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MACD CCI Strategy
Source: https://fxcodebase.com/code/viewtopic.php?f=31&t=8341
Forum: 31 · Topic 8341 · 19 post(s)
MACD CCI Strategy
Apprentice · Tue Nov 22, 2011 1:35 pm
buying condition:
- cci [period14] > buy level { and}
- macd line cross over signal line { and}
- signal line < buy level {0}
selling condition:
- cci [ period 14] < sell level{ and }
- macd line cross under signal line { and }
- signal line > sell level {0}
exit buy conditions:
- cci cross below buy level { or}
- macd line cross under signal line
exit sell conditions:
- cci cross above sell level {or}
- macd line cross above signal line
The Strategy was revised and updated on November 21, 2018.
Re: MACD CCI Strategy
transformer · Wed Nov 23, 2011 2:27 am
hi apprentice,
i request an indicator based on this strategy with bigger time frame feature.
GREEN COLOR:
- cci [period 14] > 0 and macd line > signal line
RED COLOR:
- cci [ period 14] < 0 and macd line < signal line
YELLOW COLOR
-
cci > 0 and macd line< signal line {or}
-
cci < 0 and macd line> signal line
thank you
Re: MACD CCI Strategy
Apprentice · Wed Nov 23, 2011 1:32 pm
Requested can be found here. viewtopic.php?f=17&t=8389
Re: MACD CCI Strategy
transformer · Wed Nov 23, 2011 4:22 pm
thank you very much.
Re: MACD CCI Strategy
nicdu40 · Fri Nov 25, 2011 3:08 pm
hello , i’m new member here, first thank for all.
i modified this strategy like this :
buy condition : macd line cross over signal line and signal line < - 0.0000X x line 0 and macd line [period -1] < macd line [periode] - X <————————-
in fact i would want find something to change this last line by “macd line cross over signal line” whith X degres (betwen 45° and 135°for example) . can you help me please?
this is a part of the modified code:
– buying condition:
if core.crossesOver( Short[“MACD”], Short[“SIGNAL”] , period) and Short[“MACD”][period] < - MACDBS / 100000 and Short[“MACD”][period -1] < - MACDec / 100000 + Short[“MACD”][period]
then if Direction then BUY(); else SELL(); end
–selling condition:
elseif core.crossesUnder( Short[“MACD”], Short[“SIGNAL”] , period) and Short[“MACD”][period] > MACDBS / 100000 and Short[“MACD”][period -1] > MACDec / 100000 + Short[“MACD”][period]
then
if Direction then SELL(); else BUY(); end end
-- exit buy conditions
if core.crossesUnder( Short[“MACD”], Short[“SIGNAL”] , period) and (( Short[“MACD”][period] < - MACDBS /100000 ) or (( Short[“MACD”][period -1] > MACDec / 100000 + Short[“MACD”][period] ) and Short[“SIGNAL”][period] < MACDBS /100000 ))
then
if Direction then if haveTrades(“B”) then exit(“B”); Signal (“Close Long”); end else if haveTrades(“S”) then exit(“S”); Signal (“Close Short”); end
end end –exit sell conditions:
if core.crossesOver( Short[“MACD”], Short[“SIGNAL”] , period) and (( Short[“MACD”][period] > MACDBS /100000 ) or (( Short[“MACD”][period -1] < Short[“MACD”][period] - MACDec / 100000 ) and Short[“SIGNAL”][period] > - MACDBS /100000 ))
then if Direction then if haveTrades(“S”) then exit(“S”); Signal (“Close Short”); end
else
if haveTrades(“B”) then exit(“B”); Signal (“Close Long”);
Re: MACD CCI Strategy
Apprentice · Sat Nov 26, 2011 4:49 am
X degres ? Do you think the pips. I’m not sure, from where degrees came. Describe to me what you want, add the formula. I’m not sure that it is wisest to read your code.
Re: MACD CCI Strategy
nicdu40 · Sat Nov 26, 2011 8:48 am
for this example i want sell if angle (macd/signal) > X degres
i think i found :
but the angle is not realy the true angle but i think it’s a good indice
tanMACD= (macd(period-1) -macd(period)
tanSIGNAL= signal(period-1) -signal(period)
angle(in radian) = math.atan (tanMAcD) + math.atan (tanSIGNAL)
thank you
Re: MACD CCI Strategy
Apprentice · Sat Nov 26, 2011 10:27 am
Here you have a serious problem.
X axis. We use periods Y axis. We use Value These are apples and pears. And as such, does not mix.
What is the distance between two points on the x axis.
I suppose I could use the average change in some time. As a reference value for the distance between two points on the X axis.
