The strategy uses DMI and CCI to identify trading opportunities. It
will open a long position when DI+ > DI- and CCI > 100; or a short
position when DI+ < DI- and CCI < -100. Stop Loss depends on the ATR,
take profit will be the Stop Loss×1.35.
This strategy is similar to the strategy running last month, but
cancel trailing stop loss and increase take profit setting.