MA and CCI Oversold Entries with Fixed-Size Averaging and Trailing Profit

Summary

This long-only cryptocurrency strategy combines a short moving-average crossunder with a CCI oversold signal. The default setup uses 1-hour signals, and its AND mode allows both events to align within a configurable keep-alive window; OR mode accepts either signal. It opens one position at a time and can add fixed quote-size orders when price falls by configured percentages from the base entry. The defaults scale five averaging orders upward, increasing exposure as the market moves against the position.

The exit can use a hard stop and a take-profit trigger with a trailing deviation, or a fixed take profit when trailing is disabled. The document describes a bot configuration and includes execution assumptions, date filtering, and webhook alerts, but supplies no performance results. The averaging ladder is bounded, yet the listed setup has no guarantee that price will recover enough to exit; outcomes depend on asset behavior, fill assumptions, costs, and the chosen sizing and risk settings. Backtest and execution behavior may also differ across chart timeframes.

Key ideas

• The entry combines a fast moving-average crossunder and a CCI threshold crossing, with configurable AND or OR logic.
• In AND mode, a recent signal remains eligible for alignment over a limited number of bars.
• Averaging orders trigger at fixed declines from the initial entry and increase the position size.
• The exit combines a configurable stop with either a trailing take profit or a fixed target.
• The supplied document contains no backtest evidence to establish the strategy’s profitability.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.