Monday, April 11, 2011

CCI Moving Average Crossover System Test

CCI Moving Average Crossover System Test
System Explanation:
Buy when the Moving Average crosses up through the CCI and
sell back condition
System equation:
Enter Long:
When (CCI (opt1), <, MOV (CCI (opt1), opt2, E)) AND When (Ref (CCI (opt1), -1),> =, Ref (Mov (CCI (opt1), opt2, E ), -1))
Enter Short:
When (CCI (opt1),>, MOV (CCI (opt1), opt2, E)) AND When (Ref (CCI (opt1), -1), <=, Ref (Mov (CCI (opt1), opt2, E ), -1))
Optimization variables:
Opt1:
Min = 5 max = 40 step = 1
Opt2:
Min = 5 max = 40 step = 1

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