# 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。

Canonical: https://prismaticalgos.com/compendium/algo/11988-cci
Record ID: 11988
Catalog rank: 2779 (reading order, not performance)
Snapshot: 2026-10-31 15:46 UTC
Family: Mean Reversion & Counter-Trend (B)
Source: https://github.com/micrighost/CCI_over_deviation_strategy
Evidence label (unverified): source_code

## Scope and limitations

These are machine-extracted research records, not verified trading systems. Catalog rank measures specification detail and claimed evidence, not profitability. The catalog extraction pipeline did not independently backtest these records. Its separate selected testing ledger does not validate the wider corpus. Rules, labels and parameters can be incomplete or wrong; consult the original source and its reuse terms.

No endorsement, ownership claim or source-code reuse permission is implied.

## Extraction warnings

No automated warnings recorded; this is not validation.

## Recorded profile

- symbols: any
- timeframes: any
- sessions: any
- market_regime: any

## Indicators

- CCI: {"period": 18}; applied to: close
- CCI: {"period": 54}; applied to: close
- ATR: {"period": 14}; applied to: close

## 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

## Risk controls

- Stop loss: 1倍ATR
- Take profit: 未明確說明
- Position sizing: 未明確說明