Extracted algorithm research record
CCI乖離策略
基於CCI指標的自動交易策略，利用CCI的超買和超賣信號進行交易。
Source & extraction context
Evidence label: source_code (source claim, not independent verification). Recorded completeness: 50.0/100. Neither is a performance result.
Names identify source records. Inclusion is not an endorsement or a claim of authorship, ownership or reuse permission. Check the source license before reusing any implementation.
Extraction warnings
No automated warnings are recorded in this snapshot. This does not establish that the extraction or system is sound.
Recorded market & execution profile
- Recorded markets
- any
- Recorded timeframes
- any
- Recorded sessions
- any
- Recorded regime
- any
Recorded indicators & parameters
| Indicator | Parameters | Applied to |
|---|---|---|
| CCI | {"period": 18} | close |
| CCI | {"period": 54} | close |
| ATR | {"period": 14} | close |
Extracted strategy rules
Recorded long-entry rules
- CCI值低於-100
Recorded short-entry rules
- CCI值高於+100
Recorded exit rules
- 當快線和慢線CCI離開正負100以外並回到範圍內時，發生金叉或死叉，則進行交易。如果打到對向的CCI，則提前出場以避免潛在的虧損。
Recorded filters
- 未明確說明
- Stop loss
- 1倍ATR
- Take profit
- 未明確說明
- Position sizing
- 未明確說明
Questions about this record
What entry rules are recorded for CCI乖離策略?
Long: CCI值低於-100 Short: CCI值高於+100 These are unverified extracted rules.
Which markets and timeframes are recorded?
Markets: any. Timeframes: any. These are source-recorded labels, not verified execution behavior.