StockFetcher Forums · Filter Exchange · CCI Breakout Strategy<< >>Post Follow-up
17 posts
msg #93893
Ignore semovente
6/15/2010 9:20:02 PM

I came across an approach that uses of the CCI to indicate breakout possibilities and is explained here:

The long rules are as follows:

--On the daily or the hourly charts, place the CCI indicator with standard input of 20.
--Note the very last time the CCI registered a reading of greater than +100 before dropping back below the +100 zone.
--Take a measure of the peak CCI reading and record it.
--If CCI once again trades above the +100 and if its value exceeds the prior peak reading, go long at market at the close of the candle.
--Measure the low of the candle and use it as your stop.
--If the position moves in your favor by the amount of your original stop, sell half and move the stop to breakeven.
--Take profit on the rest of the trade when the position moves to two times your stop.

Anyone willing to turn this into a usable filter?

Thanks in advance,


4,387 posts
msg #93965
Ignore four
6/17/2010 1:09:14 PM


cci(20) > 120

cci(20) 2 days ago < 100

draw cci(20) line at 100
draw cci(20) line at 120

cci(20) 5 days ago > 100
cci(20) 5 days ago < 119

volume > 12300

today cci(20) > 120
2 days ago cci(20) < 100
5 days ago cci(20) between 100 and 119

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