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Ma Cci Strategy (Python)

Published
Jul 19, 2025
1y ago
Total Downloads
578
578

Install

dotnet add package StockSharp.Strategies.0154_MA_CCI.py --version 5.0.0

No framework information available.

README

Ma Cci Strategy (Python Version)

Strategy combining Moving Average and CCI indicators. Buys when price is above MA and CCI is oversold. Sells when price is below MA and CCI is overbought.

A moving average guides the trend while CCI looks for deviations from that average. Entries happen on CCI extremes in the direction of the MA.

Ideal for swing traders entering on pullbacks. ATR stops guard against sudden whipsaws.

Details

  • Entry Criteria:
    • Long: Close > MA && CCI < OversoldLevel
    • Short: Close < MA && CCI > OverboughtLevel
  • Long/Short: Both
  • Exit Criteria:
    • CCI returns to zero line
  • Stops: Percent-based using StopLossPercent
  • Default Values:
    • MaPeriod = 20
    • CciPeriod = 20
    • OverboughtLevel = 100m
    • OversoldLevel = -100m
    • StopLossPercent = 2.0m
    • CandleType = TimeSpan.FromMinutes(5).TimeFrame()
  • Filters:
    • Category: Mean reversion
    • Direction: Both
    • Indicators: Moving Average, CCI
    • Stops: Yes
    • Complexity: Intermediate
    • Timeframe: Mid-term
    • Seasonality: No
    • Neural Networks: No
    • Divergence: No
    • Risk Level: Medium

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No SPDX license expression is published. Review the license text and your organisation's policy before redistribution.No target framework metadata is available. Confirm compatibility in a representative project before standardising on this package.

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