CCI Scalping Strategy by tweakerID
By tweakerID
Performance Metrics
- Author: tweakerID
- Symbol: BINANCE:BCHUSDTPERP
- Timeframe: 5 minutes
- Net P&L: +7,274.98 NONE (+72.83%)
- Win Rate: 61.8%
- Profit Factor: 1.284
- Max Drawdown: 2,169.00 NONE (12.33%)
- Total Trades: 471
- Sharpe Ratio: 0.331
Description
---From the "Bitcoin Trading Strategies" book, by David Hanson---After testing, works better with an ATR stop instead of the Strategy Stop. This parametercan be changed from the strategy Inputs panel."CCI Scalping StrategyRecommended Timeframe: 5 minutesIndicators: 20 Period CCI, 20 WMALong when: Price closes above 20 WMA and CCI is below -100, enter when CCI crosses above -100.Stop: Above 20 WMA"