StockSharp.Strategies.0094_CCI_Hook_Reversal
5.0.2
Prefix Reserved
dotnet add package StockSharp.Strategies.0094_CCI_Hook_Reversal --version 5.0.2
NuGet\Install-Package StockSharp.Strategies.0094_CCI_Hook_Reversal -Version 5.0.2
<PackageReference Include="StockSharp.Strategies.0094_CCI_Hook_Reversal" Version="5.0.2" />
<PackageVersion Include="StockSharp.Strategies.0094_CCI_Hook_Reversal" Version="5.0.2" />
<PackageReference Include="StockSharp.Strategies.0094_CCI_Hook_Reversal" />
paket add StockSharp.Strategies.0094_CCI_Hook_Reversal --version 5.0.2
#r "nuget: StockSharp.Strategies.0094_CCI_Hook_Reversal, 5.0.2"
#:package StockSharp.Strategies.0094_CCI_Hook_Reversal@5.0.2
#addin nuget:?package=StockSharp.Strategies.0094_CCI_Hook_Reversal&version=5.0.2
#tool nuget:?package=StockSharp.Strategies.0094_CCI_Hook_Reversal&version=5.0.2
CCI Hook Reversal Strategy (C# Version)
The CCI Hook Reversal uses the Commodity Channel Index as a trigger when it hooks away from an extreme reading. After the indicator pushes above +100 or below -100 it often snaps back quickly as momentum stalls.
Testing indicates an average annual return of about 169%. It performs best in the crypto market.
Long trades occur when CCI turns up from oversold while price still prints a marginal new low. Shorts are initiated when CCI rolls over from overbought with price poking to new highs.
Each trade carries a small fixed stop and is exited when the CCI hooks back in the opposite direction or the stop is reached.
Details
- Entry Criteria: indicator signal
- Long/Short: Both
- Exit Criteria: stop-loss or opposite signal
- Stops: Yes, percent based
- Default Values:
CandleType= 15 minuteStopLoss= 2%
- Filters:
- Category: Reversal
- Direction: Both
- Indicators: CCI
- Stops: Yes
- Complexity: Intermediate
- Timeframe: Intraday
- Seasonality: No
- Neural networks: No
- Divergence: No
- Risk level: Medium
Learn more about Target Frameworks and .NET Standard.
This package has no dependencies.
NuGet packages
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