Comment on algoZ- a simple example

Satish Prabhakar commented on 16 Jan 2014, 12:19 PM

Hi Nithin,

I want a strategy to be written for CCI. The CCI period should be 20 with the overbought and oversold lines be 100 and -100.

Buy Alert when CCI crosses 0 line upwards and exit once profit of 20 paise is attained.
Sell Alert when CCI crosses 0 line downwards and exit once profit of 20 paise is attained.

For both the cases the stoploss will be decided by me from time to time and entered manually if required.

Can you help me with this strategy so that I can back test it.

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