CCI + EMA with RSI Cross Strategy

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.

เอกสารเผยแพร่:

Updated name and title to be more accurate.

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Updated default stop loss to reflect best starting point.

เอกสารเผยแพร่:

Minor cleanups and better labeling of inputs.

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Added crosses to indicate trailing stop position. Also set for orders to fire on close of trigger bar and not the bar after.

เอกสารเผยแพร่:

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.

เอกสารเผยแพร่:

Corrected error in stop price calculation.

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Updated entry conditions.