CB: CCI & MFI Indicator

Nov 23, 2017

Custom Indicator development for a Backtest Rookies professional services customer. Published for customer testing and acceptance.

https://backtest-rookies.com/professional-services/

Nov 29, 2017

Release Notes

Major New Release

• Strategy logic added to the indicator to allow automation through alerts
  
• Go Long, Go Short and Close position alerts added
  
• Tracking of when the indicator is in an imaginary position so that further long / short signals are not generated.
  
• Tracking of an imaginary stop loss to trigger a close alert and reset the position to 0.
  
• Plotting changed to show position status for testing.
  

Nov 30, 2017

Release Notes

Update to add additional close alert and change default alert texts.

Dec 7, 2017

Release Notes

Update with new features:

• Seperate EMA settings for MFI
  
• Added min consecutive down days setting
  
• Added consecutive checks for CCI entry
  
• Added TP setting - Simulated TP (Will trigger a close alert for automation)
  
• Added seperate trade direction control for MFI - So the trade direction can be set independently of CCI
  

Fixes

• Fix for consecutive days check.
  
• Fix typos in parameter description strings
  

Dec 8, 2017

Release Notes

Fix for bug consecutive up / down days bug introduced in last update

Dec 15, 2017

Release Notes

Update to add fake strategy logic for the edge case when a position is closed due to hitting a take profit / stop loss and the indicator immediately signals to re-enter a position.

Dec 22, 2017

Release Notes

Update

Added independent take profit and stop loss inputs for the short side.

Dec 23, 2017

Release Notes

Changed default parameters

Fixed bug with simulating strategy logic in the indicator.