CSI_Optimize 0

Posted on 2, February 2016

in Category SID


Description for CSI_Optimize SID 502

Test

CSI Optimize/sid Notes for this Trading Account:

A Simple CCI based system

Rules:
Buy using CCI as an oscillator
Sell using CCI as divergence with price

CSI Optimize/sid Rules for this Trading Account:

CSI Optimize/sid Notes for this Trading System:

CSI Optimize/sid Rules for this Trading System:

CSI Optimize/sid Bar event logic:

#Basic CCI system, buy using CCI as an oscillator
#Sell using CCI as divergence with price

if (not Position) {
  #We have no position, buy if the CCI today is less than -100
  BuyOpen if Today(CCI($period))<-100;
}
else {
  #We have a position, look for a divergence and exit
  if (Today(Highest(High,$back))==HighPrice) {
    if (Today(Lowest(CCI($period),$back))==Today(CCI($period))) {
      SellOpen;
    } 
  }
}

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