I suggest something simpler. Difference in slope. A = MACD [period]-MACD [period-1] B = Signal [period] - Signal [period-1]
Difference = A - B
Basically it is a histogram. You should only define trigger level for it.
Re: MACD CCI Strategy
nicdu40 · Sat Nov 26, 2011 11:01 am
Yes ! its more simpler, and also effective, thank you very mutch!!!
Re: MACD CCI Strategy
Apprentice · Sun Nov 27, 2011 3:31 pm
This is a simple MACD Zero line, Cross Strategy. As an additional filter you can add a minimum difference of MACD histogram, that must be achieved, in order to enter the trade.
buying condition:
MACD / MACD Buy LineCrossover and Histogram[period-1] - Histogram[period] < Trigger
selling condition: MACD / MACD Sell LineCrossunder Histogram[period-1] - Histogram[period] > Trigger
exit buy conditions: MACD / MACD Buy LineCrossunder and Histogram[period-1] - Histogram[period] > Trigger
exit sell conditions: MACD / MACD Sell LineCrossover and Histogram[period-1] - Histogram[period] < Trigger
This is only first draft. I hope that I understood the intent.
Re: MACD CCI Strategy
nicdu40 · Mon Nov 28, 2011 3:57 pm
yes it’s what i say just a change for me :
i change this if core.crossesOver( Short[“MACD”], MB , period) and math.abs(Short[“Histogram”][period-1] - Short[“Histogram”][period]) > Trigger by:
if core.crossesOver( Short[“Histogram”, zero , period) and math.abs(Short[“Histogram”][period-1] - Short[“Histogram”][period]) > Trigger
or if core.crossesOver( Short[“MACD”], Short[“signal”] , period) and math.abs(Short[“Histogram”][period-1] - Short[“Histogram”][period]) > Trigger
can you help me once more, i would want this strategy whith “macd+ cci + RSI + BB like the RSI-MACD-BB strategy but this cci macd strategy base please thank you .
Re: MACD CCI Strategy
Apprentice · Mon Nov 28, 2011 6:11 pm
I need more info on second Strategy. Entry And Exit Rules.
Re: MACD CCI Strategy
nicdu40 · Tue Nov 29, 2011 6:26 pm
ok : macd/cci/rsi/bb startegy
CCIBS=CCI buy/sell level (level sell = -level buy) RSIBS=CCI buy/sell level (level sell = -level buy) CCICLOSE=CCI LEVEL close (~138) MACDBS=MACD level buy/sell (level sell = -level buy) Trigger=Trigger Level (~ 0.000158) TriggerCLOSE= TriggerCLOSE ratio (~1.63) BB_gapB= bb gap for long BB_gapS= bb gab for short
buying condition:
if macd crossesover signal and macd < - macdBS and Histogram [period-1] - Histogram[period]) > Trigger and rsi>RSIBS
selling condition:
if macd crossesunder signal and macd > macdBS and Histogram [period-1] - Histogram[period]) > Trigger and rsi<-RSIBS and bb exit buy condition if CCI crossesunder CCICLOSE and Histogram [period-1] * TriggerCLOSE > Histogram [period] and BB.TL[period]-BB.BL[period]>=BB_gapB*pipSize and source[period]>BB.AL[period]
exit sell condition if CCI crossesover - CCICLOSE and Histogram [period-1] * TriggerCLOSE > Histogram [period] and BB.TL[period]-BB.BL[period]>=BB_gapS*pipSize and source[period]<BB.AL[period]
it is tests I will post the strategy optimized later thank you
Re: MACD CCI Strategy
Apprentice · Thu Dec 01, 2011 9:47 am
Your request is added to the developmental cue.
Re: MACD CCI Strategy
Apprentice · Sat Dec 03, 2016 7:40 am
Bump up.
Re: MACD CCI Strategy
Avignon · Fri Jul 26, 2019 8:07 am
Hello,
Already there is a bug in the notification: either I have the dialog box alert or I have the email alert, but not both at the same time. And for the same parity.
Otherwise I would like the following improvements:
- dialog box alert in option
- add end of turn
A model: viewtopic.php?f=17&t=64970#p114057
Thank you.
Re: MACD CCI Strategy
Apprentice · Sun Jul 28, 2019 7:31 am
Your request is added to the development list under Id Number 4812
Re: MACD CCI Strategy
Apprentice · Mon Jul 29, 2019 3:19 pm
Try it now. (Topmost/First post in the topic)
Re: MACD CCI Strategy
Avignon · Mon Jul 29, 2019 6:09 pm
Really? I saw some added features but not the ones requested.