CCI Thresholds Filtered by Moving Average Direction
Summary
The expert advisor combines the Commodity Channel Index with a moving average to condition CCI entry thresholds on the moving average’s direction. When the average rises, the system uses one pair of CCI levels for buying and selling; when it falls, it reverses those levels. The stated aim is to reduce trades that run against strong directional moves while seeking to capture subsequent price movement.
The document also describes an optional hour-based trading window. Its logic supports windows within a day and windows that cross midnight, using the platform’s current time. No market, timeframe, parameter calibration, trade records, or performance results are supplied, so the strategy’s effectiveness and robustness cannot be assessed from this description. The threshold rules and time filter are implementation details, not evidence of profitability.
Key ideas
- The EA combines CCI thresholds with the direction of a moving average.
- Rising and falling moving averages activate different CCI buy and sell levels.
- An optional time filter can cover an intraday interval or one crossing midnight.
- The description provides no backtest or live results to validate the strategy.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.