CASPI_CCI_2014

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CASPI_CCI_2014 JANUARY STRATEGY - 4 Hour time period, Simple Moving Average (18) trend was used a indicator. Duble Commandity Channel Index (14) standard was used. Time period 15 minute. Transaction Rules -İf price above of SMA indicator, it will be buying process. If price below of SMA indicator, it will be selling process. -If CCİ rules will be come true, the strategy will transact. The strategy have to abide the above condition. Commandity Channel Index Condition: Buying Process -CCİ_Prev have to become little to (-120) . - If CCİ_Current is greater than CCİ_Prev, buying. Selling Process -CCİ_Prevhave to great to (120). -If CCİ_Current as small as CCİ_Prev, selling Process Closure -The strategy closes the process to, flowed by close and cansel position.
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