CCI + EMA with RSI Cross Strategy by rwestbrookjr
By rwestbrookjr
Performance Metrics
- Author: rwestbrookjr
- Symbol: AMEX:SPY
- Timeframe: 5 minutes
- Net P&L: +2,623.00 USD (+0.26%)
- Win Rate: 46.5%
- Profit Factor: 1.625
- Max Drawdown: 774.00 USD (0.08%)
- Total Trades: 71
- Sharpe Ratio: −0.048
Description
Apr 25, 2022This strategy uses the CCI + 2 RSIs + 2 EMAs to generate trade signals. Trades are only taken during the normal trading session and all open trades are closed 15 min before the close of the current session. A trailing stop loss is used and is customizable. Not trading advice, use at your own risk.Apr 25, 2022Release NotesUpdated name and title to be more accurate.Apr 25, 2022Release NotesUpdated default stop loss to reflect best starting point.Apr 25, 2022Release NotesMinor cleanups and better labeling of inputs.Apr 25, 2022Release NotesAdded crosses to indicate trailing stop position. Also set for orders to fire on close of trigger bar and not the bar after.Apr 27, 2022Release NotesModified default values for CCI Cutoff and Trail Loss settings for current max profit on 5 min chart (SPY).Changed Trailing Stop track point from Close to SlowEMA (20 period).Fixed a bug in display of current Stop Loss indicator so that only shows for valid trade. Previously would show stop loss for a long trade when short and vice versa.Apr 27, 2022Release NotesCorrected error in stop price calculation.May 3, 2022Release NotesUpdated entry conditions.