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rev. 01/06/97 System Explanation: Buy when the Moving Average crosses up through the CCI and sell on the reverse condition System Formula: | ||||
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CCI Moving Average Crossover System Test Enter Long: When( CCI( opt1 ) ,< ,Mov( CCI( opt1 ) ,opt2 ,E ) ) AND When( Ref( CCI(opt1),-1) ,>= ,Ref( Mov( CCI( opt1 ) ,opt2 ,E ) ,-1 ) ) Enter Short: When( CCI( opt1 ) ,> ,Mov( CCI( opt1 ) ,opt2 ,E ) ) AND When( Ref( CCI(opt1),-1) ,<= ,Ref( Mov( CCI( opt1 ) ,opt2 ,E ) ,-1 ) ) Optimization Variables: Opt1: Min = 5 Max = 40 Step = 1 Opt2: Min = 5 Max = 40 Step = 1
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