T3-Smoothed CCI Trend Signals with Zero-Line Confirmation

Summary

This strategy smooths the Commodity Channel Index through a sequence of exponential filters to create a T3-CCI series. Its directional state is positive above zero and negative below zero, with entries taken in the corresponding long or short direction. The overview describes waiting for the same signal across two consecutive bars as confirmation intended to reduce noise, although the supplied source code switches position according to the sign of the filtered series and does not implement that two-bar confirmation explicitly.

The published test uses BTC/USDT Binance futures on 30-minute bars with 15-minute base data for about one week. It reports no returns, trade statistics, or comparison, so it cannot demonstrate strategy performance. The document warns that sideways markets can produce false signals, confirmation may delay entries, and reversals can create losses. It suggests parameter tuning and stop management, but the code itself contains no explicit stop-loss or profit-taking rule.

Key ideas

• CCI is passed through multiple exponential filters to produce a smoothed T3-CCI signal.
• The described method enters long above zero and short below zero, using persistence as confirmation.
• The source code does not explicitly enforce the overview's two-bar confirmation rule.
• The short BTC/USDT futures test reports no performance evidence, and no stop rule is coded.

Tags

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