CCI 0Trend Strategy (by Marcoweb) v1.0 by Intuitrading
By version
Performance Metrics
- Author: version
- Symbol: FX:EURUSD
- Timeframe: 1 minute
- Net P&L: +0.08 USD (+0.00%)
- Win Rate: 72.8%
- Profit Factor: 1.753
- Max Drawdown: 0.01 USD (0.00%)
- Total Trades: 592
- Sharpe Ratio: −1,001.4
Description
Hi guys,I am trying to create a strategy that consists in the crossover/under of the 0 line of the Commodity Channel Index. Every time the price crosses over the 0 line in the CCI the strategy has to long getting short on the cross under and viceversa. I have published here another script strategy (consists in a crossover/under of the Overbought/Oversold levels of the CCI) that works so I could have the opportunity to share with you the main idea that as per now is mistaken: //version=2 strategy(title="CCI 0Trend Strategy (by Marcoweb) v1.0", shorttitle="CCI_0T_Stra_v1.0", overlay=true) ///////////// CCI length = input(20, minval=1) src = input(close, title="Source") ma = sma(src, length) cci = (src - ma) / (0.015 * dev(src, length)) plot(cci, color=black) band1 = hline(100, color=blue, linestyle=solid) band0 = hline(-100, color=red, linestyle=solid) bandl = hline(0, color=orange, linestyle=solid) fill(band1, band0, color=olive) p1 = plot(band0, color=red,title="-100") p2 = plot(band1, color=blue,title="100") p3 = plot(bandl, color=orange,title="0") ///////////// CCI 0Trend Strategy (by Marcoweb) v1.0 Strategy if (not na(cci)) if (crossover(cci, bandl) strategy.entry("CCI_L", strategy.long, stop=bandl, oca_type=strategy.oca.cancel, comment="CCI_L") else strategy.cancel(id="CCI_L") if (crossunder(cci, bandl) strategy.entry("CCI_S", strategy.short, stop=bandl, oca_type=strategy.oca.cancel, comment="CCI_S") else strategy.cancel(id="CCI_S") //plot(strategy.equity, title="equity", color=red, linewidth=2, style=areabr)With this coding I get the error : line 24 (if (crossover(cci, bandl): mismatched input '|E|' expecting RPARHope you like the idea ;)