雙商品通道指標應用 Dual CCI
以長天期CCI當趨勢指標,短天期CCI當震盪指標,
當長天期CCI>100時為多頭趨勢,此時短天期<-100為多頭趨勢拉回,
可視為作多進場時機。
當長天期CCI>-100時為空頭趨勢,此時短天期>100為空頭趨勢反彈,
可視為作空進場時機。
Strategy Quant Algo Wizard 設定
If condition CCI(100)[1] > 100 and CCI(5)[1] < -100
Enter at stop for long at High[1]
Exit : stop loss 200pips and Tailing stop 200pips
If condition CCI(100)[1] < -100 and CCI(5)[1] > 100
Enter at stop for Short at Low[1]
Exit : stop loss 200pips and Tailing stop 200pips
If condition CCI(100)[1] > 100 and CCI(5)[1] < -100
Enter at stop for long at High[1]
Exit : stop loss 200pips and Tailing stop 200pips
If condition CCI(100)[1] < -100 and CCI(5)[1] > 100
Enter at stop for Short at Low[1]
Exit : stop loss 200pips and Tailing stop 200pips
Dual CCI 在GBPJPY H1 實測結果
Profit factor 1.2
Return/DD Ratio 3.5
Dual CCI 在GBPJPY 多時間框架實測
分別在H4/H1/M30/M15/M5等5個時間框架測試,
結果5個時間框架皆能盈利。
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