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CCI Moving Average Crossover
Test
MetaStock Trading System
System Explanation: Buy when the Moving Average
crosses up through the CCI and sell on the reverse condition.
| Signal Formulas |
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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 ) ) |
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| Optimization Variables |
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| Opt1: Min = 5 Max =
40 Step = 1 |
| Opt2: Min = 5 Max =
40 Step = 1 |
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