A test of two strategies on Bitcoin, based on CCI and Aroon. Trading is conducted 1 BTC
Indicator based strategy testCommodity Channel Index (CCI)
Purchase:
1) when the CCI rises above a constant.
2) Stop loss is equal to ___ points.
3) Take profit is equal to ___ points.
4) Close the position if CCI is below a constant.
Sales:
1) when the CCI falls below the -constant.
2) Stop loss is equal to ___ points.
3) Take profit is equal to ___ points.
4) Close the position if CCI is higher than the constant
Aroon-based strategy test
Purchase:
1) If AroonUp is greater than AroonDown
2) Stop loss is equal to ___ points.
3) Take profit is equal to ___ points.
Sales:
1) If AroonUp is lower than AroonDown
2) Stop loss is equal to ___ points.
3) Take profit is equal to ___ points.
And if AroonUp and AroonDown are approximately equal - this is the period of consolidation. Exclude trade at this time.
