The Cci strategy is a trading strategy that uses the Commodity Channel Index (CCI) indicator to generate buy and sell signals. The strategy is designed to be used on 1-minute timeframe data. Here's a breakdown of how the strategy works:
The strategy first resamples the input data to a specified timeframe (in this case, 1 minute) using a factor of 5.
This resampling process helps to establish trends in the data.
The CCI indicator is then calculated for the resampled data using a time period of 18.
For the buy signal, the strategy identifies instances where the CCI value is below -198 and marks it as a buy opportunity. For the sell signal, the strategy identifies instances where the CCI value is above 197 and marks it as a sell opportunity. Additionally, the strategy performs further resampling of the data to establish trends using Simple Moving Averages (SMA) with different time periods (100, 50, 25, and 200). The resampled data is merged back with the original data based on the date column. The strategy also defines a minimal ROI (Return on Investment) and stoploss values, which can be overridden in the configuration file. Overall, the Cci strategy aims to capture potential buy and sell opportunities based on the CCI indicator and trend analysis using SMAs.