Apprentice wrote:The strategy was revised and updated.
@ Apprentice:
I encountered a very strange problem when using version 1 trading strategy, as follows:
my trading rules:
1, Open short when cci 5 and cci 20 cross under 100 at the same time, or open long when cci 5 and cci 20 cross over -100 at the same time;
2, When open short, if a long position is holding, then close the long position first; vice versa
problem:
After backtesting, it is found that this strategy only open long trades, and there is not any short trades opened. No matter which time frame is used, the same problem is encountered.
Whether it is due to wrong strategy parameter setting or other reasons? Please help me out with this problem, thanks a lot!