CCI MTF Ob+Os

CCI

通用策略

创建日期: 2022-05-16 17:07:33

最后修改: 4 年前

复制: 4

点击次数: 1302

ChaoZhang

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Hello Traders,

This is a simple Commodity Channel Index ( CCI ) indicator with multi-timeframe (MTF) overbought and oversold level.

It can detect overbought and oversold level up to 5 timeframes, which help traders spot potential reversal point more easily.

There are options to select 1-5 timeframes to detect overbought and oversold.

Green Background is "Oversold" , looking for "Long".
Red Background is "Overbought" , looking for "Short".

Have fun :)

backtest

策略源码

Pine

/*backtest
start: 2022-04-15 00:00:00
end: 2022-05-14 23:59:00
period: 12h
basePeriod: 15m
exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}]
*/

// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © thakon33
//    __  __        __             ____ ____
//   / /_/ /  ___ _/ /_____  ___  |_  /|_  /

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