CCI-Trend Strategy

hikmetsezen アップデート済   
Strategy for backtesting for the CCI-Trend indicator
link to the CCI-Trend:
explanation for indicator:
CCI-Trend is a trend trailing strategy based on sign alternation of the current CCI value.

The upper and lower bands are defined by hl2 , ATR, and factor of ATR. The main TrendLine is combination of conditions of CCI-above-zero and CCI-below-zero.

The main CCI-Trend code is adapted from https://www.wisestocktrader.com/indicato... just as the TrendLine calculation.

At the moment CCI-Trend Strategy indicator is free to use, and the code is hidden.

HikmetSezen @HikmetSezen58 on twitter .
リリースノート: For a better backtest,
- Time range module as start and stop periods is added
- Order size is set to 100 percent of equity as default, so now the net profit is calculated properly. For example, this indicator offer a 1000% gain in cash balance from 1.1.2017 for BTCUSD pair in a 1-day period.