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CCI Moving Average Crossover System 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:

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

 

e-st-CCI_Moving_Average_Crossover_System_Test.gif
Source / From: TOP
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