This strategy uses the CCI + 2 RSIs + 2 EMAs to generate trade signals. Trades are only taken during the normal trading session and all open trades are closed 15 min before the close of the current session. A trailing stop loss is used and is customizable.
Not trading advice, use at your own risk.
リリースノート
Updated name and title to be more accurate.
リリースノート
Updated default stop loss to reflect best starting point.
リリースノート
Minor cleanups and better labeling of inputs.
リリースノート
Added crosses to indicate trailing stop position. Also set for orders to fire on close of trigger bar and not the bar after.
リリースノート
Modified default values for CCI Cutoff and Trail Loss settings for current max profit on 5 min chart (SPY). Changed Trailing Stop track point from Close to SlowEMA (20 period). Fixed a bug in display of current Stop Loss indicator so that only shows for valid trade. Previously would show stop loss for a long trade when short and vice versa.