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MetaStock
Trading System - CCI
Moving Average Crossover Test
rev. 01/06/97
System
Explanation:
Buy when the
Moving Average crosses up through the CCI and
sell on the reverse condition
System
Formula:
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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