CCI + EMA with RSI Cross Strategy

2022년 4월 25일

This strategy uses the CCI + 2 RSIs + 2 EMAs to generate trade signals. Trades are only taken during the normal trading session and all open trades are closed 15 min before the close of the current session. A trailing stop loss is used and is customizable.

Not trading advice, use at your own risk.

2022년 4월 25일

릴리즈 노트

Updated name and title to be more accurate.

2022년 4월 25일

릴리즈 노트

Updated default stop loss to reflect best starting point.

2022년 4월 25일

릴리즈 노트

Minor cleanups and better labeling of inputs.

2022년 4월 25일

릴리즈 노트

Added crosses to indicate trailing stop position. Also set for orders to fire on close of trigger bar and not the bar after.

2022년 4월 27일

릴리즈 노트

Modified default values for CCI Cutoff and Trail Loss settings for current max profit on 5 min chart (SPY).
Changed Trailing Stop track point from Close to SlowEMA (20 period).
Fixed a bug in display of current Stop Loss indicator so that only shows for valid trade. Previously would show stop loss for a long trade when short and vice versa.

2022년 4월 27일

릴리즈 노트

Corrected error in stop price calculation.

2022년 5월 3일

릴리즈 노트

Updated entry conditions.