4H CCI Strategy 1.3

Gold/U.S. DollarFXCM

Description

⋅ 7 oct. 2015 06:52

Still working on fixing the code 100%.
Will update with a new version soon.
This one's fine tuned for gold (tp and sl size, and contract size for a 100k account)

Cheers,

Ivan Labrie
Time at Mode FX

Commodity Channel Index (CCI)timeatmode rgmov Gold

Commentaires

IvanLabrie

⋅ 7 oct. 2015 07:18

Sorry for the spam, see new version: tradingview.com/script/27DWrT5B-4H-CCI-Strategy-1-4/

Try it, adjust tp and sl and lot size...Forex is amount of dollars, gold is contracts, etc.

IvanLabrie

⋅ 7 oct. 2015 07:18

Results are quite decent I think :D

ender.genom

⋅ 7 oct. 2015 07:09

na(cci(ohlc4, 11))? realy simple strategy

IvanLabrie

⋅ 7 oct. 2015 07:09

I'll post the new one now. It's simple, best for range trading scenarios.

IvanLabrie

⋅ 7 oct. 2015 07:03

Here's 1.4:

//@version=2
strategy("4H CCI Strategy 1.4", overlay=true)
length = input( 11 )
overSold = input( -150 )
overBought = input( +150 )
price1 = high
price2 = low
ucci = cci(price1, length)
dcci = cci(price2, length)
vcci = cci(ohlc4, 11)
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=5)
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)

61% hit rate in oil 3:1 r/r

IvanLabrie

⋅ 7 oct. 2015 07:08

//@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)
vcci = cci(ohlc4, 11)
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=5)
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)

43% hits, 3:1 r/r in 4h gold

MANOLIS

⋅ 7 oct. 2015 06:53

Nice, thank you :)

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