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I am trying without success to write a stategy I can backtest where the long signal is the crossing of the CCI 6 period up thru the zero line and short crossing down thru the zero line. Any help??
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Doodah
The attached efs should do what you asked.
Alex
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CCI Strategy
Alexis, Thank you very much for helping so quickly. It seems to work fine. My next step is to add a filter where no trade is taken unless the 14 cci is above the zero line for more than 5 bars and no shorts taken unless the 14 cci is below zero for more than 5 bars preceeding the 6 period signal. Can you help with this as well? Many thanks.Comment
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Doodah
The attached revision of the efs should do what you asked.
The bar counter is set to 5 by default but can be modified through Edit Studies.
At this point I think you should have available enough examples to adjust/modify this efs to your liking
Alex
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