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Like most oscillators, the CCI can be used to signal reversals (assume mean
reversion at extremes) or breakouts. For example, stochastics is usually
used in countertrend systems, but can be used in trend systems - like the
stochastic pop.
-----Original Message-----
From: MG Ferreira [mailto:quant@xxxxxxxxxxxxxxxx]
Sent: Monday, March 07, 2005 2:15 PM
To: equismetastock@xxxxxxxxxxxxxxx
Subject: [EquisMetaStock Group] Re: CCI Moving Average Crossover System
Hi there,
This is my second reply, I replied earlier and it seems that reply is
missing. Could be my mistake, but if this later on appears twice, ignore at
your option any one!
Below I give a much simpler version of what I gather you are trying to do.
What I find strange is that you go long when the CCI falls below the moving
average or signal line, normally you would use it the other way around.
Anyhow, if you want to go long when the CCI rises above the signal, just
swap the two around.
Regards
MG Ferreira
TsaTsa EOD Programmer and trading model builder
http://tsatsaeod.ferra4models.com http://www.ferra4models.com
Enter long when CCI falls below signal line?:
cross( mov( cci( opt1 ), opt2, E ), cci( opt1 ) )
Enter short when CCI rises above signal line?:
cross( cci( opt1 ), mov( cci( opt1 ), opt2, E ) )
--- In equismetastock@xxxxxxxxxxxxxxx, "aaapittsburgh" <aaapittsburgh@xxxx>
wrote:
>
>
> I'm new to Metastock and I found a CCI system on the trader.online.pl
> site, but I seem to have a problem with it. For some reason, it only
> gives me long signals, and no short signals. The code is:
>
> 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
>
> Any help with this would be greatly appreciated.
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