Combining RSI, CCI, and Moving Averages for Position Targets

Summary

The document presents a rules-based BTCUSD trading example that derives three directional signals from recent price bars: RSI thresholds, CCI thresholds, and a comparison between fast and slow simple moving averages. It sums those signals and scales the result to form a target position, then compares that target with the current signed position. If they differ, it submits a limit order at the current best bid or ask for the difference in size.

The example retrieves market data and positions through an exchange client, refreshes the indicators on a scheduled interval, and cancels existing open orders before placing a replacement. It provides implementation details but no backtest, performance evidence, or risk controls. The code also relies on external client behavior and shared market state, so it is an illustrative prototype rather than a validated or production-ready strategy.

Key ideas

• RSI, CCI, and fast-versus-slow moving average comparisons each produce a directional signal.
• The example adds the signals and scales their sum into a target position.
• It compares the target with the current signed position to determine order direction and size.
• Orders are submitted as limits at the best bid or ask after existing orders are cleared.
• The document gives no performance testing or explicit risk-management method.

Tags

From a private course collection; the original is not published.