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.