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3 CCI“旗帜”交易 (3 CCIs 'Flag' Trading)

author emer | 0 人阅读 | 0 人评论 |
来源:ForexFactory · Trading Systems · 原帖链接
原帖作者:fosters
发布日期:First Post: Dec 7, 2011 1:38am | Edited Jan 15, 2012 5:18am
I am sharing this for sincere opinion from FF community of its viability in long term trading. I have limited resources for backtests and forward tests and hope those that do willl have a look and give their opinion.

The system is actually an offshoot of Divergence Flag Trading in this thread and mostly evolve from this post by Clivepackham here.

I noticed that it needs fast fingers for entry at the 1pip high/low of sub (signal) bar, so I sent an EA request to Ronald Raygun on his website which he graciously obliged freely and also gave permission for its share on FF here.

I did manual backtests from February till September and had only 1 losing month. I traded live on Alpari in October and November with win/loss/be of 35/20/16 and 31/19/8 respectively.

The EA is all that is required for the system. I include a copy of valid short and long trades with setable parameters.

The EA is based on this rule:
Trading Hours: Frankfurt Open to London Close (not yet included in EA)
System Setup:
1. 3 CCIs period 8,40,120 apply to Typical Price (HLC/3)
2. SMA period 10 apply to Median Price (HL/2).
Trading Rule:
TimeFrame: 1min
Setup 1 - The bar when all 3 CCIs move above 50 at same time is signal bar.
Setup 2 - Initially CCI 120 is above 50, then the bar when the 2 remaining CCIs move above 50 is signal bar.
Setup 3 - Initially CCI 40 is above 50, then the bar when the 2 remaining CCIs move above 50 is signal bar.
Signal bar Low must be less than 2.4pips from the SMA and less than 11pips from last fractal/low.
Enter Long if any next 3 bars break High of the signal bar by 1pip. SL 15pips, TP 16pips. Move to BE at 10 pips
Short is as above when the rules are met below -50

If there is anything to add, will always edit this first post.

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