CB: CCI & MFI Strategy

23 พ.ย. 2017

Custom Development for a Backtest Rookies professional services customer. Published for customer testing and acceptance.

https://backtest-rookies.com/professional-services/

24 พ.ย. 2017

เอกสารเผยแพร่

Update - Added Start and End date inputs to control backtest period.

25 พ.ย. 2017

เอกสารเผยแพร่

Fixed for bug introduced in last update

25 พ.ย. 2017

เอกสารเผยแพร่

Update to change stop logic to move with the open rather than close price

25 พ.ย. 2017

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Changes:

• Added ability to trade in one direction only
  
• Added a custom trailing stop
  
• Fixed Heikinashi source issue
  

27 พ.ย. 2017

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Update to always exit with a traling stop. Do not allow opposite signals to exit a position.

28 พ.ย. 2017

เอกสารเผยแพร่

New Features

• Added EMA filter to MFI entry
  
• Added wait period variable to wait for a favourable EMA conditions following an entry signal
  

29 พ.ย. 2017

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Update to stop double entry when both entry conditions evaluate true at the same time.

7 ธ.ค. 2017

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Update with new features:

• Seperate EMA settings for MFI
  
• Added min consecutive down days setting
  
• Added consecutive checks for CCI entry
  
• Added TP setting
  
• Added seperate trade direction control for MFI - So the trade direction can be set independently of CCI
  

Fixes

• Fix for consecutive days check.
  
• Fix typos in parameter description strings
  

8 ธ.ค. 2017

เอกสารเผยแพร่

Fix for bug consecutive up / down days bug introduced in last update

22 ธ.ค. 2017

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Update

Added independent take profit and stop loss inputs for the short side.