4H CCI Strategy 1.4
Here's the last version...quick hack job.
I'm sure it can be improved, but this is a rough sketch, code wise.
The strategy works in range bound enviroments, so cointegrated pairs like AUDCAD will shine with it.
Cheers,
Ivan Labrie
Time at Mode FX
I'm sure it can be improved, but this is a rough sketch, code wise.
The strategy works in range bound enviroments, so cointegrated pairs like AUDCAD will shine with it.
Cheers,
Ivan Labrie
Time at Mode FX
//@version=2
strategy("4H CCI Strategy 1.4", overlay=true)
length = input( 11 )
overSold = input( -100 )
overBought = input( +100 )
price1 = high
price2 = low
ucci = cci(price1, length)
dcci = cci(price2, length)
tp = input(title='Take profit in ticks:', type=float, defval=3000.0)
sl = input(title='Stop loss in ticks:', type=float, defval=1000.0)
trade_size = input(title='Trade Size:', type=float, defval=500000)
strategy.entry("CCILE", strategy.long, comment="CCILE",qty=trade_size, when=crossover(dcci, overSold))
strategy.exit(id="CCILE", profit = tp, loss = sl)
strategy.entry("CCISE", strategy.short, comment="CCISE",qty=trade_size,when=crossunder(ucci, overBought))
strategy.exit(id="CCISE", profit = tp, loss = sl)
//plot(strategy.equity, title="equity", color=red, linewidth=2, style=areabr)