This strategy is based on the CCI indicator – a cyclic indicator
which offers a conditional signal for overbought and oversold
scenarios – 15 minutes is the “period” applied in this strategy.
There are four CCI calculations (all using a “period” of 15
minutes) with a “Time period” of 14. The differences for each of
the four CCI calculations commits with the “shift” from the
current time (a “shift” from the actual 15 minutes candle). For
each of the four CCIs there is a different “shift” input: one (1)
as “shift” [CCI1]; two (2) as “shift” [CCI2]; three (3) as
“shift” [CCI3]; and four (4) as “shift” [CCI4]. To open a buy
order, the number of open positions is equal to zero (0) and all the
four CCIs ([CCI1], [CCI2], [CCI3] and [CCI4]) are lower than -100. To
open a sell order, the number of open positions is equal to zero (0)
and all the four CCIs ([CCI1], [CCI2], [CCI3] and [CCI4]) are higher
than +100. The strategy trades EURUSD without daily or hourly
restrictions. Default trading assigns are: defaultTradeAmount: 6
millions; defaultSlippage: 5 pips; defaultStopLoss: 400 pips; and
defaultTakeProfit: 10 pips (named in the algorithm as tempVar114).