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CCI Moving Average Crossover System Test

System for: MetaStock

 

 

Views:  2456

Added: January 26, 2007
 
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Tags: MetaStock, system
 


System Explanation:

Buy when the Moving Average crosses up through the CCI and sell on the reverse condition

 

 



Code:

CCI Moving Average Crossover System Test

Enter Long:

When( CCI( opt1 ) ,< ,Mov( CCI( opt1 ) ,opt2 ,E ) ) AND
When( Ref( CCI(opt1),-1) ,>= ,Ref( Mov( CCI( opt1 ) ,opt2 ,E ) ,-1 ) )

Enter Short:

When( CCI( opt1 ) ,> ,Mov( CCI( opt1 ) ,opt2 ,E ) ) AND
When( Ref( CCI(opt1),-1) ,<= ,Ref( Mov( CCI( opt1 ) ,opt2 ,E ) ,-1 ) )


Optimization Variables:

Opt1:
Min = 5 Max = 40 Step = 1

Opt2:
Min = 5 Max = 40 Step = 1


 




 

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Source: http://www.traders.com

 

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