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CCI sometimes opens/closes sometimes not
 Post subject: CCI sometimes opens/closes sometimes not Post rating: 0   New post Posted: Fri 12 May, 2017, 11:23 
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Joined: Sat 29 Apr, 2017, 13:52
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Location: Italy, Usseaux
Hello,

I have a question.

My base strategy has very simple rules: go long when CCIcurrent cross -100 or 100 from the bottom to the top and close long position when CCIcurrent cross -100 or 100 from the top to the bottom; for the short side just invert the rules. The question is: why sometimes the strategy opens/closes my positions and sometimes not?

Thank you


Attachments:
File comment: CCI base strategy
CCI.vfs [39.78 KiB]
Downloaded 133 times
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 Post subject: Re: CCI sometimes opens/closes sometimes not Post rating: 0   New post Posted: Mon 15 May, 2017, 13:39 
Visual JForex expert at Dukascopy
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Joined: Thu 18 Apr, 2013, 09:26
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Location: Switzerland, Geneva
Hi there,

Thanks for reaching out in this forum !
Your entry conditions are quite difficult to be realized on a time frame of 1H with the levels -100 & 100. Here is an example that cope your requirement, please test it and it doesn't meet what you expected please show on a chart your entry conditions with CCI levels.

Thanks


Attachments:
CCI_V2.vfs [34.64 KiB]
Downloaded 124 times
DISCLAIMER: Dukascopy Bank SA's waiver of responsability - Documents, data or information available on this webpage may be posted by third parties without Dukascopy Bank SA being obliged to make any control on their content. Anyone accessing this webpage and downloading or otherwise making use of any document, data or information found on this webpage shall do it on his/her own risks without any recourse against Dukascopy Bank SA in relation thereto or for any consequences arising to him/her or any third party from the use and/or reliance on any document, data or information found on this webpage.
 
 Post subject: Re: CCI sometimes opens/closes sometimes not Post rating: 0   New post Posted: Thu 18 May, 2017, 11:30 
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Joined: Sat 29 Apr, 2017, 13:52
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Location: Italy, Usseaux
Thank You Mr Amine,

Sorry but your strategy don't work like I would but in my strategy I have changed the shift parameter from 0 to 1 and now it seems to work fine.

Thank you so much.


 

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