframe m5] < sell level
2. macd [time frame m5] < signal [time frame m5] {and}
3. macd [time frame m5] > sell level {and}
4. cci[timeframe H1] < sell level {and}
5. macd[time frame H1] < signal [time frame H1] {and}
6. cci[time frame H4] < sell level {and}
7. macd[time frame H4] < signal [time frame H4] {and}
8. cci[time frame D1] < sell level {and}
9. macd[time frame D1] < signal [time frame D1]

exit buy:

1. cci [timeframe m5] cross under buy level {or}
2. macd [time frame m5] cross under signal [time frame m5] {or}
3. cci[timeframe H1] cross under buy level {or}
4. macd[time frame H1] cross under signal [time frame H1] {or}
5. cci[time frame H4] cross under buy level {or}
6. macd[time frame H4] cross under signal [time frame H4] {or}
7. cci[time frame D1] cross under buy level {or}
8. macd[time frame D1] cross under signal [time frame D1]

exit sell:

1. cci [timeframe m5] cross over sell level {or}
2. macd [time frame m5] cross over signal [time frame m5] {or}
3. cci[timeframe H1] cross over sell level {or}
4. macd[time frame H1] cross over signal [time frame H1] {or}
5. cci[time frame H4] cross over sell level {or}
6. macd[time frame H4] cross over signal [time frame H4] {or}
7. cci[time frame D1] cross over sell level {or}
8. macd[time frame D1] cross over signal [time frame D1]

MTF MACD CCI Strategy.lua
(24.8 KiB) Downloaded 1187 times


I have add an option to choose, whether you want to use the Exit rules.
Also try playing with the Allow Multiple option.
The results are significantly different.

MT4/MQ4 version.
viewtopic.php?f=38&t=70465

Re: MTF MACD CCI Strategy

PostPosted: Wed Oct 21, 2015 3:03 pm
by Stance
Hi,

I'm trying to modify this strategy to add additional conditions such as current closing price (timeframe 4) is higher than previous closing price (timeframe 4).

What is the correct way to do this? I'm trying the following but it's not working.

Source[4].close[Source[4].close:size()-2] > Source[4].close[Source[4].close:size()-3]

Re: MTF MACD CCI Strategy

PostPosted: Thu Oct 22, 2015 4:49 am
by Apprentice
Source[4].close[Source[4].close:size()-1] > Source[4].close[Source[4].close:size()-2]

Re: MTF MACD CCI Strategy

PostPosted: Wed Dec 14, 2016 4:02 am
by Apprentice
Strategy was revised and updated.

Re: MTF MACD CCI Strategy

PostPosted: Thu Sep 17, 2020 11:21 am
by Claudio53
Hello everybody, could you please convert this strategy for MT4?

Re: MTF MACD CCI Strategy

PostPosted: Fri Sep 18, 2020 3:01 am
by Apprentice
Your request is added to the development list.
Development reference 2056.

Re: MTF MACD CCI Strategy

PostPosted: Mon Sep 21, 2020 11:45 am
by Apprentice

Re: MTF MACD CCI Strategy

PostPosted: Sun Sep 27, 2020 4:47 am
by Claudio53
Thank you for your reply, I saw that the strategy converted in mq4 has only one time frame, could you convert the multi time frame version?

Re: MTF MACD CCI Strategy

PostPosted: Mon Sep 28, 2020 4:10 am
by Apprentice
Your request is added to the development list.
Development reference 2118.

Re: MTF MACD CCI Strategy

PostPosted: Thu Oct 01, 2020 3:22 am
by Apprentice
CCI_MACD_EA.mq4
(59.77 KiB) Downloaded 383 times

Try this version.